feat: adds max_candles to orderflow config

This commit is contained in:
Joe Schr
2024-06-19 19:22:49 +02:00
parent 84e8a19bd3
commit 2d6408a363
4 changed files with 37 additions and 2 deletions

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@@ -21,6 +21,7 @@ This guide walks you through utilizing public trade data for advanced orderflow
2. **Configure Orderflow Processing:** Define your desired settings for orderflow processing within the orderflow section of config.json. Here, you can adjust factors like:
- `max_candles`: Filter how many candles get processed from the tail
- `scale`: This controls the price bin size for the footprint chart.
- `stacked_imbalance_range`: Defines the minimum consecutive imbalanced price levels required for consideration.
- `imbalance_volume`: Filters out imbalances with volume below this threshold.
@@ -28,6 +29,7 @@ This guide walks you through utilizing public trade data for advanced orderflow
```json
"orderflow": {
"max_candles": 1500,
"scale": 0.5,
"stacked_imbalance_range": 3, // needs at least this amount of imbalance next to each other
"imbalance_volume": 1, // filters out below