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1. Shot/Shots group

The general concept: this algorithm is designed and intended for its users to profit from sudden price movements, which are usually triggered by actions performed by either one person or a group of persons holding a significant amount of a particular asset, working together in an organized manner, throwing the asset into the market at a market price at a single time. You will be able to see sudden spikes or dips on the chart while the overall trend continues in accordance with the established trend.

Take a look at the example below:

To add a new algorithm, click the «Add new» button on the «Algorithms» tab. The following pop-up window will appear:

The user has a choice between the SHOT and SHOT GROUP algorithm. The first runs the algorithm on one trading pair, the second runs several trading pairs or the whole market.

Consider the SHOT GROUP:

General settings

  • Info: Specify the name of your algorithm to easily identify it in the full list of algorithms. For convenience, you can specify parameters in the name, for example — «2.5-long».
  • Auto-start: the on/off switch allows the user to choose whether the algorithm will start automatically after the kernel starts.
  • Auto restart: allows you to allow or disallow the algorithm’s logic to start automatically if a previously placed order has been executed.
  • Restart delay: delay of the algorithm from triggering again. In seconds.
  • Open Graph on Order Fill: the on/off switch allows the user to open the chart on the screen when filling an order on this strategy.
  • Open Graph on Deal Complete: the on/off switch allows the user to open the chart on the screen when closing a trade (TP or SL execution) on this strategy.
  • Emulation: if checked, the algorithm operates in «emulation» mode, without placing orders on the exchange. (In this mode, the reports do not take into account the commission, for the analysis you need to calculate yourself)

Latency stop

Stops the Algorism in Case of exeesive Trade Data latency. Values between 1-5 seconds are recommended. This serves as extra protection against exchange lags and unwanted order executions.

  • Max trade latency: will stop the algorithm (and cancel its orders) if the trade delay exceeds this value. Specified in seconds. 1 second = 1000 ms of delay.

Market filters

Market type: allows the user to select the desired market type for trading: Spot/Margin/Futures/Quota.

Quote assets: quoted asset (e.g. usdt or btc). If you want to trade the whole market to Tether currency, specify usdt and press Enter.

Whitelist: «Whitelist» currency pairs. If you fill in this field, you should leave «Combined by Quoted Pair» blank! Suppose you want to trade only two pairs BTCUSDT and ETHUSDT, specify them in this field separated by commas. Other pairs will not be traded. The format is btcusdt, ethusdt, etc.

Blacklist: «blacklisted» currency pairs. Suppose you specified the quoted asset usdt in the «Quoted Pair», but do not want to trade on currency pairs BTCUSDT and ETHUSDT, specify them separated by comma. The format is btcusdt, ethusdt, etc.

Delta check frequency: the time, in seconds, how often the algorithm polls the values of current deltas in the market. For «slow» algorithms, it is desirable to interrogate deltas less frequently in order to reduce the load on the kernel.

Use quantitative rules: (For Binance only) includes protection from being banned under the category of quantitative rules. Read more on the Binance official website: https://www.binance.com/ru/support/faq/4f462ebe6ff445d4a170be7d9e897272

Active Markets Filter

Allows the user to both limit the number of active Markets and set a hierarchy for the markets that pass all other global filters. This feature allows for better allocation of resources. Set a Filter for sorting the Markets list from a larger list of markets that pass all other filters. These Filters will add a specific weight, if there are multiple principles, each sorting of the initial list will add its weight to the final list. The result of the limitation of the number of markets and the application of the sorting Rlters will be a list, that in time, will have Markets enter or leave it and the algorithm will either start or stop based on this. The Ust sorting frequency parameter allows the user to set the time in seconds for the list to be repopulated by pairs based on the global filters that will enable a pair to enter the list or exit it and the order of sorting (ascending or descending). The Ignore First parameter allows users to start placing orders in the sorted list from any position (If left 0. will start from the first position of the list). Example: If the global filter Markets is USDT-M and the Quote assed filter Is USDT. a list of over 100 Markets will constitute the list the algorithm must work with. If the user wants to trade on 10 most volatile Markets of this list only, then the Max active markets must be set to 10 and the sorting Rlter must be set to «1 h d» + «descending’ (the downward pointing arrows).

Max active markets: the maximum number of markets (pairs) that the algorithm is allowed to work on based on the total number of pairs that will satisfy all global filters.

Ignore First: the number of markets first in the generated list, which will be ignored. For example, when forming by volume, you don’t need BTC, which often tops the list by this criterion.

List sorting frequency: specify the refresh rate of the list in seconds, preferably not less than 4 seconds. This parameter also depends on the «Delta check frequency» in the Market Filters section. For example, if you have placed an order and after some time the delta has left the selected range in the section «Market delta filters», the order will NOT be cancelled until the deltas are updated according to the parameter «Delta check frequency» and the list is updated according to the parameter «List sorting frequency». (the internal mechanics of forming the list takes about 3 seconds, if less is specified, the list may not be formed)

Filter 1,2,3…: set of filters (you can add any number via the «Add Rule» button). You can currently filter by absolute deltas — 1m, 3m, 5m, 15m, 30m, 1h, relative deltas — 1m, 3m, 5m, 15m, 30m, 1h, 24h and volume in 24 hours (24h OKA).

Use price step filter

  • Range: (from and to, in absolute value) sets the algorithm interval for the price step as a percentage of the current price (if the price step is less or more than this percentage, the order will not be placed).

