Activity strategy specific parameters:
MMTimeFrame=45
Timeframe for analysing identical orders, sec.
You can set values from 15 to 60 seconds.
MMOrderMin=100
Order search range, from this minimum order size in $.
The minimum value in this parameter is $100.
MMOrderMax=1000
The range of order search, up to this maximum order size in $.
MMOrderStep=1
Order grid step, in $
With these settings (these values are set by default), the analysis is performed on a period of 45 seconds (MMTimeFrame=45), which is automatically divided by the strategy into three equal intervals, in this case 15 seconds each (45/3=15sec) and at each interval all orders from the specified range from $100 (MMOrderMin=100) to $1000 (MMOrderMax=1000) are analysed and counted with the step of the orders grid of $1 (MMOrdersStep=1), according to these parameters the necessary “series” of orders is detected and in their presence the strategy Activity is detected.
What are the specific parameters of the Activity strategy?
:
Strategy settings