Leonardo team, I really appreciate the time you spend supporting your users, it is a huge added value in making me happy with my purchase. I have a couple moonshot ideas that might be overly complicated to implement and confusing to new users, but I still wanted to see what you thought
1. A bot that makes trades based on the depth chart, similar to the way mArgin maker uses the price chart. Currently, setting up mArgin maker with a short time window can approximate this strategy, but we would be able to get better trades if the bot could recognize buy walls and sell walls. So maybe the order book can just be used as an indicator, rather than engineering something totally new.
2. A way to disregard "outliers" when calculating the trading window.
For example, here we have an inordinately long wick causing mArgin maker to set the sell price higher than I would have expected when I originally set up the bot.
https://imgur.com/DcQW4NTIf we could ignore this single wick, the buy price would be right where I want it to be:
https://imgur.com/H3FY8MVOf course, mArgin maker will adapt in a few hours when these wicks leave the time frame that the bot is using to analyze, but in that time we are exposed to additional risk. In the first screenshot, the price may drop and I could miss a sell. In the second screenshot, there may be missed trading opportunities, which is not as bad.
So how to define an outlier that should be excluded? Maybe a simple rule could be, "the top and bottom of the red area has to touch more than 1 candlestick feature." I would rather have this option than change the buy margin and sell margin, because I like those values most of the time, whereas this is more of an exception.
A more complicated way to look at it would be to recognize when part of the red area has only 1 candlestick feature:
https://imgur.com/i3ZTBTbhttps://imgur.com/Nv0zGHkThen the user can decide, if the crossed-out area is more than 10/20/30% of the red area, disregard the crossed-out area?
Cheers!