Question 1

When should the Delta strategy be used?

Accepted Answer

The principle of the Delta strategy: we take a long interval of the last 100 seconds (conditionally, all parameters are customizable) and a short window of 10 seconds. On each tick, we run this 10-second window through the 100-second interval, and calculate the average price minimum and maximum for the window. We get DeltaPrice for the last 100 seconds - the degree to which the coin is "moving".
Calculate total volume for the last 100 seconds and previous 100 seconds and compare the % increase in volume.
We look at the last 10 seconds and count the number of deals and the change in the average price of the last 10 seconds compared to the average price of the last 100 seconds.

Question 2

When should the Delta strategy be used?

Accepted Answer

The principle of the Delta strategy: we take a long interval of the last 100 seconds (conditionally, all parameters are customizable) and a short window of 10 seconds. On each tick, we run this 10-second window through the 100-second interval, and calculate the average price minimum and maximum for the window. We get DeltaPrice for the last 100 seconds - the degree to which the coin is "moving".
Calculate total volume for the last 100 seconds and previous 100 seconds and compare the % increase in volume.
We look at the last 10 seconds and count the number of deals and the change in the average price of the last 10 seconds compared to the average price of the last 100 seconds.