Question 1

What specific parameters does the Delta strategy have?

Accepted Answer

Specific parameters of the Delta strategy:
DeltaInterval: Interval of price and volume change analysis (long).
DeltaShortInterval: The interval of price averaging and analysis of deal dynamics (short).
DeltaPrice: The change in price (delta) over a long interval (at least). It is calculated as the percentage deviation between the min. price and the max. price, taking into account the averaging of prices over short intervals.
DeltaVol: Total volume (BV+SV) on a long interval (at least in base currency).
DeltaVolRaise: The total volume on the long interval is greater than the volume on the previous same interval by the set percentage.
DeltaVolSec: Volume per second averaged with a lag. The last seconds before the detector have more weight, single bursts are eliminated by averaging. The exact calculation algorithm may vary, the parameter is experimental. If you set it to 0, it is ignored.
DeltaBuyers: The number of deals (buyers + sellers) on the last short interval (at least).
DeltaLastPrice: The average price of the last short interval rose or fell by a given percentage of the average price of the long interval. If the value is positive, then the price increase is checked. If the value is negative, it is checking for a drop in price. If 0, the parameter is ignored.

Question 2

What specific parameters does the Delta strategy have?

Accepted Answer

Specific parameters of the Delta strategy:
DeltaInterval: Interval of price and volume change analysis (long).
DeltaShortInterval: The interval of price averaging and analysis of deal dynamics (short).
DeltaPrice: The change in price (delta) over a long interval (at least). It is calculated as the percentage deviation between the min. price and the max. price, taking into account the averaging of prices over short intervals.
DeltaVol: Total volume (BV+SV) on a long interval (at least in base currency).
DeltaVolRaise: The total volume on the long interval is greater than the volume on the previous same interval by the set percentage.
DeltaVolSec: Volume per second averaged with a lag. The last seconds before the detector have more weight, single bursts are eliminated by averaging. The exact calculation algorithm may vary, the parameter is experimental. If you set it to 0, it is ignored.
DeltaBuyers: The number of deals (buyers + sellers) on the last short interval (at least).
DeltaLastPrice: The average price of the last short interval rose or fell by a given percentage of the average price of the long interval. If the value is positive, then the price increase is checked. If the value is negative, it is checking for a drop in price. If 0, the parameter is ignored.