Advanced Strategy Parameters

The essence of the strategy is to detect volume delta. A long interval of the last 100 seconds is taken (all parameters are configurable), along with a short “window” of 10 seconds. On each tick, this 10-second window is run through the 100-second interval, and the minimum and maximum prices averaged over the window are calculated. This produces DeltaPrice over the last 100 seconds — the degree of the coin’s activity.

The total volume over the last 100 seconds and the previous 100 seconds is calculated and compared to determine by what percentage the volume has increased.

The last 10 seconds are analyzed to calculate the number of trades and the change in the average price over the last 10 seconds compared to the average price over the last 100 seconds.

General Parameters

• DeltaInterval: field for specifying the long time interval for analyzing price and volume changes, in whole seconds;

• DeltaShortInterval: field for specifying the short time interval for analyzing price and volume changes, in whole seconds;

• DeltaPrice: field for specifying the price change value (delta) on the long interval. It is calculated as the percentage deviation between the minimum and maximum prices, taking into account price averaging over short intervals;

• DeltaVol: field for specifying the minimum total volume (BV+SV) on the long interval, in the base currency;

• DeltaVolRaise: field for specifying that the total volume (BV+SV) on the long interval must exceed the volume on the previous equal interval by the specified percentage;

• DeltaVolSec: field for specifying the per-second volume averaged with lag. The latest seconds before detection have greater weight; single price “spikes” are excluded by averaging. If 0 is set, not applied;

• DeltaBuyers: field for specifying the minimum number of trades (buyers + sellers) on the last short interval;

• DeltaLastPrice: field for specifying the average price on the last short interval; it checks whether it has increased or decreased by the specified percentage relative to the average price on the long interval. If the value is positive, price growth is checked. If negative, price decline is checked. If 0 is set, the parameter is ignored.