mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-26 08:45:16 +00:00
3c40f9e90e
pivotshort: improve market sell when breaks previous pivot low only
42 lines
683 B
YAML
42 lines
683 B
YAML
---
|
|
sessions:
|
|
binance:
|
|
exchange: binance
|
|
envVarPrefix: binance
|
|
# margin: true
|
|
# isolatedMargin: true
|
|
# isolatedMarginSymbol: GMTUSDT
|
|
# futures: true
|
|
|
|
exchangeStrategies:
|
|
- on: binance
|
|
pivotshort:
|
|
symbol: GMTUSDT
|
|
interval: 5m
|
|
|
|
pivotLength: 120
|
|
|
|
entry:
|
|
quantity: 3000.0
|
|
# marginOrderSideEffect: borrow
|
|
|
|
exit:
|
|
takeProfitPercentage: 25%
|
|
stopLossPercentage: 1%
|
|
lowerShadowRatio: 0.95
|
|
# marginOrderSideEffect: repay
|
|
|
|
|
|
backtest:
|
|
sessions:
|
|
- binance
|
|
startTime: "2022-05-01"
|
|
endTime: "2022-06-03"
|
|
symbols:
|
|
- GMTUSDT
|
|
account:
|
|
binance:
|
|
balances:
|
|
GMT: 3010.0
|
|
USDT: 1000.0
|