Holiday L2Azimuth Testing Settings
Автор: Futures Odyssey
Загружено: 2024-12-30
Просмотров: 336
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In this video, I tested settings for L2 Azimuth during the holiday trading week (12-27). I experimented with 2, 4 limit orders instead of the standard 0, 3 limit order setup to see how it performs in a low-volume, volatile market. Given the slower and inconsistent trends typical of holiday trading, I also decided to keep Microcongruity off to avoid unnecessary signals in choppy conditions. The unique conditions of the holiday week make it crucial to stay in control, even with semi-automated tools like L2Azimuth. Stay Safe and Happy New Year! :)
Settings:
Load Data Based On: Days
Days to Load: 10 Days
Limit Orders:
Offset: 0 switched to 2
Cancel Limit Order: 3 switched to 4
Counter Spoof:
Ratio: 2.5 switched to 2
Depth inside bid/offer: 4
Start depth inside bid/offer: 1
Split depth inside bid/offer: 2
Trespass:
Ratio: 2.2 switched to 2
Depth: 5
Trespass R: 2.5
Dex-Array:
Aggressive buy/sell orders: 7
Minimum aggressive order: 2
Risk Tolerance:
0.4 and 0.51
Number of Bars for Machine Learning: 1587 switched to 1235
ATM Settings:
CS SL: 3
CS TP: 3
Stop Strategy:
Profit Trigger: 3
Plus: -2
Dex-array SL 1 and 2: 3, 3
Dex-array TP 1 and 2: 3, 3
Stop Strategy:
Profit Trigger: 1
Plus: -1
Trespass SL: 3
Trespass TP: 3
Stop Strategy:
Profit Trigger: 1
Plus: -1
If you’d like me to cover a specific feature of L2Azimuth leave a comment, and I’ll be happy to make a video on it! :)
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