Strategies

A pool of algorithmic strategies sends signals to the trader.

Widget appearance

Widget location

To add the "Strategies" tool to the workspace, first click the button with the same name in the "Microstructure" section.

Widget location.

Tool functionality

Strategies is a signal panel that receives signals from algorithmic trading systems in real time. The user gets the information as a table.

The model visualization uses 2 colors:

1. Green shows signals to open LONG positions.
2. Red shows signals to open SHORT positions.

The widget has two filters:

1. filter by trade direction (Side);

Side filter.

1. filter by strategy.

Strategy filter.

The trade direction filter is empty by default. This means Strategies receives signals for all instruments available on the platform. The user can choose the trade direction (Buy or Sell). Then Strategies receives signals only for the chosen direction.

Sell Side filter.

The strategy filter is empty by default. This means Strategies receives signals from all available strategies. The user can choose the strategies they are interested in. Then Strategies receives signals only from the chosen strategies.

Altusher BB Strategy filter.

The widget table has these data columns:

1. Symbol - the name of the asset the signal came for.
2. Price - the asset price at the moment the signal arrived.
3. % Chg - the price change in percent since the signal arrived.
4. Time - the time the signal arrived.
5. Name - the name of the strategy that produced the signal.
6. Time ago - the number of minutes since the signal arrived.

Strategies table header.

The Strategies tool has several helper indicators: Live strategies, Altusher Bollinger Bands, Take Profit & Stop Loss.

Strategies helper indicators.

Model description

The Strategies tool is a set of models that detect inefficient price moves and forecast the average return with fair accuracy. It is built for a scalping style with mean reversion 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 assess each situation (signal) and have a low estimation error.

During BTC volatility spikes, the models become less effective. Currently only a limited range of strategies is available for beta testing.

How to use Live strategies?

You can use Strategies signals for their direct purpose, which is trading. However, it is important to control your risks and to use it together with other tools, to reduce volatility and smooth the equity curve.