persistence: json: directory: var/data redis: host: 127.0.0.1 port: 6379 db: 0 sessions: binance: exchange: binance envVarPrefix: binance exchangeStrategies: - on: binance rsicross: symbol: BTCUSDT interval: 5m fastWindow: 6 slowWindow: 18 openBelow: 30.0 closeAbove: 70.0 quantity: 0.1 ### RISK CONTROLS ## circuitBreakEMA is used for calculating the price for circuitBreak # circuitBreakEMA: # interval: 1m # window: 14 ## circuitBreakLossThreshold is the maximum loss threshold for realized+unrealized PnL # circuitBreakLossThreshold: -10.0 ## positionHardLimit is the maximum position limit # positionHardLimit: 500.0 ## maxPositionQuantity is the maximum quantity per order that could be controlled in positionHardLimit, ## this parameter is used with positionHardLimit togerther # maxPositionQuantity: 10.0 backtest: startTime: "2022-01-01" endTime: "2022-03-01" symbols: - BTCUSDT sessions: [binance] # syncSecKLines: true accounts: binance: makerFeeRate: 0.0% takerFeeRate: 0.075% balances: BTC: 0.0 USDT: 10_000.0