bbgo_origin/config/pivotshort-GMTBUSD.yaml
2022-06-09 13:20:51 +08:00

45 lines
749 B
YAML

---
sessions:
binance:
exchange: binance
envVarPrefix: binance
margin: true
isolatedMargin: true
isolatedMarginSymbol: GMTBUSD
# futures: true
exchangeStrategies:
- on: binance
pivotshort:
symbol: GMTBUSD
interval: 5m
pivotLength: 120
entry:
immediate: true
catBounceRatio: 1%
quantity: 20
numLayers: 3
marginOrderSideEffect: borrow
exit:
takeProfitPercentage: 13%
stopLossPercentage: 0.5%
shadowTakeProfitRatio: 3%
marginOrderSideEffect: repay
backtest:
sessions:
- binance
startTime: "2022-05-25"
endTime: "2022-06-03"
symbols:
- GMTBUSD
accounts:
binance:
balances:
GMT: 3_000.0
USDT: 3_000.0