# 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
ParameterValue
SymbolEUR/USD
From10:00
To11:00
Delta+100 pips
Smooth Steps10
Step Duration10 minutes
--- ### 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