62 lines
1.7 KiB
YAML
62 lines
1.7 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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#max:
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# exchange: max
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# envVarPrefix: max
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riskControls:
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# This is the session-based risk controller, which let you configure different risk controller by session.
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sessionBased:
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# "max" is the session name that you want to configure the risk control
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max:
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# orderExecutor is one of the risk control
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orderExecutor:
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# symbol-routed order executor
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bySymbol:
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BTCUSDT:
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# basic risk control order executor
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basic:
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minQuoteBalance: 100.0
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maxBaseAssetBalance: 3.0
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minBaseAssetBalance: 0.0
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maxOrderAmount: 1000.0
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# example command:
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# godotenv -f .env.local -- go run ./cmd/qbtrade backtest --sync-from 2020-11-01 --config config/grid.yaml --base-asset-baseline
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backtest:
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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: "2022-05-09"
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endTime: "2022-05-20"
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symbols:
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- BTCUSDT
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sessions: [binance]
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accounts:
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binance:
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balances:
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BTC: 0.0
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USDT: 10000.0
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exchangeStrategies:
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- on: binance
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grid:
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symbol: BTCUSDT
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quantity: 0.001
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# scaleQuantity:
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# byPrice:
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# exp:
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# domain: [20_000, 30_000]
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# range: [0.2, 0.001]
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gridNumber: 20
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profitSpread: 1000.0 # The profit price spread that you want to add to your sell order when your buy order is executed
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upperPrice: 30_000.0
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lowerPrice: 28_000.0
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# long: true # The sell order is submitted in the same order amount as the filled corresponding buy order, rather than the same quantity.
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