General Section
This section defines the identity and trading limits of your bot.
Field | Description |
Name | Internal bot name for your reference (e.g. “BTC DCA Long”). It does not affect execution. |
Side | Direction your bot is allowed to trade: |
Long – only enter long positions
Short – only enter short positions
Both – can take long and short based on signal |
Pairs - Select which trading pairs the bot is allowed to trade (e.g. BTC/USDT, ETH/USDT). You can select multiple.
Max Long Positions - Limits the number of open long positions at one time for this bot.
Max Short Positions - Limits the number of open short positions at one time for this bot.
Max Open Positions - Total combined positions (long + short) that this bot can open.
Base Order Section
This defines how the bot opens its initial position after a signal is received.
Field | Description |
Size | Determines how much of your account to allocate to the initial base order. This is not the full position size — DCA may increase the total size later. |
Size Type | Choose how the size is calculated: |
Percent – e.g. 2% of account balance
Dollar – e.g. $500 per trade
Market – enters immediately at market price
Limit – (if available) places a resting order at a specified price |
Margin Mode - Applicable for margin/futures markets:
Cross – shares margin across positions
Isolated – margin is isolated per position (limits risk)
Leverage - Sets the leverage used for this bot’s trades (if supported by the exchange and pair).
Use Volume Filters - Enables a filter to ignore signals on pairs with low trading volume. Useful to avoid slippage and illiquid markets.
Optimized Liquidation Settings
These advanced settings allow full control over liquidation entry logic, based on VWMA deviation, volume thresholds, and historical patterns.
Field | Description |
Long VWMA Risk Level | Defines how many candles are allowed to stay beyond the long-side VWMA deviation before entry. Lower = more conservative. |
Short VWMA Risk Level | Defines how many candles are allowed to stay beyond the short-side VWMA deviation before entry. Lower = more conservative. |
Min Long VWMA | Minimum % price must drop below VWMA to trigger a long entry. |
Min Short VWMA | Minimum % price must spike above VWMA to trigger a short entry. |
Liquidation Size Decile | Filters trades by liquidation percentile. 90 = only very large liquidation events trigger entries. |
Lookback (Days) | Number of past days to analyze for optimization. Used to calibrate VWMA behavior dynamically. |
VWMA Timeframe | The timeframe for VWMA calculation (e.g. 1m, 5m, 15m). Shorter = faster entries, longer = smoother response. |
VWMA Period | Number of candles to average for VWMA line. Longer periods create smoother trends. |
Sources | Allows selection of data providers or exchanges used for liquidation metrics. |
Min Volume (Million USD) | Minimum 24h trading volume required for a signal to be considered. |
Max Volume (Million USD) | Maximum 24h volume filter. Useful to exclude hyper-liquid pairs where liquidation moves are less impactful. |
Example of Risk of "1":
Example of Risk of "3"
Strategy Overview
Entries are only triggered when extreme price deviations from VWMA occur during liquidation spikes.
You can filter trades by size percentile (decile) to reduce noise and focus on significant events.
Volume filters prevent entering illiquid pairs or high-volume anomalies.
All logic is backtested automatically using your specified lookback window and VWMA config.