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Waves Strategy and Its Parameters

The essence of the strategy is volume detection. It defines 4 intervals and verifies that average prices and volumes increased from each previous interval to the next. Growth is specified in percentages. If 0% is set, the condition becomes “price (volume) did not decrease.”


To exclude the growth check for price/volume on a specific interval, you must enter a large negative value in the corresponding parameter. This will allow the condition check for that interval to always pass (except in rare cases of an actual price/volume drop below the specified value).


Designations: T — time intervals; P — prices; V — volumes.


Стратегия Waves

General Parameters


  • WavesT0: field for specifying the time interval T0, in whole seconds (see figure above);

  • WavesT1: field for specifying the time interval T1, in whole seconds (see figure above);

  • WavesT2: field for specifying the time interval T2, in whole seconds (see figure above);

  • WavesT3: field for specifying the time interval T3, in whole seconds (see figure above);

  • WavesP1: field for specifying the minimum price change value P1 from the previous time interval T0 to the subsequent time interval T1, in percent. If a positive value is set, growth is checked. If a negative value is set, decline is checked. If 0 is set, not applied;

  • WavesP2: field for specifying the minimum price change value P2 from the previous time interval T1 to the subsequent time interval T2, in percent. If a positive value is set, growth is checked. If a negative value is set, decline is checked. If 0 is set, not applied;

  • WavesP3: field for specifying the minimum price change value P3 from the previous time interval T2 to the subsequent time interval T3, in percent. If a positive value is set, growth is checked. If a negative value is set, decline is checked. If 0 is set, not applied;

  • WavesDelta0: field for specifying the price change value on the zero interval: the difference between the maximum and minimum price within the zero interval T0, in percent. If a positive value is set, growth is checked (the measured delta is greater than the specified value). If a negative value is set, absence of growth is checked (the measured delta is not greater than the specified value). For example, “-1” means that the fluctuation was no more than 1%. If 0 is set, not applied;

  • WavesMaxSpike: field for specifying the maximum difference between the maximum price within the interval and the average price, in percent. Used to exclude spikes;

  • WavesV1: field for specifying the volume growth value from the previous time interval T0 to the subsequent time interval T1, in percent. If a positive value is set, growth is checked. If a negative value is set, decline is checked. If 0 is set, not applied;

  • WavesV2: field for specifying the volume growth value from the previous time interval T1 to the subsequent time interval T2, in percent. If a positive value is set, growth is checked. If a negative value is set, decline is checked. If 0 is set, not applied;

  • WavesV3: field for specifying the volume growth value from the previous time interval T2 to the subsequent time interval T3, in percent. If a positive value is set, growth is checked. If a negative value is set, decline is checked. If 0, not applied;

  • WavesWeightedAvg: YES/NO checkbox. Used for calculating average prices.
    If YES is set, the volume-weighted average over the interval is used.
    If NO is set, the average by number of trades over the interval is used;

  • WavesReducedVolumes: YES/NO checkbox.
    If YES is set, calculate volume per minute.
    If NO is set, use the full volume over the interval.