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https://github.com/c9s/bbgo.git
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102 lines
2.4 KiB
YAML
102 lines
2.4 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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sync:
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# userDataStream is used to sync the trading data in real-time
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# it uses the websocket connection to insert the trades
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userDataStream:
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trades: true
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filledOrders: true
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# since is the start date of your trading data
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since: 2021-08-01
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# sessions is the list of session names you want to sync
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# by default, BBGO sync all your available sessions.
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sessions:
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- binance
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# symbols is the list of symbols you want to sync
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# by default, BBGO try to guess your symbols by your existing account balances.
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symbols:
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- NEARBUSD
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- BTCUSDT
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- ETHUSDT
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- LINKUSDT
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- BNBUSDT
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- DOTUSDT
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- DOTBUSD
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sessions:
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binance:
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exchange: binance
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envVarPrefix: binance
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# futures: true
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exchangeStrategies:
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- on: binance
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rsmaker:
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symbol: BTCBUSD
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interval: 1m
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# quantity: 40
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amount: 20
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minProfitSpread: 0.1%
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# uptrendSkew: 0.7
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# downtrendSkew, like the strongDowntrendSkew, but the price is still in the default band.
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# downtrendSkew: 1.3
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# tradeInBand: when tradeInBand is set, you will only place orders in the bollinger band.
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# tradeInBand: true
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# buyBelowNeutralSMA: when this set, it will only place buy order when the current price is below the SMA line.
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# buyBelowNeutralSMA: true
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defaultBollinger:
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interval: "1h"
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window: 21
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bandWidth: 2.0
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# neutralBollinger is the smaller range of the bollinger band
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# If price is in this band, it usually means the price is oscillating.
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neutralBollinger:
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interval: "5m"
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window: 21
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bandWidth: 2.0
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dynamicExposurePositionScale:
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byPercentage:
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# exp means we want to use exponential scale, you can replace "exp" with "linear" for linear scale
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exp:
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# from lower band -100% (-1) to upper band 100% (+1)
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domain: [ -2, 2 ]
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# when in down band, holds 1.0 by maximum
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# when in up band, holds 0.05 by maximum
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range: [ 1, 0.01 ]
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backtest:
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sessions:
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- binance
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# for testing max draw down (MDD) at 03-12
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# see here for more details
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# https://www.investopedia.com/terms/m/maximum-drawdown-mdd.asp
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startTime: "2022-03-26"
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endTime: "2022-04-12"
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symbols:
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- BTCBUSD
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account:
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binance:
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makerFeeRate: 0.0
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balances:
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BTC: 1
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BUSD: 45_000.0
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