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Jesse StrategiesConfiguration

Configuration

This guide covers all configuration options for the Jesse trading framework and AMT strategies.

Main Configuration

config.py

config = {
    # Logging configuration
    'logging': {
        'order_submission': True,
        'order_cancellation': True,
        'order_execution': True,
        'position_opened': True,
        'position_increased': True,
        'position_reduced': True,
        'position_closed': True,
        'shorter_period_candles': False,
        'trading_candles': True,
        'balance_update': True,
    },
 
    # Exchange configuration
    'exchanges': {
        'Binance Spot': {
            'fee': 0.001,
            'type': 'spot',
            'balance': 10000,
        },
        'Binance Futures': {
            'fee': 0.0004,
            'type': 'futures',
            'balance': 10000,
            'leverage': 1,
            'leverage_mode': 'cross',
        },
    },
 
    # Application settings
    'app': {
        'trading_mode': 'backtest',
        'debug_mode': False,
    },
 
    # Database (for live trading)
    'databases': {
        'postgres_host': '127.0.0.1',
        'postgres_name': 'jesse_db',
        'postgres_port': 5432,
        'postgres_username': 'jesse',
        'postgres_password': 'password',
    },
}

Strategy Routes

routes.py

from jesse.strategies.AMTTrendContinuation import AMTTrendContinuation
from jesse.strategies.AMTMeanReversion import AMTMeanReversion
 
routes = [
    # (exchange, symbol, timeframe, strategy)
    ('Binance Spot', 'BTC-USDT', '1h', AMTTrendContinuation),
    ('Binance Spot', 'ETH-USDT', '1h', AMTMeanReversion),
]
 
extra_candles = [
    # Additional candles for indicators
    ('Binance Spot', 'BTC-USDT', '4h'),
    ('Binance Spot', 'BTC-USDT', '1d'),
]

Strategy Parameters

Hyperparameters

Define optimizable parameters in your strategy:

class AMTTrendContinuation(Strategy):
    @property
    def hyperparameters(self):
        return [
            {'name': 'lookback', 'type': int, 'min': 12, 'max': 48, 'default': 24},
            {'name': 'risk_pct', 'type': float, 'min': 0.01, 'max': 0.05, 'default': 0.02},
            {'name': 'atr_period', 'type': int, 'min': 10, 'max': 20, 'default': 14},
            {'name': 'volume_threshold', 'type': float, 'min': 1.0, 'max': 2.0, 'default': 1.2},
        ]

Using Parameters

def should_long(self) -> bool:
    # Access hyperparameters via self.hp
    if self.volume < self.average_volume * self.hp['volume_threshold']:
        return False
    # ...

Optimization

# Run optimization
jesse optimize 2023-01-01 2024-01-01 --iterations 100

Environment Variables

API Keys

# Binance
export JESSE_BINANCE_API_KEY="your_api_key"
export JESSE_BINANCE_API_SECRET="your_api_secret"
 
# Bybit
export JESSE_BYBIT_API_KEY="your_api_key"
export JESSE_BYBIT_API_SECRET="your_api_secret"
 
# Database
export JESSE_POSTGRES_HOST="127.0.0.1"
export JESSE_POSTGRES_NAME="jesse_db"
export JESSE_POSTGRES_PORT="5432"
export JESSE_POSTGRES_USERNAME="jesse"
export JESSE_POSTGRES_PASSWORD="password"

.env File

JESSE_BINANCE_API_KEY=your_api_key
JESSE_BINANCE_API_SECRET=your_api_secret
JESSE_POSTGRES_HOST=127.0.0.1
JESSE_POSTGRES_NAME=jesse_db
JESSE_POSTGRES_PORT=5432
JESSE_POSTGRES_USERNAME=jesse
JESSE_POSTGRES_PASSWORD=password

Docker Configuration

docker-compose.yml

version: '3.8'
 
services:
  jesse:
    image: salehmir/jesse:latest
    container_name: jesse-trading
    restart: unless-stopped
    ports:
      - "9000:9000"
    volumes:
      - ./strategies:/home/jesse/strategies
      - ./config.py:/home/jesse/config.py
      - ./routes.py:/home/jesse/routes.py
    environment:
      - JESSE_BINANCE_API_KEY=${JESSE_BINANCE_API_KEY}
      - JESSE_BINANCE_API_SECRET=${JESSE_BINANCE_API_SECRET}
    depends_on:
      - postgres
 
  postgres:
    image: postgres:13
    container_name: jesse-postgres
    restart: unless-stopped
    environment:
      - POSTGRES_USER=jesse
      - POSTGRES_PASSWORD=password
      - POSTGRES_DB=jesse_db
    volumes:
      - postgres_data:/var/lib/postgresql/data
 
volumes:
  postgres_data:

Notification Configuration

Email Notifications

config = {
    'notifications': {
        'enabled': True,
        'driver': 'smtp',
        'smtp': {
            'host': 'smtp.gmail.com',
            'port': 587,
            'username': 'your_email@gmail.com',
            'password': 'app_password',
            'from_addr': 'your_email@gmail.com',
            'to_addr': 'alerts@example.com',
        },
    },
}

Telegram Notifications

config = {
    'notifications': {
        'enabled': True,
        'driver': 'telegram',
        'telegram': {
            'bot_token': 'your_bot_token',
            'chat_id': 'your_chat_id',
        },
    },
}

Backtesting Settings

Simulation Settings

config = {
    'backtest': {
        'warm_up_candles': 100,  # Candles before trading starts
        'generate_charts': True,
        'generate_tradingview': True,
        'generate_equity_curve': True,
        'generate_hyperparameters': False,
        'generate_quantstats': True,
    },
}

Slippage & Fees

config = {
    'exchanges': {
        'Binance Spot': {
            'fee': 0.001,  # 0.1% fee
            'slippage': 0.0005,  # 0.05% slippage
        },
    },
}

Live Trading Settings

config = {
    'app': {
        'trading_mode': 'live',
    },
    'live': {
        'persistency': True,
        'notifications': True,
        'generate_charts': True,
    },
}

Live Trading Checklist:

  1. Test thoroughly in paper mode first
  2. Start with small position sizes
  3. Enable all notifications
  4. Monitor closely for the first few days
  5. Have a manual override plan
Last updated on
AMT Mean Reversion