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 

 

 

 

 Parameter 

 Value 

 

 

 

 

 Symbol 

 EUR/USD 

 

 

 From 

 10:00 

 

 

 To 

 11:00 

 

 

 Delta 

 +100 pips 

 

 

 Smooth Steps 

 10 

 

 

 Step Duration 

 10 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