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107 lines
2.6 KiB
YAML
107 lines
2.6 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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envVarPrefix: binance
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margin: true
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isolatedMargin: true
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isolatedMarginSymbol: BTCUSDT
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backtest:
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sessions: [binance]
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# for testing max draw down (MDD) at 03-12
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# see here for more details
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# https://www.investopedia.com/terms/m/maximum-drawdown-mdd.asp
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startTime: "2022-01-01"
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endTime: "2022-06-30"
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symbols:
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- BTCUSDT
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accounts:
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binance:
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makerCommission: 10 # 0.15%
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takerCommission: 15 # 0.15%
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balances:
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BTC: 1.0
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USDT: 10000.0
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exchangeStrategies:
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- on: binance
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supertrend:
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symbol: BTCUSDT
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# interval is how long do you want to update your order price and quantity
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interval: 5m
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# ATR window used by Supertrend
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window: 39
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# ATR Multiplier for calculating super trend prices, the higher, the stronger the trends are
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supertrendMultiplier: 4.1
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# leverage is the leverage of the orders
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leverage: 1.0
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# fastDEMAWindow and slowDEMAWindow are for filtering super trend noise
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fastDEMAWindow: 144
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slowDEMAWindow: 169
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# Use linear regression as trend confirmation
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linearRegression:
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interval: 5m
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window: 80
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# TP according to ATR multiple, 0 to disable this
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TakeProfitAtrMultiplier: 0
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# Set SL price to the low of the triggering Kline
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stopLossByTriggeringK: false
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# TP/SL by reversed supertrend signal
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stopByReversedSupertrend: false
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# TP/SL by reversed DEMA signal
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stopByReversedDema: false
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# TP/SL by reversed linear regression signal
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stopByReversedLinGre: false
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exits:
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# roiStopLoss is the stop loss percentage of the position ROI (currently the price change)
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- roiStopLoss:
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percentage: 4.5%
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- protectiveStopLoss:
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activationRatio: 3%
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stopLossRatio: 2%
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placeStopOrder: false
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- trailingStop:
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callbackRate: 3%
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#activationRatio: 20%
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minProfit: 10%
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interval: 1m
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side: buy
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closePosition: 100%
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- trailingStop:
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callbackRate: 3%
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#activationRatio: 20%
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minProfit: 10%
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interval: 1m
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side: sell
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closePosition: 100%
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- protectiveStopLoss:
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activationRatio: 4%
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stopLossRatio: 2%
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placeStopOrder: false
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- protectiveStopLoss:
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activationRatio: 6%
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stopLossRatio: 3%
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placeStopOrder: false
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- protectiveStopLoss:
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activationRatio: 10%
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stopLossRatio: 8%
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placeStopOrder: false
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