Question 1

What Is Scalping Mode?

Accepted Answer

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 |

Question 2

Available Instruments

Accepted Answer

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).

Question 3

Realistic Simulation

Accepted Answer

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 | |---------------|-------------------| | $1M | 2.5% | Funding payments are simulated 3× daily (UTC 00:00, 08:00, 16:00).

Question 4

Subscription Requirements

Accepted Answer

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.

Question 5

Limitations

Accepted Answer

- 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

Question 6

FAQ

Accepted Answer

**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 simulat

Question 7