Mark price filter

  • Range: sets the algorithm the interval of deviation of the marking price from the current market price (in percent) within which the order will be placed. IMPORTANT: it accepts RELATIVE values! That is, you can set both negative and positive values. Orders will be placed as long as the mark price is within the specified range.

Coin delta filter

  • Timeframe: the time interval of the delta, currency pairs (which will be selected, given the data of the quoted currency, «white list», «black list»). You can select one of the options — 1, 3, 5, 15, 30 or 60 minutes. In the future, the framework of the minimum and maximum delta of currencies, will be based on this interval.
  • Range: Specify the range of the minimum and maximum delta. From N1% to N2%. If the delta of the asset is outside the selected range, the algorithm will not work and the orders will not be placed. For example, if you have selected a time frame of 5 minutes, and you specify a range of 0.5% to 2%, then the algorithm will trigger only on those pairs, on which the price has changed within 5 minutes, at most 2% and at least 0.5% — the price direction is not important. The values are only positive. You can see the deltas in the client — the «Market Watch» tab.
  • Use relative delta: If checked, you must specify relative deltas in the «range» field. If negative, then with a minus sign (for example -1.4), if positive, you don’t need to specify the sign.
  • Cancel if out of range: If the checkbox is checked, then when deltas leave the selected range, the orders in this algorithm will be canceled.

Note: you can add multiple filters with different deltas for a given type.

Coin qav24 filter

  • Range: specify the range of minimum and maximum volume for 24 hours, of currency pairs (which will be selected considering the data of the quoted currency, «white list», «black list»). In case the volume of the chosen currency pair will be lower than the value set in the first field or higher than the value in the second field, the algorithm will not work and the orders will not be placed. You can see the volumes in the client — the «Market Live» tab.

Delta filters

  • Symbol: The trading pair in relation to the delta of which the filter will be activated. For example BTCUSDT.
  • Timeframe: The time frame of the BTC currency delta. You may choose between 1, 3, 5, 15, 30 or 60 minutes. Later on, the range of minimum and maximum delta of BTC will be based on this interval.
  • Range: Specify the range of the minimum and maximum delta of BTC. From N1% to N2%. If BTC’s delta is outside the selected range, the algorithm will not work and orders will not be placed on the selected pairs. The values are only positive. You can see BTC deltas in the client — «Market Watch» tab.
  • Use relative delta: if checked, then relative deltas must be specified in the «range» field. If negative, then with a minus sign (for example -1.4), if positive, you don’t need to specify the sign.
  • Cancel if out of range: If the checkbox is checked, then when deltas leave the selected range, the orders in this algorithm will be canceled.

Algorithm parameters

  • Distance: how far from the current price (in percent) an order should be placed by the algorithm.
  • Buffer: the area in which the price fluctuates freely without causing a change in the position of the order placed by the algorithm, also set in percent (of the current price) and divided by 2, which means that half of the set value will be the upper buffer zone (above the price) and half will be the lower buffer zone (below the price).
  • Follow price delay: The period of time in seconds during which the algorithm will delay the movement of the «catching up» order. If the price goes down, the «catch-up» order is up (Sell). If the price goes up, the «catch-up» order becomes lower (Buy).
  • Data source: Ticker data source is less resource intensive, but slower for order rearrangement. Recommended for a large number of orders with a distance of 1% or more. Trades source is much more resource intensive, which affects the stable operation of a large number of orders, but it is faster. Recommended to use only for close range.

Order Details

  • Side: allows the user to select which type of order to place to the algorithm Buy (Long) or Sell (Short).
  • Client order type: sets the type of order, which will be placed by the algorithm. You can read more about the type of order in the documentation of the Exchange.
  • Stop price: sets a certain distance from the price level at which the stop-limit order is placed to the price which triggers the stop-limit order.
  • Order size: The value of the order set in USDT. This value takes into account the user’s leverage. For example, to trade on the BTCUSDT pair, the minimum order size is 0.001 BTC, at a BTC price of $45,000, it will be $45. It is necessary to specify from 45, this value will already be with a leverage, i.e. at a leverage of x125 — your means will be involved 0,36$. Try to specify a little higher than the minimum value for the correct execution of the order.

Take profit

  • Percentage: Sets the distance from the price (at which the order was executed) to the Take Profit in percent.
  • Order type: Sets the type of Take Profit order to be placed by the algorithm. You can read more about the order type in the documentation of the Exchange itself.

Auto price down

  • Timer: sets the delay in seconds until Take Profit starts to decrease to the current price (the same value will be used for the first step as well as for all subsequent steps).
  • Step: Sets the percentage value of the step of approximation of Take Profit to the starting price.
  • Limit: Sets the lowest limit in percentage of the initial order, up to which Take Profit will decrease and stop.

Stop loss

  • Percentage: Sets the distance from the price (at which the order was executed) to the Stop Loss as a percentage.
  • Spread: allows the user to set the distance in percent of the current price that will determine where the Stop Loss will be placed once the price crosses the stop trigger.
  • Delay: sets the delay in placing a Stop Loss in seconds after an order has been executed.
  • Order type: Sets the type of Stop Loss order to be placed by the algorithm. You can read more about the type of orders in the documentation of the Exchange itself.

Trailing stop

  • Spread: the value in percent of the price movement, in the opposite direction from the initial price. At which Stop Loss will follow the current price at a specified distance in the «Stop Loss -> Percentage» parameter.