Quantower Trading Strategy Development in C#
Budget: ₹750 – ₹1,250 INR
Candle Metrics & Delta Peak Divergence Strategy [Quantower C# API]
Project Overview
The strategy calculates key structural levels (Pivots, Fibs, POC) on a 1-minute timeframe and cross-references them against live, tick-by-tick Cumulative Volume Delta (CVD) "Delta Peak" divergences on a rolling 60-second window.
Core Strategy Mechanics
The strategy relies on a strict confluence model to filter out high-frequency trading noise. A signal is only generated when a micro-structural order flow divergence aligns perfectly with a macro-structural price level.
Timeframe 1: Macro Structure (1-Minute Closed Candles)
Upon the close of every 1-minute candle, the strategy calculates a vast array of key levels based on the previous candle's OHLCV and the current live open.
Mid-Prices: Body Mid-Price, Full Mid-Price.
Volume POC: The exact price level with the highest traded volume
Classic Pivots: PP, R1-R3, S1-S3.
Camarilla Pivots: R1-R4, S1-S4.
DeMark Pivots: PP, R1, S1.
Extended Fibonacci Pivots: 0.236, 0.382, 0.618, 0.786, 1.000.
True Woodie Pivots: Forward-looking pivots (live open).
Fibonacci Over-extensions: 1.272, 1.618, 1.786.
Timeframe 2: Micro Structure (1-Second Live Updates)
The strategy maintains a rolling 60-second window of 1-second candles. On every tick, it calculates the Delta Peak Divergence. It loops through the last 60 seconds to find the Maximum Price, Minimum Price, Maximum CVD, and Minimum CVD, Bearish Divergence, Bullish Divergence. If a Delta Peak Divergence is detected, the strategy checks the current price against the calculated pivot/level, if true, a signal is logged.
The strategy will be executed on Binance futures perpetual contracts. It will run headless (without GUI). Symbol and account will be defined via input parameters. Position size will be fixed [defined in $, and converted to asset specific lots] and defined in input parameters (with logic check for pair specific minimum lot size). No stop loss, take profit set at hard-coded constraint of minimum 0.2% (fees inclusive), trail when minimum target reached by 0.1%. One position per side [Hedge compliant].
Note: A basic familiarity with Quantower API is preferred.
Project Overview
The strategy calculates key structural levels (Pivots, Fibs, POC) on a 1-minute timeframe and cross-references them against live, tick-by-tick Cumulative Volume Delta (CVD) "Delta Peak" divergences on a rolling 60-second window.
Core Strategy Mechanics
The strategy relies on a strict confluence model to filter out high-frequency trading noise. A signal is only generated when a micro-structural order flow divergence aligns perfectly with a macro-structural price level.
Timeframe 1: Macro Structure (1-Minute Closed Candles)
Upon the close of every 1-minute candle, the strategy calculates a vast array of key levels based on the previous candle's OHLCV and the current live open.
Mid-Prices: Body Mid-Price, Full Mid-Price.
Volume POC: The exact price level with the highest traded volume
Classic Pivots: PP, R1-R3, S1-S3.
Camarilla Pivots: R1-R4, S1-S4.
DeMark Pivots: PP, R1, S1.
Extended Fibonacci Pivots: 0.236, 0.382, 0.618, 0.786, 1.000.
True Woodie Pivots: Forward-looking pivots (live open).
Fibonacci Over-extensions: 1.272, 1.618, 1.786.
Timeframe 2: Micro Structure (1-Second Live Updates)
The strategy maintains a rolling 60-second window of 1-second candles. On every tick, it calculates the Delta Peak Divergence. It loops through the last 60 seconds to find the Maximum Price, Minimum Price, Maximum CVD, and Minimum CVD, Bearish Divergence, Bullish Divergence. If a Delta Peak Divergence is detected, the strategy checks the current price against the calculated pivot/level, if true, a signal is logged.
The strategy will be executed on Binance futures perpetual contracts. It will run headless (without GUI). Symbol and account will be defined via input parameters. Position size will be fixed [defined in $, and converted to asset specific lots] and defined in input parameters (with logic check for pair specific minimum lot size). No stop loss, take profit set at hard-coded constraint of minimum 0.2% (fees inclusive), trail when minimum target reached by 0.1%. One position per side [Hedge compliant].
Note: A basic familiarity with Quantower API is preferred.