What are the specific parameters of a Spread strategy?

: Strategy settings

Spread Strategy Specific Parameters:
TimeInterval: The width of the time zone in seconds used for calculations.

TradesDensity: The density of trades, in time, expressed in percent. For calculations, the interval is divided into bits of 200ms and the ratio of bits containing at least 2 trades at different price levels to bits without trades is calculated. i.e. a 100% density means that trades with different price levels have happened every 200ms.

TradesDensityPrev: The trade density prior to the detect. Helps determine coins that are flat. For pumps, this parameter should be set to 0 ! (as we are specifically looking for flat coins).

TradesCountMin: Every 200ms, within the entire detect interval, there are at least this many trades. Default value = 0. This parameter will strongly constrict detects, it will allow for only high trade density.

PriceIntervals: Number of equal intervals TimeInterval should be divided into to determine the fluctuation of the price. The total interval will be divided into a number of PriceIntervals, for every slice, the max, min and their delta (difference) is calculated.

PriceIntervalShift: Integer between 0 and 5. Cuts off detects of singular shots.

PriceSpread: Spread (in percent) used for the detect. The detect will occur if for every slice of the parameter described above, if the price fluctuation was higher than the PriceSpread.

IntervalsForBuySpread: How many of the last slices of PriceIntervals are to be used for calculating the min and max prices within the spread. If 0, the entire TimeInterval is used.

BuyPriceInSpread: at how many percent within the spread should the buy order be placed. If long – this percentage is calculated upwards of the min price; if short – downward of the max price. Example: 0% long will place an order on the min price within the spread; 50% will place the order in the middle; -100% short will place the order at two times the spread distance.

Attention! The BuyPrice parameter from the general BuyOrder section will also affect the buying price. BuyPriceInSpread in this case will determine the “base price” used to calculate the BuyPrice.

SellPriceInSpread: Similar to BuyPriceInSpread, a predetermined sell price based on the spread. Unlike BuyPriceInSpread, the sell price is made up of the maximum SellPrice and the spread sell price. i.e. if the SellPrice is lower than the spread (for example SellPrice=0) – the sell order will be placed within the spread. If higher – the sell is placed according to the SellPrice. (modifiers also affect the sell price).

BuyOrderReduce: sets the interval (in ms) used to calculate the average trade volume. The strategy will place an order of size not larger than the average volume. By default = 100ms. Volume calculation: sum of all trades (buy and sell) over the TimeInterval interval, divided by BuyOrderReduce. Examlple: if TimeInterval = 5 sec (5000 ms), BuyOrderReduce = 100ms, the volume over 5 sec was 10 000$, the average volume over 100ms will equal 10000/5000ms*100ms=200$. In this case the strategy will place an order not larger than 200$.
Alternatively, knowing the average volume over 100 / 10/ 5 ms, this will be the maximum order size of the strategy
BuyOrderReduce=0 – parameter is turned off.

SpreadRepeatIfProfit: The repeated placement of buy orders during 1 sec after the detect (not later). The repeated order is placed if the current price has approached the sell price by more than the SpreadRepeatIfProfit percent. If 0, repeated orders are not placed. If 100, is placed only after selling the sell order (not more than 5 repeated orders, based on internal limitations).

SpreadFlat: if YES, the bot will try to determine the spread in a horizontal channel.

Spread_BV_SV_Time: time in terval (in milliseconds) for analysis. If 0 — parameter is ignored

Spread_BV_SV_Max: buys to sells ratio not greater than this value. If 0 — parameter is ignored

Spread_BV_SV_Min: buys to sells ratio not smaller than this value.

If the strategy contains a short, the relationship is inversed automatically! (i.e. the short calculates the ratio of sells to buys).

Example: Spread_BV_SV_Time = 1500 (1.5 seconds)
Over the last 1.5 seconds, 500$ worth of buy trades and 1000$ worth of sell trades were recorded. The ratio bv/sv will equal 500/1000 = 0.5 for longs and 1000/500 = 2 for shorts

SpreadPolarityMin: Minimal range of spread polarity. Polarity is direction, the numerical measure of direction can be from +100 (strictly up) to -100 (strictly down).

SpreadPolarityMax: Maximum range of the spread polarity.