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Using the okex exchange to backtest the supertrend strategy, it prompts: 'start price not found' error
bbgo.yaml
persistence:
redis:
host: 127.0.0.1 # The IP address or the hostname to your Redis server, 127.0.0.1 if same as BBGO
port: 6379 # Port to Redis server, default 6379
db: 0 # DB number to use. You can set to another DB to avoid conflict if other applications are using Redis too.
sessions:
okex:
exchange: okex
envVarPrefix: okex
margin: false
isolatedMargin: false
isolatedMarginSymbol: ETHUSDT
sync:
# since is the date you want to start sync
since: 2020-01-01
# if you have multiple sessions defined, but you don't want to sync all sessions, you can define a list here
sessions:
- okex
# optional, if you want to insert the trades and orders from the websocket stream
# if you're running multiple bbgo instance, you should avoid setting this on
userDataStream:
# if you set this, all received trades will be written into the database
trades: true
# if you set this, all received filled orders will be written into the database
filledOrders: true
# symbols is the symbol you want to sync
# If not defined, BBGO will try to guess your symbols by your existing account balances
symbols:
- ETHUSDT
backtest:
sessions: [okex]
# 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: "2022-01-01"
endTime: "2022-12-31"
symbols:
- ETHUSDT
accounts:
okex:
makerCommission: 10 # 0.15%
takerCommission: 15 # 0.15%
balances:
BTC: 0.0
USDT: 8.0
exchangeStrategies:
- on: okex
supertrend:
symbol: ETHUSDT
# interval is how long do you want to update your order price and quantity
interval: 1m
# ATR window used by Supertrend
window: 220
# ATR Multiplier for calculating super trend prices, the higher, the stronger the trends are
supertrendMultiplier: 10
# leverage uses the account net value to calculate the order qty
leverage: 1.0
# quantity sets the fixed order qty, takes precedence over Leverage
#quantity: 0.5
# fastDEMAWindow and slowDEMAWindow are for filtering super trend noise
fastDEMAWindow: 28
slowDEMAWindow: 170
# Use linear regression as trend confirmation
linearRegression:
interval: 1m
window: 18
# TP according to ATR multiple, 0 to disable this
TakeProfitAtrMultiplier: 0
# Set SL price to the low of the triggering Kline
stopLossByTriggeringK: false
# TP/SL by reversed supertrend signal
stopByReversedSupertrend: false
# TP/SL by reversed DEMA signal
stopByReversedDema: false
# TP/SL by reversed linear regression signal
stopByReversedLinGre: false
# Draw pnl
drawGraph: true
graphPNLPath: "./pnl.png"
graphCumPNLPath: "./cumpnl.png"
exits:
# roiStopLoss is the stop loss percentage of the position ROI (currently the price change)
- roiStopLoss:
percentage: 4.6%
- protectiveStopLoss:
activationRatio: 3.5%
stopLossRatio: 2.9%
placeStopOrder: false
- protectiveStopLoss:
activationRatio: 11.1%
stopLossRatio: 9.5%
placeStopOrder: false
- trailingStop:
callbackRate: 1.1%
#activationRatio: 20%
minProfit: 19.5%
interval: 1m
side: both
closePosition: 100%
command:
bbgo backtest -v --sync --config ./bbgo.yaml
output
The text was updated successfully, but these errors were encountered:
Using the okex exchange to backtest the supertrend strategy, it prompts: 'start price not found' error
bbgo.yaml
command:
output
The text was updated successfully, but these errors were encountered: