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https://github.com/c9s/bbgo.git
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41 lines
724 B
YAML
41 lines
724 B
YAML
persistence:
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json:
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directory: var/data
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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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max:
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exchange: max
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envVarPrefix: max
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ftx:
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exchange: ftx
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envVarPrefix: ftx
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exchangeStrategies:
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- on: binance
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irr:
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symbol: BTCBUSD
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# in milliseconds(ms)
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hftInterval: 1000
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# indicator window
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window: 0
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# maxima position in USD
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amount: 100
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quantity: 0.001
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# minProfit pips in USD
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pips: 0.0
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# alpha1: negative return reversion
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NR: true
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# alpha2: moving average reversion
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MR: true
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# Draw pnl
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drawGraph: true
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graphPNLPath: "./pnl.png"
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graphCumPNLPath: "./cumpnl.png"
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