TSA (futures)

Using a time series analysis, this method attempts to forecast the close price of the next period. This information is combined with xtrend and smacross to indicate the strength of an expected price move.

To refine this method, other indicators are available to be used as confirmation for both buying and selling. For example you could have Gunbot buy when the forecasted price crosses up ask and RSI is 30 or lower.

How to work it

Gunbot will open one position, either long or short, and close this position when the target is reached. When the stop is hit before profitably closing a trade, Gunbot will place a stop order at loss. After closing a position, Gunbot will again look to open a new long or short position. Gunbot will not add to existing open positions.

Buy method conditions

Opening a long position is allowed when when the ask price crosses over the forecast.

Sell method conditions

Opening a short position is allowed when when the bid price crosses under the forecast.

Conditions to close

Position is closed when the desired ROE (return on equity) is reached. This is a percentage from the entry point, taking leverage into consideration.

Conditions to stop

A position is closed at loss when negative ROE reaches the STOP_LIMIT target.

Strategy settings for TSA (futures)

Long settings

Label	Config Parameter	Default Value	Detailed Description
Buy enabled	BUY_ENABLED	true	When enabled, the strategy is allowed to execute buy or long orders.

Short settings

Label	Config Parameter	Default Value	Detailed Description
Sell enabled	SELL_ENABLED	true	When enabled, the strategy is to execute sell or short orders.

Indicators

Label	Config Parameter	Default Value	Detailed Description
Period	PERIOD	15	The period setting defines the 'size' of the candlesticks in minutes, used for calculating various trading indicators. It is essential to choose a period supported by your exchange to ensure proper indicator functionality. For example, a value of 15 represents a 15-minute candlestick.