bbgo_origin/config/rsicross.yaml
2023-07-22 11:23:09 +08:00

55 lines
1.2 KiB
YAML

persistence:
json:
directory: var/data
redis:
host: 127.0.0.1
port: 6379
db: 0
sessions:
binance:
exchange: binance
envVarPrefix: binance
exchangeStrategies:
- on: binance
rsicross:
symbol: BTCUSDT
interval: 5m
fastWindow: 6
slowWindow: 18
openBelow: 30.0
closeAbove: 70.0
quantity: 0.1
### RISK CONTROLS
## circuitBreakEMA is used for calculating the price for circuitBreak
# circuitBreakEMA:
# interval: 1m
# window: 14
## circuitBreakLossThreshold is the maximum loss threshold for realized+unrealized PnL
# circuitBreakLossThreshold: -10.0
## positionHardLimit is the maximum position limit
# positionHardLimit: 500.0
## maxPositionQuantity is the maximum quantity per order that could be controlled in positionHardLimit,
## this parameter is used with positionHardLimit togerther
# maxPositionQuantity: 10.0
backtest:
startTime: "2022-01-01"
endTime: "2022-03-01"
symbols:
- BTCUSDT
sessions: [binance]
# syncSecKLines: true
accounts:
binance:
makerFeeRate: 0.0%
takerFeeRate: 0.075%
balances:
BTC: 0.0
USDT: 10_000.0