Time Series Analysis Spot Trading Strategy
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 with it​
Buy method conditions​
A buy order is allowed when ask price crosses under the forecasted price.
Sell method conditions​
A sell order is allowed when the bid price crosses up the forecasted price.
Strategy settings for TSA​
Buy settings​
| Label | Config Parameter | Default Value | Detailed Description |
|---|---|---|---|
| Buy enabled | BUY_ENABLED | true | This setting allows you to enable or disable buy or long orders. When enabled, the strategy will place buy orders according to other specified parameters. |
Sell settings​
| Label | Config Parameter | Default Value | Detailed Description |
|---|---|---|---|
| Sell enabled | SELL_ENABLED | true | This setting allows you to enable or disable sell or short orders. When enabled, the strategy will place sell orders according to other specified parameters. |
| Gain | GAIN | 1 | This setting specifies the gain target above break-even as a percentage. The default value is set at 1%, but you can adjust it between 0.1% and 5% based on your trading strategy's risk appetite and objectives. |
| Count sell | COUNT_SELL | 9999 | This setting determines the number of sell orders after which a trading pair is disabled. The default setting allows for virtually unlimited sell orders (up to 9999), but you can set this to a lower number if you wish to limit exposure after a set number of sells. |
Indicators​
| Label | Config Parameter | Default Value | Detailed Description |
|---|---|---|---|
| Period | PERIOD | 15 | The period setting specifies the duration, in minutes, of the candlesticks used for indicator calculations. Ensure that you select a period supported by your exchange to optimize the effectiveness of your strategy. The default value is set at 15 minutes. |
Overview of effects on different order types​
| Config Parameter | Affected Order Types | Not Affected Order Types |
|---|---|---|
| Buy Enabled | Strategy buy, DCA buy, RT buy, RT buyback | Strategy sell, Stop limit, Close, RT sell |
| Sell Enabled | Strategy sell, Stop limit, RT sell | Strategy buy, RT buy, RT buyback, Close, DCA buy |
| Gain | Strategy sell | Strategy buy, RT buy, RT buyback, RT sell, Close, DCA buy, Stop limit |
| Period | Strategy sell, Strategy buy, DCA buy (trigger) | RT buy, RT buyback, RT sell, Close, Stop limit |