bbgo_origin/config/pivotshort_optimizer.yaml
c9s 9be38e2421
optimizer: support multi metric value functions
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-20 14:52:40 +08:00

48 lines
1.1 KiB
YAML

# usage:
#
# go run ./cmd/bbgo optimize --config config/pivotshort-ETHUSDT.yaml --optimizer-config config/pivotshort_optimizer.yaml --debug
#
---
matrix:
- type: iterate
label: interval
path: '/exchangeStrategies/0/pivotshort/interval'
values: [ "1m", "5m", "30m" ]
#- type: range
# path: '/exchangeStrategies/0/pivotshort/pivotLength'
# label: pivotLength
# min: 100.0
# max: 200.0
# step: 20.0
# - type: range
# path: '/exchangeStrategies/0/pivotshort/breakLow/stopEMARange'
# label: stopEMARange
# min: 0%
# max: 10%
# step: 1%
# - type: range
# path: '/exchangeStrategies/0/pivotshort/exit/roiStopLossPercentage'
# label: roiStopLossPercentage
# min: 0.5%
# max: 2%
# step: 0.5%
#
# - type: range
# path: '/exchangeStrategies/0/pivotshort/exit/roiTakeProfitPercentage'
# label: roiTakeProfitPercentage
# min: 10%
# max: 50%
# step: 5%
#
# - type: range
# path: '/exchangeStrategies/0/pivotshort/exit/roiMinTakeProfitPercentage'
# label: roiMinTakeProfitPercentage
# min: 3%
# max: 10%
# step: 1%
#