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“Filters” Tab

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“Filters → Delta” Tab

  • IgnoreDelta: YES/NO checkbox.
    If YES, all parameters of the Filters → Delta tab are ignored, meaning this entire filter section is not checked in order to reduce CPU load. In this case, a gray bar will appear to the left of the tab, indicating that the tab is ignored.
    If NO, the tab is not ignored, and all parameters inside it are checked; a green bar will appear to the left of the tab indicating that the tab is active. Important: If the main Filters tab has IgnoreFilters = YES, then Filters → Delta will be ignored regardless of the IgnoreDelta value (YES or NO), and a gray bar will appear to the left of the tab indicating that it is ignored.
    ⚠️ Important: If the main Filters tab has IgnoreFilters = YES, then Filters → Delta will be ignored regardless of the IgnoreDelta value (YES or NO), and a gray bar will appear to the left of the tab indicating that it is ignored.

  • Delta_3h_Min: a field for specifying the minimum 3-hour delta value (in %) below which the strategy will not trigger. Only positive values are allowed.

  • Delta_3h_Max: a field for specifying the maximum 3-hour delta value (in %) above which the strategy will not trigger. Only positive values are allowed.

  • Delta_24h_Min: a field for specifying the minimum 24-hour delta value (in %) below which the strategy will not trigger. Only positive values are allowed.

  • Delta_24h_Max: a field for specifying the maximum 24-hour delta value (in %) above which the strategy will not trigger. Only positive values are allowed.

    • Delta2_Type: a menu for selecting the secondary delta type (Delta2)—hourly or minute-based—choosing from: 1h, 2h, 30m, 15m, 5m, 1m, Pump5m, Pump1h, Dump1h.
      Explanation of Pump5m, Pump1m, Dump1h:

      • Pump5m: price growth delta for 5 minutes — the difference between the price 5 minutes ago and the maximum price over the last 5 minutes

      • Pump1m: price growth delta for 1 minute — the difference between the price 1 minute ago and the maximum price over the last 1 minute

      • Dump1h: price drop delta for 1 hour — the difference between the price 1 hour ago and the minimum price over the last hour.

  • Delta2_Max: a field for specifying the maximum Delta2 value (in %) above which the strategy will not trigger. Only positive values are allowed.

    • Delta3_Type: a menu for selecting the third delta type (Delta3)—hourly or minute-based—choosing from: 1h, 2h, 30m, 15m, 5m, 1m, Pump5m, Pump1h, Dump1h.
      Explanation of Pump5m, Pump1m, Dump1h:

      • Pump5m: price growth delta for 5 minutes — the difference between the price 5 minutes ago and the maximum price over the last 5 minutes

      • Pump1m: price growth delta for 1 minute — the difference between the price 1 minute ago and the maximum price over the last 1 minute

      • Dump1h: price drop delta for 1 hour — the difference between the price 1 hour ago and the minimum price over the last hour.

  • Delta2_Min: a field for specifying the minimum Delta2 value (in %) below which the strategy will not trigger. Only positive values are allowed.

  • Delta3_Min: a field for specifying the minimum Delta3 value (in %) below which the strategy will not trigger. Only positive values are allowed.

  • Delta3_Max: a field for specifying the maximum Delta3 value (in %) above which the strategy will not trigger. Only positive values are allowed.

  • Delta_BTC_Min: a field for specifying the minimum BTC delta for 1 hour (in %) below which the strategy will not trigger. May be negative or positive.

  • Delta_BTC_Max: a field for specifying the maximum BTC delta for 1 hour (in %) above which the strategy will not trigger. May be negative or positive.

  • Delta_BTC_24_Min: a field for specifying the minimum BTC delta for 24 hours (in %) below which the strategy will not trigger. May be negative or positive.

  • Delta_BTC_24_Max: a field for specifying the maximum BTC delta for 24 hours (in %) above which the strategy will not trigger. May be negative or positive.

  • Delta_BTC_5m_Min: a field for specifying the minimum BTC delta for 5 minutes (in %) below which the strategy will not trigger. Calculated as the difference between the minimum and maximum BTC price over the last 5 minutes. Only positive values.

  • Delta_BTC_5m_Max: a field for specifying the maximum BTC delta for 5 minutes (in %) above which the strategy will not trigger. Calculated the same way. Only positive values.

  • Delta_BTC_1m_Min: a field for specifying the minimum BTC delta for 1 minute (in %) below which the strategy will not trigger. Calculated as the difference between the minimum and maximum BTC price over the last 1 minute. Only positive values.

  • Delta_BTC_1m_Max: a field for specifying the maximum BTC delta for 1 minute (in %) above which the strategy will not trigger. Calculated the same way. Only positive values.

  • Delta_Market_Min: a field for specifying the minimum market-wide average hourly delta (in %) below which the strategy will not trigger. Averaged across all pairs. May be negative or positive.

  • Delta_Market_Max: a field for specifying the maximum market-wide average hourly delta (in %) above which the strategy will not trigger. Averaged across all pairs. May be negative or positive.

  • Delta_Market_24_Min: a field for specifying the minimum market-wide average 24-hour delta (in %) below which the strategy will not trigger. Averaged across all pairs. May be negative or positive.

  • Delta_Market_24_Max: a field for specifying the maximum market-wide average 24-hour delta (in %) above which the strategy will not trigger. Averaged across all pairs. May be negative or positive.

  • FilterBy: a menu for choosing a filtering parameter from the following options:

    • Last1mDelta, Last15mDelta, Last30mDelta, Last1hDelta, Last2hDelta, Last3hDelta, 24h-Delta — price deltas for the specified timeframes

    • DVolToHVolAsc — daily/hourly volume ratio (ascending)

    • DVolToHVolDesc — daily/hourly volume ratio (descending)

      • DailyVol, HourlyVol, MinuteVol, 3Min-Vol, 5Min-Vol — volumes for given periods

    • MaxOrder — maximum order size

    • Orders — number of orders

    • Session — session size

    • MaxPos — maximum position

    • MarkPrice — mark price

    • Funding — funding

    • Leverage — leverage level

    • Pump5m — 5-minute pump delta

    • Pump5m — 5-minute pump delta

    • Pump1h — 1-hour pump delta

    • Dump1h — 1-hour dump delta.

  • FilterMin: a field for specifying the minimum boundary for the selected FilterBy value. If 0, not applied

  • FilterMax: a field for specifying the maximum boundary for the selected FilterBy value. If 0, not applied

  • GlobalFilterPenalty: a field for specifying the penalty time in whole seconds during which the strategy will not trigger again after failing a BTC delta or market delta filter. If 0, not applied

  • DeltaSwitch: a field for specifying the percentage by which to expand the delta range. Minimum value: 0.01%.
    Example:
    if a strategy is allowed to place orders when Delta_BTC is between X and Y, it will continue to place orders within an expanded range: from (X − DeltaSwitch) to (Y + DeltaSwitch). This setting is especially relevant for the MoonShot strategy, and also for other strategies when CheckAfterBuy is enabled.