diff options
Diffstat (limited to 'services/strategy-engine/strategies/config/volume_profile_strategy.yaml')
| -rw-r--r-- | services/strategy-engine/strategies/config/volume_profile_strategy.yaml | 4 |
1 files changed, 4 insertions, 0 deletions
diff --git a/services/strategy-engine/strategies/config/volume_profile_strategy.yaml b/services/strategy-engine/strategies/config/volume_profile_strategy.yaml new file mode 100644 index 0000000..635b000 --- /dev/null +++ b/services/strategy-engine/strategies/config/volume_profile_strategy.yaml @@ -0,0 +1,4 @@ +lookback_period: 100 +num_bins: 50 +value_area_pct: 0.7 +quantity: "0.01" |