Advanced Strategy Parameters

The Activity strategy is used to detect a series of orders of the same size within a specified range over a specified timeframe.

General Parameters

• MMTimeFrame — a field for specifying the timeframe (in whole seconds) used to analyze a series of same-size orders.
  Allowed values: 15 to 60 seconds;

• MMOrderMin — a field for specifying the minimum order size (in USDT) for the analyzed range.
  Minimum allowed value: 100 USDT;

• MMOrderMax — a field for specifying the maximum order size (in USDT) for the analyzed range;
  

• MMOrderStep — a field for specifying the step of the order-size grid (in USDT).

Example:

✓ MMTimeFrame = 45 (seconds)
✓ MMOrderMin = 100 (USDT)
✓ MMOrderMax = 1000 (USDT)
✓ MMOrderStep = 1 (USDT).

With these settings, analysis is performed over the 45-second timeframe, which the strategy automatically divides into three equal intervals (45 / 3 = 15 seconds). On each interval, the strategy analyzes and counts all orders within the range from MMOrderMin = 100 USDT to MMOrderMax = 1000 USDT, using an order grid with a step of MMOrderStep = 1 USDT, after which it identifies a “series” of orders.

Breakdown of the Activity detect parameters

Example detect line:

MM Detected: 16:51:27 Vol: 179 O: 32 [47, 24, 45] E: 29% , explanation:

• MM Detected: 16:51:27 — time of the detect;

• Vol: 179 — volume (order size) of the detected series, 179 USDT;

• O: 32 — number of orders in the series;

• [47, 24, 45] — total number of all orders of all sizes within each of the three 15-second intervals (i.e., [15s = 47 orders, 15s = 24 orders, 15s = 45 orders]);

• E: 29% — the average ratio of the total order count to the number of orders in the detected series.

If, after all comparisons, the value E meets the threshold required for a detect, the Activity strategy is triggered.

💡 Important note: the strategy does not determine the direction of orders. Activity does not differentiate whether an order was a buy (green) or a sell (red).

Therefore, in practice, a detect for an order size of 179 USDT may appear in a series consisting of either (the signs below are illustrative only):

• “Positive” buy orders (green): 179, 179, 179, 179;

• “Negative” sell orders (red): –179, –179, –179, –179;

• “Mixed” buy and sell orders (green and red): 179, –179, 179, –179.

The Activity strategy can trigger on different types of orders: it may react to green orders that push the price upward, it may react to red orders that push the price downward, it may react to mixed series of orders, where the price remains approximately flat.

💡 Note: if a coin is “heavy,” with a dense order book, then a series of trades of 100–200 USDT will have almost no impact on the price. However, we can observe the behavior of “sticky bots”: when the price rises, they begin frequent small buys of the same order size in the background; when the price falls, they perform small regular sells. This is clearly visible on the order map.

If a coin is of “medium weight,” with a thinner order book, then a series of green orders — for example, 20 orders of 20k USDT each (a total of about 400k USDT) — can noticeably push the price upward. Conversely, a series of large sell orders may cause a significant price drop. For this reason, it makes sense to create several separate Activity strategies with different timeframes and narrower order-size ranges — for example, 100–300 USDT, 500–700 USDT, 1000–1300 USDT, 10,000–15,000 USDT, etc. — and apply each of them to different market scenarios.

Additionally, you will likely need other filters — deltas, volumes, EMA — to confirm the entry direction. Therefore, it is recommended to use the Activity strategy as a detect for manual trading or as a Master strategy that identifies when a series of orders of the desired size appears, while another Slave strategy confirms the actual entry moment.