Interface IStackedImbalanceConfig

interface IStackedImbalanceConfig {
    stackCount?: number;
    threshold?: number;
    tickSize?: number;
}

Properties

stackCount?: number

The minimum number of consecutive imbalances required to form a stack. Default is 3.

threshold?: number

The threshold percentage to determine an imbalance. Default is 300.

tickSize?: number

The size of the price tick.