Algorithms – TARB
What is Volven TARB?
TARB, short for TWAP Arbitrage, is an algorithmic strategy that gives you the opportunity, with no manual interference,
to take profit/stop loss along as the strategy is active. The strategy opens and closes the positions with the Volven
TWAP strategy. Different parameter settings allow you to determine how the “Take Profit” or “Stop Loss” function should
behave if you wish to customize the behavior of the algorithm. The TARB makes a profit by generating a net positive
spread between the two active TWAPS.
How to start a Volven TARB strategy
- From the Ticker view:
- Select TARB
- Click “Buy” or “Sell”
- Inside the Strategy Panel, fill in your desired
- Take Profit
- Price Limit – Optional
Let’s explain a BUY example with the following parameters:
Size: 1 BTC
Take Profit: 1%
Duration: 1 Hour
Price Limit: 20 100 USDT
Since Take Profit is set to 1%, the TARB will initiate its Take Profit TWAP when the last price in the market is 1%
higher than the TARBs average price.
Since Prime Limit is 20 100 USDT, the TARB will not buy above this Price Limit.
During its duration, the Opening and Take Profit TWAP will automatically detect attractive and unattractive zones for
buying and selling, and adjust its size and time intervals accordingly to generate the best possible execution
Note: Take profit duration will automatically be set to 30% of the duration.