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69 lines
1.9 KiB
YAML
69 lines
1.9 KiB
YAML
---
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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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margin: true
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# isolatedMargin: true
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# isolatedMarginSymbol: ETHUSDT
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exchangeStrategies:
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- on: binance
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pivotshort:
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symbol: ETHUSDT
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interval: 5m
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pivotLength: 200
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# breakLow settings are used for shorting when the current price break the previous low
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breakLow:
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ratio: 0.1%
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quantity: 10.0
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stopEMARange: 5%
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stopEMA:
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interval: 1h
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window: 99
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bounceShort:
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quantity: 10.0
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# stopLossPercentage: 1%
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numOfLayers: 10
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layerSpread: 0.1%
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pivotRatio: 0.1%
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exit:
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# roiStopLossPercentage is the stop loss percentage of the position ROI (currently the price change)
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roiStopLossPercentage: 1%
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# roiTakeProfitPercentage is used to force taking profit by percentage of the position ROI (currently the price change)
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# force to take the profit ROI exceeded the percentage.
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roiTakeProfitPercentage: 25%
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# roiMinTakeProfitPercentage applies to lowerShadowRatio and cumulatedVolume exit options
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roiMinTakeProfitPercentage: 10%
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# lowerShadowRatio is used to taking profit when the (lower shadow height / low price) > lowerShadowRatio
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# you can grab a simple stats by the following SQL:
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# 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;
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lowerShadowRatio: 3%
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# cumulatedVolume is used to take profit when the cumulated quote volume from the klines exceeded a threshold
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cumulatedVolume:
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enabled: true
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minQuoteVolume: 90_000_000
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window: 5
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marginOrderSideEffect: repay
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backtest:
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sessions:
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- binance
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startTime: "2022-01-01"
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endTime: "2022-06-08"
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symbols:
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- ETHUSDT
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accounts:
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binance:
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balances:
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ETH: 10.0
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USDT: 3000.0
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