Specific parameters of the Volumes Lite strategy (Notes: P – prices, V – volumes):
VLiteT0: Interval T0 in seconds
VLiteT1: T1 interval in seconds
VLiteT2: T2 interval in seconds
VLiteT3: T3 Interval in seconds
VLiteP1: Price growth from the previous to the next interval, not less than (in %).
VLiteP2: Price growth from the previous to the next interval, not less than (in %).
VLiteP3: The price increase from the previous to the next interval, not less than (in %).
VLiteMaxP: Each increase not more than (in %).
VLitePDelta1: Comparison of price growth to each other, (in %).
VLitePDelta2: Comparison of price growth with each other, (in %).
VLiteDelta0: Price change at zero interval. (The difference between the max and min price within the zero interval, in percent).
VLiteMaxSpike: Maximum difference between the max price on the interval and the average price, not more than (in %). Needed to exclude the shootout.
VLiteV1: Volume growth from the previous interval to the next one.
VLiteV2: Volume growth from the previous to the following interval.
VLiteV3: Volume growth from the previous to the next interval.
VLiteWeightedAvg: Mode of averaging prices: if YES, then weighted average by volume per interval, if NO, then average by number of trades per interval.
VLiteReducedVolumes: If YES, then volume per minute is considered. If NO, then full volume on the interval.