Market Delta Filters
"Delta" filters allow enabling or disabling price change filters for each coin the algorithm is configured to place orders on. You can add one or multiple filters with different time intervals and delta ranges.
What is Delta
Delta is the price change over a specified time interval. The filter is used for:
Finding assets with sharp movements (pump/dump)
Excluding "sleeping" instruments
Delta Types
Absolute Delta (Price Range)
Measures absolute price change over a given period.
What it is: Shows the range of price movement — how much the price fluctuated during the interval, regardless of direction.
Formula:
Price Range (%) = (MaxPrice - MinPrice) / PriceAtStart × 100%Example (over 1 minute):
Price at start: 100
Maximum: 105
Minimum: 95
Calculation: (105-95)/100×100% = 10%
Shows how strongly the price fluctuated during the interval, regardless of direction.
Application: Used to assess volatility, independent of movement direction.
Important:
Even if open and close are the same — the filter triggers if there was movement inside the candle
Absolute delta uses only positive values
Relative Delta (Price Change)
Measures change in close relative to open.
What it is: Shows directional price change — whether the price rose or fell during the period.
Formula:
Example:
Price at start: 100
Price at end: 103
Calculation: (103-100)/100×100% = 3%
Shows how much the price rose or fell during the period.
But if the price fluctuated from 100 to 103, but closed where it opened:
Relative delta (price change) = 0%
Absolute delta (price range) = 3%
Application: Used to assess trend movement, directional up or down.
Important:
Relative delta uses both positive and negative values
Delta range is specified from smaller (left field) to larger (right field)
Filter Parameters
Enable Filter
Each section corresponds to one filter (there can be multiple). The "+ Add filter" button adds another one.
Delta Type
Choose measurement type:
Absolute — price movement range (Price Range)
Relative — price change (Price Change)
Timeframe
Interval over which delta is measured (for example, 1 minute = change over the last minute).
Available values: from seconds to hours and days.
Range
Set the delta range in percentages:
Left boundary — minimum change (for example, 0.3%)
Right boundary — maximum change (for example, 2.5%)
For absolute delta: Only positive values are used.
For relative delta:Positive and negative values are used.
How to set range:
Range is specified from smaller value to larger
For negative values, use the "-" sign
Examples:
From -2% to +2%: left field = -2, right field = 2. Algorithm works on pairs where delta is in this range
From -5% to -1%: left field = -5, right field = -1. Algorithm works only on falling pairs in the specified range
From +1% to +5%: left field = 1, right field = 5. Algorithm works only on rising pairs
If delta goes outside the range, the algorithm will not work with this pair.
Why Delta Filters are Needed
Finding Volatile Assets: Use absolute delta to find coins with strong price fluctuations.
Finding Trend Movement: Use relative delta to enter positions with directional price movement.
Excluding "Sleeping" Instruments: Filter assets with minimal price change that don't match your strategy.
Adapting to Market Conditions: Combine multiple filters with different timeframes for more precise asset selection.
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