SF - Strategies
The pool of algorithmic strategies sends a signal to the trader
Last updated
The pool of algorithmic strategies sends a signal to the trader
Last updated
To add the Strategies tool to your workspace, first click on the "Widget menu" button in the platform's header. Then click on the button of the same name in the "Microstructure" section.
Strategies is a signal panel that receives signals from algorithmic trading systems in real time. The user receives the information in the form of a table.
The visualization of the model has 2 color values:
Green shows signals for opening LONG positions.
Red shows signals for opening Shorthand positions.
There are two filters used in the widget:
filter by tool;
winrate filter.
The default filter value by instrument is not filled in. This means that Strategies will receive signals for all traded open-ended USDT-Margin futures contracts. The user can select either a single asset or multiple assets at once. In this case Strategies will receive signals only for marked coins.
The default winrate filter value is not populated. This means that Strategies will receive signals with any probability of a positive outcome. The user can set a numerical value for the lower bound on the probability of success. In this case Strategies will receive signals with winrate not less than the set value.
The widget table has the following columns with data:
Column for adding/removing the traded asset to/from the list(s) favorites⭐
P A (Price activity) - price manipulative activity for the instrument. Model value Manipulation monitor for the futures contract for the traded asset at the moment of signal arrival.
V A (Volume activity ) - volume manipulation activity for the instrument. Model value Manipulation monitor for the futures contract for the traded asset at the moment of signal arrival.
WINRATE - probability of closing the deal with profit.
P (Price) - the current price of the asset.
TIME - time of signal arrival.
MARKET R % (Market ratio %) - value of the tool Market ration for the futures contract on the traded asset at the moment of signal arrival.
Like all tools SpreadFighter, Strategies has the ability to synchronize with other tools marked with the same color. When you click on a specific signal, all synchronized tabs will switch to the corresponding ticker.
The Strategies tool is a series of models that identify inefficient price changes and allow for reasonably accurate forecasting of average returns. It is designed for mean reversion scalper style and is based on multi-factor microstructure and correlation analysis.
All models of this type have a Sharpe ratio of 2.5-3.5 and accuracy above 60%. They are designed to evaluate each situation (signal) and have a low estimation error.
During periods of BTC volatility spikes, the efficiency of the models drops. Currently, only a limited range of strategies are available for beta testing.
Signals from Strategies can be used for its direct purpose - trading. One, it is important to control your risks and use it in conjunction with other instruments to reduce volatility and flatten the yield curve.
