1. Description of the Percentage Channel Strategy
Indicator Introduction:
Percentage channel:
The Percentage channel is a channel line calculated based on the closing price (other price types can be added in the future). If the price movement at the current moment exceeds the upper or lower value of the channel at the previous moment, a new channel level is drawn, otherwise, the same channel is used. The specific calculation is as follows:

1.1 Input parameters
period = 2 *The calculation period of the EMA in the indicator, with a general range of 2 to 10
percent = 400 *The percentage used in the percentage channel, the unit of this parameter is 0.01%, namely, 0.0001,

*percent = 400, equivalent to 4%. The range of this parameter will have a larger span depending on the transaction target. The basic principle is that the trading target with greater volatility, the higher the parameter set.

First, calculate the EMA of the closing price according to the period parameter input, and then calculate the price channel. The principles are as follows:
(1) Calculate the multipliers of upper and lower rail according to the percent parameter input:
Upper rail multiplier: plus_value = 1 + percent / 100 / 100
Lower rail multiplier: minus_value = 1 - percent /100 /100

(2) Calculate the middle rail of the channel
Principle one
If the closing price at the latest moment multiplied by minus_value is greater than the middle rail of the previous moment, the middle rail of the channel at the latest moment is updated, otherwise the middle rail value of the channel at the latest moment is equal to the middle rail value at the previous moment.

(2) Calculate the middle rail of the channel
Principle two
If the closing price at the latest moment multiplied by the plus_value is less than the middle rail of the channel at the previous moment, the middle rail of the channel at the latest moment is updated, otherwise the middle rail value of the channel at the latest moment is equal to the middle rail value at the previous moment.


(3) Calculate the upper and lower rails of the channel
The upper rail of the channel is the middle rail of the channel multiplied by plus_value; the lower rail of the channel is the middle rail of the channel multiplied by minus_value.



2. Trend Range Indicator
The Oscillator indicator draws a histogram showing three market states: trend, moderate trend or declining trend, and horizontal price movement.


The bars are trend indicators, the blue curve is the standard deviation of trend strength, and the red curve is 0.5 times standard deviation. When the trend indicator (bar line) is higher than the standard deviation (blue curve), it is a strong trend; when the trend indicator (bar) is higher than 0.5 times standard deviation (red curve), it is a moderate trend; when the trend indicator (bar line) below 0.5 times standard deviation (red curve), it is in state of horizontal price movement.

2.1 Input parameters
period = 10 *calculation period for the standard deviation of trend strength.
deviation = 1 *multiplier for the standard deviation of the trend strength.

2.2 Index calculation
(1) Calculation of trend strength
The trend strength at the current moment is the difference between the highest price and the lowest price at the current moment multiplied by the trading volume at that moment, detailed as follows:


(2) Calculation of standard deviation of trend strength
Calculate the average value of the trend strength according to the parameter period input, then calculate the standard deviation at the current moment, and then calculate the trend strength standard deviation and 0.5 times standard deviation according to the parameter deviation input, detailed as follows:

Conditions for opening and closing positions
2.1 Conditions for opening a long position
(1) The closing price touches the lower rail of the percentage channel.
(2) The trend strength is in a horizontal price movement state, that is, the trend strength bar (trend) is smaller than the red curve (flat).
2.2 Conditions for opening a short position
(1) The closing price touches the upper rail of the percentage channel.
(2) The trend strength is in a horizontal price movement state, that is, the trend strength bar (trend) is smaller than the red curve (flat).

2.3 Conditions for Closing A Long Position
(1) The price reaches the take-profit level of a long position
(2) The price reaches the stop-loss level of the long position
(3) The price reaches below the middle rail of the percentage channel.
2.4 Conditions for closing a short position
(1) The price reaches the take-profit level of the short position
(2) The price reaches the stop-loss level of the short position
(3) The price reaches above the middle rail of the percentage channel.

2. How to Access the Percentage Channel Trading
Click on the "Navigation Bar" - "Copy Trading" - Select "Strategies Templates - Perps" in "Create A New Strategy" - scroll down to "CTA Signal Tracing" - Select "Perpetual Contract Percentage Channel" - Click "Create Strategy" - Select "Settlement Method" and "Trading Pair" - "Parameters Setup" - Click "Create", as shown in the following figure:




Backtest: backtesting can be done before creating an percentage channel strategy.


Backtest process: Click the "Backtest" button in the above figure, fill in the expected parameters in the column, then click "Backtest" below. The system will automatically backtest the data (within one month by default), then click "Create" in the "Select Percentage Channel Strategy (Perpetual Contract) - Fill in the corresponding parameters, click the “Create”button to create "Backtest Records" to generate a backtest data for reference.
3. Description of Parameters Setup


Leverage: The leverage multiple used by the users in investment, which is mainly used to calculate the number of orders placed.
Total investment: the total amount of the user's investment, all used for the user's deposit.
Auto Stop-Loss Ratio: When the loss of the user's total investment amount reaches this ratio, the strategy will close a position and exit.
Trend indicator period: required, which should be integer, with an input range of [2,100], 3 by default
Standard deviation of trend strength indicator: required, limited to 1 decimal, with an input range of [1.0, 5.0], 1.0 by default
Percent Channel Period: required, which should be integer, with an input range of [2,100], 9 by default
Channel width percentage: required, limit to 1 decimal, with an input range of [0.1, 100.0], 4.5 by default
Period: Standard MA parameter, which should be required, with 1 minute, 5 minutes, 15 minutes, 30 minutes, 1 hour, 4 hours, 8 hours, 1 day available to be selected, 1 hour by default
Number of orders : the number of orders placed by the strategy after the signal is triggered, which is optional and blank by default.
Contract default fee: 0.00075
Reverse Contract:
s = (Deposit * Latest Price) / (2* 0.00075 + (1/Leverage)) size = s / Size per contract
Positive Contract:
s = (Deposit) / (2*0.00075 + (1/Leverage)) * Latest Price Size = s / Size per Contract
The actual number of orders placed by the user will take the minimum value between the calculated value by default and the value that the user has set.

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