General Parameters for All Strategies

Session Management Parameter Set

General mechanics description

• Profit generated by a strategy accumulates and increases the counter of positive sessions;

• Losses accumulate and increase the counter of negative sessions; 

• Each positive session resets the previously accumulated negative session counter, and vice versa — a negative session resets the positive sessions; 

• A negative session activates a penalty and can also optionally reduce the order size;

• Positive sessions can optionally increase the order size.

General notes

• Session settings are applied separately per market and per strategy. Each strategy has its own unique session value on each market;

• Sessions are always calculated in USDT, including on BTC terminals;

• A session changes at the moment of closing (execution of sell orders);

• A manual reset of the global session via the menu also resets new sessions across all markets;

• You can view session values on the chart by enabling “filters on chart”. In this case, only strategies where IgnoreSession = NO will be displayed;

• Selling due to leaving filters does not depend on session settings (i.e., SellByFilters is unrelated to sessions);

• Session settings work independently of IgnoreFilters. This means that even if you enable filter ignoring, orders will not be placed on a coin if a session penalty is active;

• Sessions in a combined order are applied to all strategies that participated in the combination, meaning all strategies that triggered the buy and the strategy that triggered the sell will update their sessions after closing the combined order by the amount of total profit;

• Information about changes to the actual order size (according to the SessionReduceOrder and SessionIncreaseOrder settings) is shown in the report as a comment, provided that the orders were not merged.

Parameter descriptions

• IgnoreSession: checkbox YES/NO. If YES, ignore all session settings (default).

• SessionLevelsUSDT: checkbox YES/NO.
  If YES, SessionStratMax and SessionStratMin are set in USDT (default YES). If NO, SessionStratMax and SessionStratMin are set as percentages of OrderSize.

• SessionStratMax: field for specifying the profit threshold in USDT (a positive value), for example “200” USDT. On the coin chart, this appears in the session line as sMax. When the strategy reaches +200 USDT, the positive session counter increases, the negative counter resets, the current session profit is reset to zero, and the strategy continues operating with an increased order size.

• SessionStratIncreaseMax: field for specifying the percentage by which the profit threshold SessionStratMax increases. The threshold value increases automatically with each positive session, starting from SessionPlusCount. If SessionStratIncreaseMax = 0 or SessionPlusCount = 0, it is ignored.
  For example, if SessionStratMax = 200 USDT, SessionStratIncreaseMax = 20%, and SessionPlusCount = 3, then after the third positive session the profit threshold will be increased by 20% and will become 240 USDT.
  The threshold increases linearly according to the formula:
  SessionStratMax × (1 + (Counter − SessionPlusCount + 1) × SessionStratIncreaseMax / 100).
  For example, if SessionStratIncreaseMax = 20%, SessionPlusCount = 2, and the current session is the 5th positive session, then the threshold will increase by 200 + 20% × (5 − 2 + 1 = 4) = 200 + 80% = 360 USDT.

• SessionStratMin: a field for specifying the loss threshold in USDT (a negative value), for example “-100 USDT”. On the coin chart, in the session row, it is displayed as sMin. When the strategy reaches –100 USDT, the counter of losing sessions increases, the counter of winning sessions resets, the current session profit is reset to zero, and the strategy is stopped for the duration specified in SessionPenaltyTime. After the session reset, other orders of this strategy that were opened before the stop may still close. In this case, the session may drop into negative values again and update the penalty timer.

• SessionStratReduceMin: field for specifying the percentage by which the loss threshold SessionStratMin is reduced (a positive value). The threshold decreases automatically with each losing session, starting from SessionMinusCount.
  Example: SessionStratReduceMin = 30% SessionMinusCount = 3 SessionStratMin = −100 USDT.
  On the third consecutive losing session, threshold becomes: −100 / 1.3 ≈ −77 USDT.
  Formula: SessionStratMin ÷ (1 + (MinusCounter − SessionMinusCount + 1) × SessionStratReduceMin / 100)
  For example, with SessionStratReduceMin = 30 (%) and the base SessionStratMin = –100 (USDT), after the fourth losing session the threshold will become 100 / (1 + 2 * 0.3) = 100 / 1.6 = 62.5.
  If SessionStratReduceMin = 0, then ignore the reduction. The current effective sMin and sMax thresholds can be viewed on the coin charts when the Funnel button (Filters on charts) is enabled. In its menu, you must check Show Sessions and uncheck Hide zero session.

• SessionResetOnMinus: YES/NO checkbox.
  If YES, reset the current session profit to 0 after a losing trade, provided the current session profit is positive and the loss of the losing trade exceeds SessionStratMin / 10;

• SessionPenaltyTime: field for specifying the time in seconds during which the strategy will not operate after a losing session;

• SessionPlusCount: field for specifying the number of consecutive winning sessions (the winning-session counter, displayed on the coin chart as cPlus) after which the order size will start to increase (according to SessionIncreaseOrder) and the session threshold will start to increase (according to SessionStratIncreaseMax). If a losing session occurs, the count of winning sessions resets to zero;

• SessionMinusCount: field for specifying the number of consecutive losing sessions (the losing-session counter, displayed on the coin chart as cMinus) after which the order size will start to decrease (according to SessionReduceOrder) and the session threshold will start to decrease (according to SessionStratReduceMin). If a winning session occurs, the count of losing sessions resets to zero;

• SessionIncreaseOrder: field for specifying the percentage by which the order size is increased as the number of winning sessions grows, starting from session number SessionPlusCount (positive value). If SessionPlusCount = 0 or SessionIncreaseOrder = 0, it does not apply.
  For example, SessionPlusCount = 5, SessionIncreaseOrder = 10. Starting from the fifth winning session, the order size will be increased by 10%.
  Order size increases exponentially: • Step 1: +10% from 100 • Step 2: +10% from 110 and so on. The actual increase can be seen in the log entry: LINK: [1] (28) OrderSize increased by 33.10%: 100.00$ => 133.10$.

• SessionIncreaseOrderMax: field for specifying the maximum allowed increase of the order size as a percentage of the original OrderSize (default 500% = 5×).

• SessionReduceOrder: field for specifying the percentage by which the order size is reduced as the number of losing sessions grows, starting from session number SessionMinusCount (positive value). The order size decreases exponentially by dividing by the percentage.
  Example:
  • Step 1: new order = 100 / (1 + 20%) = 83.3
  • Step 2: new order = 83.3 / (1 + 20%) = 69.4 and so on. The reduction can be seen in the log entry: LINK: [1] (28) OrderSize reduced by 20.0%: 100.00$ => 83.3$.

• SessionReduceOrderMin: field for specifying the maximum allowed reduction of the order size as a percentage of the original OrderSize (default 500% = 5×);

• SessionResetTime: field for specifying the time interval in seconds after which the counters of winning (cPlus) and losing (cMinus) sessions are automatically decreased by 1, and the session profit value is reduced by 10%. In other words, if the strategy is not operating on a coin, the session for that coin gradually resets over time.