How do you configure an algorithm on Vantage Signals?

~ 0 min
2021-12-11 00:17

Go back to Vantage Signals User Manual

 This video will explain how to configure an algorithm on the Vantage Signals platform. Algorithms are constantly testing the market for the conditions you have specified and will take the action you have specified if your criteria is met.

 The algorithm is composed of a set of unique indicators and some common core configurations that ties them all together. When all the configured criteria’s match up, a signal/alert is sent to the configured social outputs or to a strategy where additional rules can be placed on the execution of the algorithm and where multiple algorithms can work together in an orchestrated fashion.

 Our algorithm engine also makes it easy to back test any algorithm or push it to our brute force back testing engine and test an array of ranges of configurations in a single test up to millions of combinations. See our video about the Algo-Finder to learn more.

There are two sections to configure. Below  we briefly sumamrize the fields and their configuration. We recommend you watch the video to get a more detailed run down of all the fields.

  • Name: Name it what ever you want
  • Market: Global, Derivatives or any of the exchanges we support on
  • Asset: The asset or assets you want to track
  • Tracker Intervals (1,2 & 3): Optional, each one specifies (In minutes) when we should validate the signals reliability and average gains which we report in post performance reports and as part of the validation metrics we report with each signal/alert.
  • Averaging: Specifies how many days we should use for calculating your average performance metrics for this algorithm. This should be dependent on your trading strategy, aggressive trading would report more accurately with a 3-7 day average where longer term strategies may want a 30-90 day averaging.
  • Bull  Cooldown: Specifies how long (in minutes) after this algorithm successfully sends a signal before it can do so again. Currently limited to a minimum of your longest Tracking Interval
  • Bull Threshold: Instead of firing a signal as soon as all your conditions match, require them to match this many times in a row to send  any signals out.
  • Interval: Specifies how frequently we should check the market to see if the market conditions this algorithm is looking for are present. There is no need to poll  more aggressively than your shortest candle. In the case of metric indicators, they are by the minute.
  • Discord, Telegram, Twitter channels: Choose the channel(s) you want to send your alerts to. See section for configuring social signaling.
  • Algorithm Dependency: Do not allow this algorithm to signal unless another algorithm is also currently signaling or has signaled within a timeframe you specify. See explainer video for configuring Algorithm dependencies.

Once you have configured the core tab, all that is needed to start your real-time algorithm running is to define and configure your indicators. We have an entire section of the user guide dedicated to Configuring Indicators on Vantage Signals

After you have configured and saved your algorithm, two new tabs will show up, the back-test tab and the logs tab. The back-test engine for a single algorithm is covered in its own FAQ. The logs provide users with a log for operational outputs, real time signal logging and reporting as well as similar logs for the back test engine and performance logs for each signal and overall test performance.

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