mirror of
https://github.com/c9s/bbgo.git
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111 lines
2.6 KiB
YAML
111 lines
2.6 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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exchangeStrategies:
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- on: binance
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drift:
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canvasPath: "./output.png"
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symbol: BTCBUSD
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# kline interval for indicators
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interval: 15m
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window: 2
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stoploss: 0.2%
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source: close
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predictOffset: 2
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noTrailingStopLoss: false
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# stddev on high/low-source
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hlVarianceMultiplier: 0.22
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hlRangeWindow: 5
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smootherWindow: 2
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fisherTransformWindow: 9
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# the init value of takeProfitFactor Series, the coefficient of ATR as TP
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takeProfitFactor: 6
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profitFactorWindow: 8
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atrWindow: 14
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generateGraph: true
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graphPNLDeductFee: true
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graphPNLPath: "./pnl.png"
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graphCumPNLPath: "./cumpnl.png"
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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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- BTCBUSD
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backtest:
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startTime: "2022-01-01"
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endTime: "2022-07-29"
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symbols:
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- BTCBUSD
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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: 0.00075
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balances:
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BTC: 1
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BUSD: 5000.0
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