Strategy Documentation
34 quantitative trading strategies documented from the live Gunbot custom-strategy registry. Each page lists every configurable knob with its full tooltip, plus an academic primer and references for further study.
ADX Trend MM
ADX + DI trend strategy. Enters long when ADX confirms trend strength and +DI > -DI (bullish direction); rides the trend, exiting on a DI bearish cross, ADX collapse, or a trailing…
ATR Channel MM
ATR Channel spot market maker. Constructs a dynamic channel around a SMA midline using ATR-scaled bands, buying near the lower band and exiting toward the midline. Optional high-vo…
BB Squeeze MM
Bollinger Band squeeze spot market maker. Buys near the lower Bollinger Band with an optional squeeze filter that blocks entries during low-volatility compression phases, then exit…
Cartea-Jaimungal Micro MM (Futures)
Cartea-Jaimungal-Penalva (2015) Proposition 10.5 inventory skew. Drift-aware speculative MM with micro-profit exits. Futures.
CCI Mean Rev MM
CCI mean-reversion spot market maker. Enters when the Commodity Channel Index drops below the oversold threshold and exits when it recovers to neutral or overbought. Optional turni…
Cointegration Pairs (Spot, long leg)
Engle-Granger (1987) two-step cointegration with MacKinnon (1991) critical values. Long-leg trader; partner pair runs as a mirror. Spot.
Donchian Breakout MM
Donchian Channel spot market maker with dual modes: reversion (buy lower-band dips, exit toward midline) or breakout (buy upper-band breaks, ride momentum). Select mode to suit the…
EMA Bounce MM
Dual-EMA bounce spot market maker. Buys when price dips a configurable ATR multiple below the fast EMA, then exits when price recovers toward the EMA. Optional slow-EMA trend filte…
Glosten-Milgrom MM
Glosten-Milgrom (1985) Bayesian adverse-selection model. Quotes around the inferred expected value with asymmetric spreads driven by informed-trader probability. Spot.
Harris Scalp MM (Spot)
Harris (2003) passive scalper with micro-profit exits and an Egginton-Van Ness-Van Ness (2016) tape-driven bid-stuffing detector. Spot.
Hawkes MM
Hawkes (1971) self-exciting process · Ogata (1981) recursive MLE — adaptive spot MM that widens quotes under detected order-flow clustering.
Ichimoku Cloud MM
Ichimoku Cloud spot market maker. Uses the Tenkan-sen, Kijun-sen and Senkou Span B to identify bullish cloud support zones. Enters when price pulls back into or near cloud support;…
Inventory Balancer (A-S)
Avellaneda-Stoikov / GLT infinite-horizon spot rebalancer. Continuously rebalances toward a 50/50 base/quote split using the A-S reservation price and optimal spread. Spot.
Kalman Grid
Kalman (1960) state-space filter with Mehra (1970) adaptive innovation covariance. Posts a price-grid centred on the filtered fair value. Spot.
Keltner Channel MM
Keltner Channel spot market maker. Uses an EMA midline with ATR-derived bands to define dynamic support and resistance. Buys near the lower channel band and exits toward the EMA mi…
MACD Momentum MM
MACD momentum spot market maker. Enters long when a MACD histogram bullish crossover occurs while price is below its 20-period SMA, then exits when the histogram crosses back above…
Mean Reversion Oscillator (Spot)
Ornstein-Uhlenbeck (1930) mean-reversion oscillator with Bertram (2010) optimal entry/exit thresholds. Spot.
MicroPrice MM (Futures)
Stoikov (2017) §2 weighted mid-price (microprice) with optional tape trade-flow fusion. OFI-driven quoting with VAP break-even exits. Futures.
Mixer (Futures)
Quantroduction Mixer (Futures). Long & short via closeMarket/closeLimit. Tracks gb.data.currentSide as source of truth. Same 11-indicator confluence as spot. Signal reversal closes…
Mixer (Spot)
Quantroduction Mixer (Spot). Modular confluence engine blending up to 11 technical filters (SMA/RSI/MACD/Supertrend/Stochastic/BB/EMA/AO/SAR/CCI/ADX) into one directional signal. R…
Moon Phases (Futures)
Moon Phases (Futures). Long/short positions driven by lunar-phase triggers, grid limit-order entries with expiry, TP/SL/BE-guard. Tracks futures-specific data (liquidationPrice, av…
Moon Phases (Spot)
Moon Phases (Spot). Lunar-cycle phase detector. Configurable entry trigger (New Moon / Full Moon / Higher Moon / Lower Moon) drives a grid of limit orders. Multi-level TP, fixed-% …
OBV Momentum MM
On-Balance-Volume momentum strategy. Accumulates signed volume; enters long when OBV breaks above its EMA (volume confirming a move) while price is at/below its SMA. Spot.
OFI Flash MM (Futures)
Cont-Kukanov-Stoikov (2014) order-flow-imbalance sign rule with flash entries and standard MM quotes. Futures.
Parabolic SAR MM
Parabolic SAR spot market maker. Uses the Parabolic Stop and Reverse indicator to define dynamic trailing support in bullish phases. Enters when price dips close to the SAR support…
PriceActionPro
Discretionary-style price-action peer strategy. HTF market structure, order blocks, FVGs, swing-failure detection, anchored VWAP, and session gating. Spot/futures signal generator …
Queue-Reactive MM (Futures)
Huang-Lehalle-Rosenbaum (2015)-style queue-reactive futures MM. Volume-optimal placement with regime detection and L1 imbalance.
Roll Model MM
Roll (1984) serial-covariance effective-spread estimator with Corwin-Schultz (2012) high-low fallback. Quotes at the model-implied effective half-spread. Spot.
RSI Mean Rev MM
RSI mean-reversion spot market maker. Enters long when RSI crosses below the oversold threshold and exits when RSI recovers to the neutral-to-overbought zone. DCA layers trigger on…
Stoch RSI Mean Rev MM
Stochastic RSI mean-reversion spot market maker. Enters when the StochRSI K line drops below the oversold threshold and exits when it recovers to overbought territory. DCA layers t…
SuperTrend MM
SuperTrend spot market maker. Uses the SuperTrend indicator (ATR-based trailing stop / trend line) to define dynamic support in bullish phases, entering when price dips close to th…
TWAP Scalper MM
TWAP-anchored scalper spot market maker. Buys when price dips an ATR multiple below the rolling time-weighted average price and exits when price recovers toward TWAP. Micro-lot sli…
VWAP Market Maker
VWAP-anchored spot market maker. Quotes around the volume-weighted average price, widening spread via ATR and blocking entries too far above VWAP. Optional 1-sigma gate for high-qu…
Williams %R MM
Williams %R mean-reversion spot market maker. Enters long when the %R oscillator drops below the oversold threshold (e.g. -80) and exits when it recovers toward overbought (e.g. -2…