mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-10 09:11:55 +00:00
55 lines
1.2 KiB
YAML
55 lines
1.2 KiB
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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exchangeStrategies:
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- on: binance
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rsicross:
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symbol: BTCUSDT
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interval: 5m
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fastWindow: 6
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slowWindow: 18
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openBelow: 30.0
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closeAbove: 70.0
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quantity: 0.1
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### RISK CONTROLS
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## circuitBreakEMA is used for calculating the price for circuitBreak
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# circuitBreakEMA:
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# interval: 1m
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# window: 14
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## circuitBreakLossThreshold is the maximum loss threshold for realized+unrealized PnL
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# circuitBreakLossThreshold: -10.0
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## positionHardLimit is the maximum position limit
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# positionHardLimit: 500.0
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## maxPositionQuantity is the maximum quantity per order that could be controlled in positionHardLimit,
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## this parameter is used with positionHardLimit togerther
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# maxPositionQuantity: 10.0
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backtest:
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startTime: "2022-01-01"
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endTime: "2022-03-01"
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symbols:
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- BTCUSDT
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sessions: [binance]
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# syncSecKLines: true
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accounts:
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binance:
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makerFeeRate: 0.0%
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takerFeeRate: 0.075%
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balances:
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BTC: 0.0
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USDT: 10_000.0
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