Time Series Analysis Spot Trading Strategy
This method forecasts the next period’s close and combines that signal with xtrend and smacross to gauge the expected price move.
You can add confirming indicators for buys or sells. For example, buy when the forecasted price crosses above ask and RSI is 30 or lower.
How to work with it
Buy method conditions
A buy order is allowed when the ask price crosses under the forecasted price.
Sell method conditions
A sell order is allowed when the bid price crosses above the forecasted price.
Strategy settings for TSA
Buy settings
| Label | Config Parameter | Default Value | Detailed Description |
|---|---|---|---|
| Buy enabled | BUY_ENABLED | true | Enable or disable buy (long) orders for the strategy. |
Sell settings
| Label | Config Parameter | Default Value | Detailed Description |
|---|---|---|---|
| Sell enabled | SELL_ENABLED | true | Enable or disable sell (short) orders for the strategy. |
| Gain | GAIN | 1 | Gain target above break-even, expressed as a percentage. |
| Count sell | COUNT_SELL | 9999 | Number of sell orders after which a trading pair is disabled. |
Indicators
| Label | Config Parameter | Default Value | Detailed Description |
|---|---|---|---|
| Period | PERIOD | 15 | Candlestick duration in minutes used for indicator calculations. Choose a value supported by your exchange. |
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 |