mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-22 23:05:15 +00:00
45 lines
748 B
YAML
45 lines
748 B
YAML
---
|
|
sessions:
|
|
binance:
|
|
exchange: binance
|
|
envVarPrefix: binance
|
|
margin: true
|
|
isolatedMargin: true
|
|
isolatedMarginSymbol: GMTBUSD
|
|
# futures: true
|
|
|
|
exchangeStrategies:
|
|
- on: binance
|
|
pivotshort:
|
|
symbol: GMTBUSD
|
|
interval: 5m
|
|
|
|
pivotLength: 120
|
|
|
|
entry:
|
|
immediate: true
|
|
catBounceRatio: 1%
|
|
quantity: 20
|
|
numLayers: 3
|
|
marginOrderSideEffect: borrow
|
|
|
|
exit:
|
|
takeProfitPercentage: 13%
|
|
stopLossPercentage: 0.5%
|
|
shadowTakeProfitRatio: 3%
|
|
marginOrderSideEffect: repay
|
|
|
|
|
|
backtest:
|
|
sessions:
|
|
- binance
|
|
startTime: "2022-05-25"
|
|
endTime: "2022-06-03"
|
|
symbols:
|
|
- GMTBUSD
|
|
account:
|
|
binance:
|
|
balances:
|
|
GMT: 3_000.0
|
|
USDT: 3_000.0
|