mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-25 00:05:15 +00:00
63 lines
1.4 KiB
YAML
63 lines
1.4 KiB
YAML
---
|
|
persistence:
|
|
redis:
|
|
host: 127.0.0.1
|
|
port: 6379
|
|
db: 0
|
|
|
|
sessions:
|
|
binance:
|
|
exchange: binance
|
|
envVarPrefix: binance
|
|
margin: true
|
|
isolatedMargin: true
|
|
isolatedMarginSymbol: BTCUSDT
|
|
|
|
backtest:
|
|
sessions: [binance]
|
|
# for testing max draw down (MDD) at 03-12
|
|
# see here for more details
|
|
# https://www.investopedia.com/terms/m/maximum-drawdown-mdd.asp
|
|
startTime: "2022-04-01"
|
|
endTime: "2022-04-30"
|
|
symbols:
|
|
- BTCUSDT
|
|
accounts:
|
|
binance:
|
|
makerCommission: 10 # 0.15%
|
|
takerCommission: 15 # 0.15%
|
|
balances:
|
|
BTC: 1.0
|
|
USDT: 10000.0
|
|
|
|
exchangeStrategies:
|
|
- on: binance
|
|
supertrend:
|
|
symbol: BTCUSDT
|
|
|
|
# interval is how long do you want to update your order price and quantity
|
|
interval: 1h
|
|
|
|
# leverage is the leverage of the orders
|
|
leverage: 1.0
|
|
|
|
# fastDEMAWindow and slowDEMAWindow are for filtering super trend noise
|
|
fastDEMAWindow: 144
|
|
slowDEMAWindow: 169
|
|
|
|
# Supertrend indicator parameters
|
|
superTrend:
|
|
# ATR window used by Supertrend
|
|
averageTrueRangeWindow: 39
|
|
# ATR Multiplier for calculating super trend prices, the higher, the stronger the trends are
|
|
averageTrueRangeMultiplier: 3
|
|
|
|
# TP according to ATR multiple, 0 to disable this
|
|
takeProfitMultiplier: 3
|
|
|
|
# Set SL price to the low of the triggering Kline
|
|
stopLossByTriggeringK: true
|
|
|
|
# TP/SL by reversed signals
|
|
tpslBySignal: true
|