Price Delta

Overview

Price Delta is a mechanism to simulate controlled price movement for a symbol over a defined time interval.

The system:

• Applies a fixed price shift (in pips) during a selected period

• Smoothly transitions into and out of this shift

• Prevents unrealistic instant price jumps

This feature is primarily used for:

• testing trading scenarios

• simulating volatility

• validating risk, margin, and liquidation logic

Core Concepts

1. Time Range (From / To)

Defines the main active interval where the full price change is applied.

• From — start time of full delta

• To — end time of full delta

During this interval:

Price is shifted by the full configured delta

2. Price Delta (Pips)

Defines the magnitude of the price change.

• Positive → price increases

• Negative → price decreases

Formula:

Adjusted Price = Base Price ± Delta

3. Smooth Change Steps

Defines how many incremental steps are used to gradually apply and remove the delta.

• Steps are applied:

  • before the main interval

  • after the main interval

• Prevents sharp jumps in the chart

4. Step Duration

Defines how long each smoothing step lasts.

• Unit: minutes

• Total smoothing duration =

  steps × step_duration

Full Behavior Model

The system consists of 3 phases:

1. Pre-Smoothing Phase

• Starts before From

• Price gradually moves from:

  0 → full delta

2. Active Phase

• Between From and To

• Price remains at:

  full delta

3. Post-Smoothing Phase

• Starts after To

• Price gradually returns:

  full delta → 0

Example — Correct Timeline

Configuration

Calculations

• Smoothing duration:

  10 × 10 min = 100 minutes

Timeline

08:20 → smoothing starts
10:00 → full +100 pips reached
10:00–11:00 → constant +100 pips
11:00 → smoothing down starts
12:40 → price returns to normal

Step Behavior

Pre-smoothing

08:20 → +10 pips
08:30 → +20 pips
...
09:50 → +100 pips
10:00 → full delta active

Active Phase

10:00 → 11:00

Price = +100 pips

Post-smoothing

11:00 → +90 pips
11:10 → +80 pips
...
12:40 → 0 pips

Visual Model

Price
  |
  |          ─────────────── (+100 pips)
  |        /                \
  |      /                    \
  |_____/                      \______
      ↑                        ↑
   smoothing              smoothing
     start                  end

Important Rules

1. Delta is Absolute

• Applied relative to current/base price

• Not cumulative over time

2. Smoothing Applies on Both Sides

• N steps before From

• N steps after To

3. No Instant Application

The system does NOT support:

• immediate price override

• single candle injection

All changes must follow:

defined timeline + smoothing

4. Time Validity

• Time must be within:

  00:00 – 23:59

• If smoothing goes before 00:00:
  → it moves to the previous day

Edge Cases

1. Smoothing in the Past

If:

• smoothing start time is already in the past

Then:

• steps may be skipped or not applied correctly

2. Zero Steps

If:

Smooth Steps = 0

Then:

• instant jump at From

• instant revert at To

3. Negative Delta

Works identically:

Delta = -50 pips

Result:

• price decreases smoothly

• holds lower level

• returns gradually