Files
gocryptotrader/backtester/config/strategyexamples/dca-api-trades.strat
Scott 03a24b3ab1 Backtester: custom interval support (#1115)
* add backtester support

* Prevent live data custom candles, prevent nanosecond candles

* test coverage

* a more interesting rsi strategy result

* actual custom candle and proper strat date

* add test to old funk

* typos 🌞 🌞

* this was definitely worth failing linting for

* Adds stricter processing and adapts to it

* now compat with partial and absent candles

* test fixes, zb fixes

* fix more introduced bugeroos

* fix more introduced bugeroosx2

* linting for one space is so annoying

* addresseroos niteroos

* Update backtester/engine/setup.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
2023-01-24 16:05:46 +11:00

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{
"nickname": "ExampleStrategyDCAAPITrades",
"goal": "To demonstrate running the DCA strategy using API trade data",
"strategy-settings": {
"name": "dollarcostaverage",
"use-simultaneous-signal-processing": false,
"disable-usd-tracking": false
},
"funding-settings": {
"use-exchange-level-funding": false
},
"currency-settings": [
{
"exchange-name": "binance",
"asset": "spot",
"base": "BTC",
"quote": "USDT",
"spot-details": {
"initial-quote-funds": "100000"
},
"buy-side": {
"minimum-size": "0.005",
"maximum-size": "2",
"maximum-total": "40000"
},
"sell-side": {
"minimum-size": "0.005",
"maximum-size": "2",
"maximum-total": "40000"
},
"min-slippage-percent": "0",
"max-slippage-percent": "0",
"maker-fee-override": "0.0002",
"taker-fee-override": "0.0007",
"maximum-holdings-ratio": "0",
"skip-candle-volume-fitting": true,
"use-exchange-order-limits": false,
"use-exchange-pnl-calculation": false
}
],
"data-settings": {
"interval": 3600000000000,
"data-type": "trade",
"verbose-exchange-requests": false,
"api-data": {
"start-date": "2022-08-01T00:00:00+10:00",
"end-date": "2022-08-04T00:00:00+10:00",
"inclusive-end-date": false
}
},
"portfolio-settings": {
"leverage": {
"can-use-leverage": false,
"maximum-orders-with-leverage-ratio": "0",
"maximum-leverage-rate": "0",
"maximum-collateral-leverage-rate": "0"
},
"buy-side": {
"minimum-size": "0.1",
"maximum-size": "1",
"maximum-total": "10000"
},
"sell-side": {
"minimum-size": "0.1",
"maximum-size": "1",
"maximum-total": "10000"
}
},
"statistic-settings": {
"risk-free-rate": "0.03"
}
}