bbgo_origin/config/pivotshort-GMTBUSD.yaml
2022-06-26 19:20:46 +08:00

64 lines
1.7 KiB
YAML

---
sessions:
binance:
exchange: binance
envVarPrefix: binance
margin: true
isolatedMargin: true
isolatedMarginSymbol: GMTBUSD
# futures: true
exchangeStrategies:
- on: binance
pivotshort:
symbol: GMTBUSD
interval: 5m
window: 120
entry:
immediate: true
catBounceRatio: 1%
quantity: 20
numLayers: 3
marginOrderSideEffect: borrow
exits:
# roiStopLoss is the stop loss percentage of the position ROI (currently the price change)
- roiStopLoss:
percentage: 2%
# roiTakeProfit is used to force taking profit by percentage of the position ROI (currently the price change)
# force to take the profit ROI exceeded the percentage.
- roiTakeProfit:
percentage: 30%
- protectionStopLoss:
activationRatio: 1%
stopLossRatio: 0.2%
placeStopOrder: true
# lowerShadowTakeProfit is used to taking profit when the (lower shadow height / low price) > lowerShadowRatio
# you can grab a simple stats by the following SQL:
# SELECT ((close - low) / close) AS shadow_ratio FROM binance_klines WHERE symbol = 'ETHUSDT' AND `interval` = '5m' AND start_time > '2022-01-01' ORDER BY shadow_ratio DESC LIMIT 20;
- lowerShadowTakeProfit:
ratio: 3%
# cumulatedVolumeTakeProfit is used to take profit when the cumulated quote volume from the klines exceeded a threshold
- cumulatedVolumeTakeProfit:
minQuoteVolume: 90_000_000
window: 5
backtest:
sessions:
- binance
startTime: "2022-05-25"
endTime: "2022-06-03"
symbols:
- GMTBUSD
accounts:
binance:
balances:
GMT: 3_000.0
USDT: 3_000.0