mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-25 08:15:15 +00:00
65 lines
1.8 KiB
YAML
65 lines
1.8 KiB
YAML
---
|
|
sessions:
|
|
binance:
|
|
exchange: binance
|
|
envVarPrefix: binance
|
|
# margin: true
|
|
# isolatedMargin: true
|
|
# isolatedMarginSymbol: GMTUSDT
|
|
# futures: true
|
|
|
|
exchangeStrategies:
|
|
- on: binance
|
|
pivotshort:
|
|
symbol: GMTUSDT
|
|
interval: 5m
|
|
|
|
window: 120
|
|
|
|
# breakLow settings are used for shorting when the current price break the previous low
|
|
breakLow:
|
|
ratio: 0.1%
|
|
quantity: 10.0
|
|
stopEMARange: 5%
|
|
stopEMA:
|
|
interval: 1h
|
|
window: 99
|
|
|
|
exit:
|
|
# roiStopLossPercentage is the stop loss percentage of the position ROI (currently the price change)
|
|
roiStopLossPercentage: 1%
|
|
|
|
# roiTakeProfitPercentage is the take profit percentage of the position ROI (currently the price change)
|
|
# force to take the profit ROI exceeded the percentage.
|
|
roiTakeProfitPercentage: 25%
|
|
|
|
# roiMinTakeProfitPercentage applies to lowerShadowRatio and cumulatedVolume exit options
|
|
roiMinTakeProfitPercentage: 10%
|
|
|
|
# lowerShadowRatio is used to force taking profit when the (lower shadow height / low price) > lowerShadowRatio
|
|
# you can grab a simple stats by the following SQL:
|
|
# SELECT ((close - low) / close) AS shadow_ratio FROM binance_klines WHERE symbol = 'ETHUSDT' AND `interval` = '5m' AND start_time > '2022-01-01' ORDER BY shadow_ratio DESC LIMIT 20;
|
|
lowerShadowRatio: 3%
|
|
|
|
# cumulatedVolume is used to take profit when the cumulated quote volume from the klines exceeded a threshold
|
|
cumulatedVolume:
|
|
enabled: false
|
|
minQuoteVolume: 90_000_000
|
|
window: 5
|
|
|
|
marginOrderSideEffect: repay
|
|
|
|
|
|
backtest:
|
|
sessions:
|
|
- binance
|
|
startTime: "2022-05-01"
|
|
endTime: "2022-06-03"
|
|
symbols:
|
|
- GMTUSDT
|
|
accounts:
|
|
binance:
|
|
balances:
|
|
GMT: 3010.0
|
|
USDT: 1000.0
|