Optimization
The Optimization Settings panel provides control over how each analytical subsystem — Market Waves, Core Toolkit, and Nautilus System — interprets market data.
These parameters directly affect signal generation accuracy, detection sensitivity, and backtest realism. Not all condition types include optimization inputs; only the components that rely on configurable sensitivity, timeframe, or detection logic provide adjustable parameters.
MARKET WAVES SETTINGS
These inputs refine the reaction speed and behavior of the Market Waves engine, affecting how it detects short- and long-term trend dynamics.
Trend Signals (Sensitivity) Adjusts how reactive the trend detection algorithm is.
Lower values = higher sensitivity, faster reaction to small swings.
Higher values = smoother, long-term trend interpretation. Ideal for tuning trend-following vs. mean-reversion responsiveness.
FlowTrend (Timeframe Source) Defines the timeframe used for the higher-timeframe market flow calculation.
Chart — uses the current chart’s timeframe.
Selecting a lower timeframe may cause repainting. For best accuracy, use a higher timeframe (e.g., 1H flow on a 15M chart) to maintain realistic, non-repainting signal behavior.
Candlestick Patterns Chooses which candlestick setups are considered valid triggers for pattern-based conditions. Options include All, Hammer, Engulfing, Doji, Star, Harami, Tweezer Top/Bottom, etc.
MARKET CORE SETTINGS
These parameters control the precision and complexity of market structure and price-action components.
Market Structure – Length
Defines the swing lookback used to identify structural highs and lows. Longer lengths reduce noise but may delay structure changes.
Order Blocks
Use Last: Specifies how many recent Order Blocks are considered in logic.
Macro Blocks: Enables higher-timeframe (macro) block detection for institutional context.
Fair Value Gaps (FVG)
Use Last: Limits the number of recent gaps used in detection logic.
FVG Threshold: Sets the minimum required size (in ticks or %) for a valid gap.
Swing Failure Pattern (SFP)
Length: Defines how many bars are used to confirm local swing highs/lows.
Threshold: Sets the minimum volume or strength required for SFP validation. These filters ensure only significant liquidity sweeps are recognized.
Support / Resistance
Sensitivity: Controls how tightly the algorithm reacts to local pivot levels.
Strength: Determines how many price interactions validate a level as strong support/resistance.
Channels / Wedges
Channels: Sets the detection range (Small → Macro) for parallel channel formation.
Wedges: Sets the detection range (Small → Macro) for parallel channel formation.
Liquidity Grab
Length: Specifies how many bars are evaluated to detect liquidity sweeps above highs or below lows.
Liquidity Magnets
Mitigation: Controls how zones react once price interacts with them (e.g., close-based interaction or wicks).
BigBeluga Liquidity
Sensitivity: Controls how reactive liquidity zone detection is. Lower values show more zones, higher values focus on the most significant ones.
Session
UTC Offset: Adjusts the session time zone relative to UTC.
Session Range: Defines the intraday session window (e.g., 08:00–08:45) used for breakout analysis.
NAUTILUS SETTINGS
The Nautilus System offers preset profiles optimized for different trading styles, balancing reactivity and smoothness of oscillator-based signals.
Trader Preset Select between Scalper, Day Trader, and Swing Trader profiles:
Scalper: Highest reactivity, fast signal turnover for lower timeframes.
Day Trader: Balanced responsiveness, suitable for intraday directional plays.
Swing Trader: Smooth long-cycle detection, ideal for larger market phases.
Each preset automatically adjusts core Nautilus parameters such as oscillator length, peak detection sensitivity, and divergence threshold.
FILTERS SETTINGS
Moving Average Settings
SMA Length (Simple Moving Average): Defines the lookback period for the SMA. A higher value creates a smoother, slower trend line, while a lower value reacts more quickly to price changes.
EMA Length (Exponential Moving Average): Sets the period for the EMA. Because the EMA places more weight on recent price data, it is often used for identifying short-term trend shifts.
HMA Length (Hull Moving Average): Adjusts the period for the Hull Moving Average. The HMA is designed to reduce lag while simultaneously improving smoothness, making it an excellent filter for high-volatility assets.
RSI (Relative Strength Index)
Length: The lookback period (e.g., 14) used to calculate price momentum.
OB (Overbought): The upper threshold (e.g., 60). When RSI is above this value, the market is considered extended.
OS (Oversold): The lower threshold (e.g., 40). When RSI is below this value, the market is considered compressed.
MFI (Money Flow Index)
The MFI is often called "Volume-Weighted RSI." It uses both price and volume to measure buying and selling pressure.
Length: The period used to calculate money flow.
OB (Overbought): The threshold (e.g., 60) indicating excessive buying volume.
OS (Oversold): The threshold (e.g., 40) indicating excessive selling volume.
The Optimization Settings define how deeply the BigBeluga Backtester analyzes market structure, trend, and momentum. By fine-tuning these parameters, traders can replicate any market condition — from volatile scalping environments to multi-day trend phases — and ensure every test reflects realistic system behavior.
These inputs bridge discretion and data: turning high-level concepts into precisely adjustable, backtestable models that evolve with market dynamics.
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