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https://github.com/c9s/bbgo.git
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117 lines
3.1 KiB
YAML
117 lines
3.1 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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futures: false
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envVarPrefix: binance
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heikinAshi: false
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# Drift strategy intends to place buy/sell orders as much value mas it could be. To exchanges that requires to
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# calculate fees before placing limit orders (e.g. FTX Pro), make sure the fee rate is configured correctly and
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# enable modifyOrderAmountForFee to prevent order rejection.
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makerFeeRate: 0.0002
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takerFeeRate: 0.0007
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modifyOrderAmountForFee: false
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exchangeStrategies:
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- on: binance
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elliottwave:
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symbol: BTCUSDT
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# kline interval for indicators
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interval: 3m
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stoploss: 0.15%
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windowATR: 14
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windowQuick: 3
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windowSlow: 19
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source: hl2
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pendingMinutes: 8
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# ActivationRatio should be increasing order
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# when farest price from entry goes over that ratio, start using the callback ratio accordingly to do trailingstop
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#trailingActivationRatio: [0.01, 0.016, 0.05]
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#trailingActivationRatio: [0.001, 0.0081, 0.022]
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trailingActivationRatio: [0.0006, 0.0008, 0.0012, 0.0017, 0.01]
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#trailingActivationRatio: []
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#trailingCallbackRate: []
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#trailingCallbackRate: [0.002, 0.01, 0.1]
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#trailingCallbackRate: [0.0004, 0.0009, 0.018]
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trailingCallbackRate: [0.0001, 0.0002, 0.0003, 0.0006, 0.0049]
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#exits:
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# - roiStopLoss:
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# percentage: 0.35%
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#- roiTakeProfit:
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# percentage: 0.7%
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#- protectiveStopLoss:
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# activationRatio: 0.5%
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# stopLossRatio: 0.2%
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# placeStopOrder: false
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#- trailingStop:
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# callbackRate: 0.3%
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# activationRatio is relative to the average cost,
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# when side is buy, 1% means lower 1% than the average cost.
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# when side is sell, 1% means higher 1% than the average cost.
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# activationRatio: 0.7%
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# minProfit uses the position ROI to calculate the profit ratio
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# minProfit: 1.5%
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# interval: 1m
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# side: sell
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# closePosition: 100%
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#- trailingStop:
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# callbackRate: 0.3%
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# activationRatio is relative to the average cost,
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# when side is buy, 1% means lower 1% than the average cost.
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# when side is sell, 1% means higher 1% than the average cost.
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# activationRatio: 0.7%
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# minProfit uses the position ROI to calculate the profit ratio
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# minProfit: 1.5%
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# interval: 1m
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# side: buy
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# closePosition: 100%
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#- protectiveStopLoss:
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# activationRatio: 5%
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# stopLossRatio: 1%
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# placeStopOrder: false
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#- cumulatedVolumeTakeProfit:
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# interval: 5m
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# window: 2
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# minQuoteVolume: 200_000_000
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#- protectiveStopLoss:
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# activationRatio: 2%
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# stopLossRatio: 1%
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# placeStopOrder: false
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sync:
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userDataStream:
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trades: true
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filledOrders: true
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sessions:
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- binance
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symbols:
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- BTCUSDT
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backtest:
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startTime: "2022-08-30"
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endTime: "2022-09-30"
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symbols:
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- BTCUSDT
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sessions: [binance]
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accounts:
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binance:
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makerFeeRate: 0.000
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#takerFeeRate: 0.000
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balances:
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BTC: 0
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USDT: 5000
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