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| @@ -0,0 +1,101 @@ | ||
| --- | ||
| persistence: | ||
| redis: | ||
| host: 127.0.0.1 | ||
| port: 6379 | ||
| db: 0 | ||
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| sync: | ||
| # userDataStream is used to sync the trading data in real-time | ||
| # it uses the websocket connection to insert the trades | ||
| userDataStream: | ||
| trades: true | ||
| filledOrders: true | ||
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| # since is the start date of your trading data | ||
| since: 2021-08-01 | ||
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| # sessions is the list of session names you want to sync | ||
| # by default, BBGO sync all your available sessions. | ||
| sessions: | ||
| - binance | ||
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| # symbols is the list of symbols you want to sync | ||
| # by default, BBGO try to guess your symbols by your existing account balances. | ||
| symbols: | ||
| - NEARBUSD | ||
| - BTCUSDT | ||
| - ETHUSDT | ||
| - LINKUSDT | ||
| - BNBUSDT | ||
| - DOTUSDT | ||
| - DOTBUSD | ||
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| sessions: | ||
| binance: | ||
| exchange: binance | ||
| envVarPrefix: binance | ||
| # futures: true | ||
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| exchangeStrategies: | ||
| - on: binance | ||
| rsmaker: | ||
| symbol: BTCBUSD | ||
| interval: 1m | ||
| # quantity: 40 | ||
| amount: 20 | ||
| minProfitSpread: 0.1% | ||
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| # uptrendSkew: 0.7 | ||
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| # downtrendSkew, like the strongDowntrendSkew, but the price is still in the default band. | ||
| # downtrendSkew: 1.3 | ||
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| # tradeInBand: when tradeInBand is set, you will only place orders in the bollinger band. | ||
| # tradeInBand: true | ||
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| # buyBelowNeutralSMA: when this set, it will only place buy order when the current price is below the SMA line. | ||
| # buyBelowNeutralSMA: true | ||
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| defaultBollinger: | ||
| interval: "1h" | ||
| window: 21 | ||
| bandWidth: 2.0 | ||
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| # neutralBollinger is the smaller range of the bollinger band | ||
| # If price is in this band, it usually means the price is oscillating. | ||
| neutralBollinger: | ||
| interval: "5m" | ||
| window: 21 | ||
| bandWidth: 2.0 | ||
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| dynamicExposurePositionScale: | ||
| byPercentage: | ||
| # exp means we want to use exponential scale, you can replace "exp" with "linear" for linear scale | ||
| exp: | ||
| # from lower band -100% (-1) to upper band 100% (+1) | ||
| domain: [ -2, 2 ] | ||
| # when in down band, holds 1.0 by maximum | ||
| # when in up band, holds 0.05 by maximum | ||
| range: [ 1, 0.01 ] | ||
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| backtest: | ||
| sessions: | ||
| - binance | ||
| # for testing max draw down (MDD) at 03-12 | ||
| # see here for more details | ||
| # https://www.investopedia.com/terms/m/maximum-drawdown-mdd.asp | ||
| startTime: "2022-03-26" | ||
| endTime: "2022-04-12" | ||
| symbols: | ||
| - BTCBUSD | ||
| account: | ||
| binance: | ||
| makerFeeRate: 0.0 | ||
| balances: | ||
| BTC: 1 | ||
| BUSD: 45_000.0 |
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