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c8aa4ae400
strategy: improve harmonic by adding HMM filter to denoise shark signal
37 lines
589 B
YAML
37 lines
589 B
YAML
persistence:
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json:
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directory: var/data
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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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envVarPrefix: binance
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exchangeStrategies:
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- on: binance
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harmonic:
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symbol: BTCBUSD
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interval: 1s
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window: 60
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quantity: 0.005
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# Draw pnl
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drawGraph: true
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graphPNLPath: "./pnl.png"
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graphCumPNLPath: "./cumpnl.png"
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backtest:
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sessions:
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- binance
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startTime: "2022-10-01"
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endTime: "2022-10-07"
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symbols:
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- BTCBUSD
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accounts:
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binance:
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balances:
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BTC: 1.0
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BUSD: 60_000.0 |