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103 lines
2.3 KiB
YAML
103 lines
2.3 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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sessions:
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binance:
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exchange: binance
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futures: false
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envVarPrefix: binance
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heikinAshi: false
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# Drift strategy intends to place buy/sell orders as much value mas it could be. To exchanges that requires to
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# calculate fees before placing limit orders (e.g. FTX Pro), make sure the fee rate is configured correctly and
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# enable modifyOrderAmountForFee to prevent order rejection.
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makerFeeRate: 0.0002
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takerFeeRate: 0.0007
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modifyOrderAmountForFee: false
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exchangeStrategies:
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- on: binance
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drift:
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canvasPath: "./output.png"
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symbol: ETHBUSD
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limitOrder: false
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quantity: 0.01
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# kline interval for indicators
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interval: 1m
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window: 1
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useAtr: true
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useStopLoss: true
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stoploss: 0.23%
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source: ohlc4
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predictOffset: 2
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noTrailingStopLoss: false
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trailingStopLossType: kline
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# stddev on high/low-source
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hlVarianceMultiplier: 0.13
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hlRangeWindow: 4
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smootherWindow: 19
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fisherTransformWindow: 73
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atrWindow: 14
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# orders not been traded will be canceled after `pendingMinutes` minutes
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pendingMinutes: 5
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noRebalance: true
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trendWindow: 12
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rebalanceFilter: 2
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trailingActivationRatio: [0.0015, 0.002, 0.004, 0.01]
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trailingCallbackRate: [0.0001, 0.00012, 0.001, 0.002]
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generateGraph: true
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graphPNLDeductFee: true
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graphPNLPath: "./pnl.png"
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graphCumPNLPath: "./cumpnl.png"
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#exits:
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#- roiStopLoss:
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# percentage: 0.8%
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#- roiTakeProfit:
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# percentage: 35%
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#- protectiveStopLoss:
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# activationRatio: 0.6%
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# stopLossRatio: 0.1%
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# placeStopOrder: false
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#- protectiveStopLoss:
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# activationRatio: 5%
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# stopLossRatio: 1%
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# placeStopOrder: false
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#- cumulatedVolumeTakeProfit:
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# interval: 5m
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# window: 2
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# minQuoteVolume: 200_000_000
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#- protectiveStopLoss:
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# activationRatio: 2%
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# stopLossRatio: 1%
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# placeStopOrder: false
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sync:
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userDataStream:
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trades: true
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filledOrders: true
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sessions:
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- binance
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symbols:
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- ETHBUSD
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backtest:
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startTime: "2022-09-25"
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endTime: "2022-09-30"
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symbols:
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- ETHBUSD
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sessions: [binance]
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accounts:
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binance:
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makerFeeRate: 0.0000
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takerFeeRate: 0.0000
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balances:
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ETH: 0.03
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BUSD: 0
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