I have a feature suggestion. The bot could monitor trend strength or some other indicator and pause the bot when trend strength is above a given threshold. This would reduce the risk of exposure to trending market when using pure market making strategy
This can be done by creating a
OrderFilterDelegate to dynamically filter out any new orders for
PureMarketMakingV2. However… on detecting trends or even just anomalous price movements, there’re a lot of different ways this can be done. e.g. ADX, Bollinger Bands, MACD, etc. Is there a way you’d prefer or have in mind already?
Thanks! sounds good. I was thinking of ADX but other filters could do as well. Is there any doc how to do that. I took a look at the code but I wasn’t sure. To get ADX, or any other indicator value, I suppose you need to use an external package, such as python pandas_talib, right?
(note : I know well python but not cython).