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46 lines
1.1 KiB
YAML
46 lines
1.1 KiB
YAML
---
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persistence:
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redis:
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host: 127.0.0.1
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port: 6379
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db: 0
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# example command:
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# godotenv -f .env.local -- go run ./cmd/bbgo backtest --exchange max --sync-from 2020-11-01 --config config/grid.yaml --base-asset-baseline
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backtest:
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# for testing max draw down (MDD) at 03-12
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# see here for more details
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# https://www.investopedia.com/terms/m/maximum-drawdown-mdd.asp
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startTime: "2021-08-01"
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endTime: "2021-10-30"
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symbols:
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- ETHUSDT
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account:
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balances:
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ETH: 1.0
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USDT: 20_000.0
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exchangeStrategies:
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- on: max
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bollpp:
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symbol: ETHUSDT
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interval: 5m
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quantity: 0.005
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# spread: sell price = middle price + spread, buy price = middle price - spread
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# you need to ensure that the spread can cover your trading fee
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# for example, the trading fee on binance is 0.075%, so the total fee of your buy/sell orders is 0.075% * 2 = 0.14%
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spread: 0.01%
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minProfitSpread: 0.1%
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defaultBollinger:
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interval: "5m"
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window: 21
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bandWidth: 2.0
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neutralBollinger:
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interval: "5m"
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window: 21
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bandWidth: 1.0
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