Specific parameters of the MoonStrike strategy:
MStrikeDepth: Depth of shot in percent (10% by default, you can set 0.1% or higher).
How it is measured:
1. LastBidEMA (4 ticks) is calculated by the following formula. The formula: If on the penultimate tick the Bid is less than LastBidEMA, then LastBidEMA is taken equal to the Bid on the penultimate tick (i.e. when the price falls, LastBidEMA will be equal. will be in the tick 2 sec. ago)
If the Bid is greater than LastBidEMA on the penultimate tick, then the usual EMA(4) is considered
Thus, LastBid will always be minimum when the price is falling, and smoothly grow when it is rising
2. The depth from LastBidEMA to the bottom of the shootout at the moment of detection is counted.
Note 1: this also catches the situation “up-right down” (to exclude, on the one hand, it is necessary to count the EMA from Bid, on the other hand, this will lead to catching slow falls, a la drops, and it is not interesting for this strategy)
Note 2: trades from the exchange arrive in turn, i.e. the drawdown starts from top to bottom not instantly. As a consequence, at some moment, when the shooting range is below the MStrikeDepth, the detection will occur, and in the meantime, the trades can go even lower. To avoid this situation, see parameter MStrikeBuyDelay below
MStrikeVolume: The volume of the shoot at the time of detection is not less than.
MStrikeLastBidEMA: Not available yet, only in plans.
MStrikeAddHourlyDelta: Add % to MStrikeDepth for each percentage of hourly delta.
MStrikeAdd15minDelta: add % to MStrikeDepth for each percentage of 15-minute delta.
MStrikeAddMarketDelta: add % to MStrikeDepth for each percentage of MarketDelta.
MStrikeAddBTCDelta: add % to MStrikeDepth for each percentage of BTC delta.
MStrikeBuyDelay: Delay in placing a buy order in milliseconds. This parameter seems to contradict the idea of the strategy, but in a situation where trades continue to draw draw a strike order lower after the detection, this setting can help. A delay is set between the detection and placing of the order, during which the shootout measurement is continued.
MStrikeBuyLevel: Percentage of the registered shootout depth. If 0, we try to buy at the very bottom. If 50%, we try to buy in the middle of the shooting range.
MStrikeBuyRelative: If YES, then it counts as described in MStrikeBuyLevel. If NO, a buy order is placed at a specific percentage of the price prior to the detection. Example: MStrikeBuyRelative=YES, MStrikeBuyLevel=5 – a buy order is placed at 5% higher than the depth of clearing. MStrikeBuyRelative=NO, MStrikeBuyLevel=5 – put buy order at -5% of the price before the strike.
MStrikeSellLevel: Percentage of the shootout depth, not of the buy price) For example, if the price is 10%, SellPrice=80% – in this case we sell at 80% of 10%, i.e. 8% higher than the low strike price.
MStrikeSellAdjust: Combine all sell orders. OrderSize must be set, specifying 0 will not take the order from the slider on the main screen.
MStrikeDirection: has 3 values for placing orders: Both (both ways symmetrically), OnlyLong (only long), OnlyShort (only short). Both and OnlyShort work only on futures.
MStrikeWaitDip: wait for a trade with a price higher or, for shorts, lower than the previous one in any direction. That is, for longs: we shoot through from sell orders, buy or sell appears with a price higher, then the detection takes place. We wait no more than 10 seconds, if suddenly the trade has not appeared, the order is not put.
What are the specific parameters of MoonStrike?
:
Strategy settings