Price Delta

InputOverview

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:

Symbol:Adjusted EUR/USDPrice From:= 24.03.2026Base 00:00Price To:± 27.03.2026 00:00

Pips: 100

Smooth change steps: 10
Step duration: 432 minutes (≈ 7.2 hours)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 1 — Understand the total move

EUR/USD pipDuration

1
Defines piphow long each smoothing step lasts.



Unit: minutes



Total smoothing duration = 0.0001

So:

100steps pips× = 0.0100step_duration

📈

Full StepBehavior 2 — Define starting price

AssumeThe startingsystem priceconsists atof 3 phases:

1. Pre-Smoothing Phase

• Starts before From:

• Price gradually moves from:

  Start0 price→ =full 1.1000delta

2. Active Phase

• TargetBetween price:From and To

• Price remains at:

  Targetfull = 1.1000 + 0.0100 = 1.1100delta

🔢

3. StepPost-Smoothing 3Phase

Divide
• into

  Starts stepsafter

  StepsTo
  
  =

10

• Price changegradually per step:returns:

  0.0100full /delta 10→ = 0.0010 (10 pips per step)
  0

⏱ Step 4

Example — TimeCorrect perTimeline

Total period:

24 → 27 March = 72 hours

Step duration:

432 minutes = 7.2 hours

Check:

10 steps × 7.2h = 72h ✅

📉 Final Step-by-Step Price Path

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 with→ negative+90 movementpips
11:10 → +80 pips
...
12:40 → 0 pips

InputVisual Model

Pips:Price
  -200|
  Steps:|          20─────────────── (+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

Start:Then:

• instant jump at From

• instant revert at To

3. Negative Delta

Works identically:

1.2000 → TargetDelta = 1.1800-50 pips

Per step:Result:

-200

/ 20 = -10 pips per candle

🧪 Example for BTC/USDT

Input

Symbol: BTC/USDT
Start: 65,000
Pips: 5000 (price points)
Steps: 5

+1000

65000