bbgo_origin/config/movingstop.yaml
2020-12-05 10:23:42 +08:00

32 lines
1.0 KiB
YAML

---
crossExchangeStrategies:
- movingstop:
sourceExchange: "binance"
targetExchange: "max"
symbol: ETHUSDT
# interval is the kline interval we want to update our stop limit order
interval: 1m
# movingAverage* is used for calculating the stop price
movingAverageType: EWMA
movingAverageInterval: 1h
movingAverageWindow: 99
# stop price adjusts the stop price by a ratio. If defined, stop price = moving average price * ratio
stopPriceRatio: 0.975
# orderType is the stop order type, could be "market" or "limit"
orderType: market
# orderType: limit
# priceRatio greater than 1 means we will place the sell order as a maker order
# priceRatio less than 1 means we will place the sell order as a taker order (trade with the existing bid orders)
# priceRatio: 1.1
# you can specify "quantity" or "balancePercentage" for the sell order quantity
quantity: 0.02
# balancePercentage 0.25 means 25% of the current base asset
# balancePercentage: 0.25