Scalping Mode (1-Second Data)
Scalping Mode (1-Second Data)
Scalping Mode lets you backtest strategies with 1-second candle granularity — the highest precision available on StratBase.ai. It uses real Binance aggTrades data reconstructed into extended OHLCV+ candles.
What Is Scalping Mode?
Standard backtests use candles from 1-minute to 1-week. Scalping Mode drops to 1-second resolution, capturing micro-movements that matter for high-frequency and scalping strategies.
Each 1-second candle includes 13 fields — far more than standard OHLCV:
| Field | Description | |-------|-------------| | Open / High / Low / Close | Standard price data | | Volume | Total quantity traded | | Buy Volume | Quantity from buy orders | | Sell Volume | Quantity from sell orders | | Trades Count | Number of individual trades | | VWAP | Volume-weighted average price | | Price Std Dev | Price volatility within the second | | Max Trade Qty | Largest single trade size | | Spread Estimate | Estimated bid-ask spread |
Available Instruments
Scalping Mode covers 20 USDT perpetual futures on Binance:
Priority (most liquid): BTC, ETH, SOL
High Cap: BNB, XRP, ADA, DOGE, LINK, AVAX, DOT
Mid Cap: LTC, UNI, MATIC, ATOM, NEAR, FIL, AAVE, XLM, ETC, TRX
Historical depth: up to 5 years of 1-second data (from February 2021).
Realistic Simulation
Scalping backtests include a realistic execution model:
| Parameter | Value | |-----------|-------| | Default leverage | 10× (isolated margin) | | Maker fee | 0.02% | | Taker fee | 0.05% | | Slippage model | 1.0 BPS fixed | | Network latency | 50 ms + 10 ms processing |
Liquidation simulation uses tiered maintenance margin:
| Notional Value | Maintenance Margin | |---------------|-------------------| | < $50K | 0.4% | | $50K – $250K | 0.5% | | $250K – $1M | 1.0% | | > $1M | 2.5% |
Funding payments are simulated 3× daily (UTC 00:00, 08:00, 16:00).
Subscription Requirements
Scalping Mode requires Premium ($49/mo) or Private ($99/mo) subscription:
- 1-second timeframe selection
- Up to 5 years of historical data
- Extended OHLCV+ fields for indicator calculations
Tip: Start with shorter test periods (e.g., 1 month) to get quick results, then extend for comprehensive analysis.
Limitations
- Only 20 instruments (vs 1,500+ for standard backtests)
- Only Binance USDT perpetual futures
- Larger data volumes = longer computation time
- Some indicators may behave differently at 1-second resolution
FAQ
Q: Can I use all indicators in Scalping Mode? A: Yes, all 245+ indicators work with 1-second data. However, indicators designed for higher timeframes (like Ichimoku on daily) may not be meaningful at 1s resolution.
Q: How long does a 1-second backtest take? A: Depends on the period. A 1-month test typically completes in under a minute. A full 5-year test may take several minutes.
Q: Is the data real market data? A: Yes — reconstructed from actual Binance aggregate trades, not simulated.