RFT Buy/Sell Levels
LiveDelta from ticks, not from candles.
Three layers of responsibility
Measurement
Counts real taker buys and sells from the trade stream — the tick delta itself, not its approximation from candle shape.
Signal
Only a paired burst is traded: both sides abnormally active on one bar, its boundaries — the entry levels and the target.
Execution & accounting
Places limit orders at the levels, runs the averaging toward the target and keeps exact books — fees, funding, the true break-even.
The trade cycle
The tick stream
The system continuously receives the trade stream across a broad list of liquid futures, adding up real buys and sells tick by tick.
A paired burst
The signal is a two-sided anomaly only: buys and sells break out of their usual range at the same time, on the same bar.
Entry levels
The burst's boundaries become levels: limit orders stand on both sides, and the distance between them is the trade's target.
Averaging to target
There is no stop: a move against the position is met with rule-based add-ons, and the target is recalculated from the actual break-even with all costs.
Closing the round
The round closes at its target; the result is published at once, including losing outcomes — and the system waits for the next paired burst.
Why this works
Real delta, not an approximation
Chart indicators split a candle's volume by where it closes, so buys and sells are anticorrelated by construction — a two-sided burst is invisible. A case to verify: a candle closed in the lower third, the approximation gave sells two thirds; in reality buyers took 40.5%. No signal on the chart — the system has one.
A two-sided burst is an event
A simultaneous anomaly on both sides is not noise but a collision of large interests: someone is selling at market insistently, and someone is buying just as insistently. Single-sided bursts are never traded: one-sided activity too often turns out to be ordinary price movement.
Signal is separated from execution
Entry levels are known before the trade: the orders are limits — they wait for the price rather than chase it. Execution and position management follow the engine's rules with no manual intervention — the human factor is excluded from the trading loop by design.
The accounting is honest
Fees, funding, real execution prices: break-even and the target are calculated from the actual entry price. All trades are published, including losing ones — and we name the result profile in advance: closed rounds in profit, the current minus lives in open positions.
Safety interlocks
Here, as with the flagship GT-RFT, there is no stop-loss and the position averages toward its target — so the interlocks guard not a single trade but the design as a whole: the boundaries the engine holds around every round.
- Minimum target distance: a burst too narrow is not traded — the target must cover the round's costs with a margin.
- An incomplete bar is not scored: a signal is computed only on fully collected data — gaps cannot invent a burst.
- The entry price is rounded in the trade's favor, and the exit size is read from the exchange, not from the plan — a partial fill leaves no tail.
- A new signal on an instrument cancels pending entries only — it never touches the closing targets already placed.
- Reconciliation with the exchange runs constantly: a position without a target receives one automatically, an orphaned order is removed.
Questions about the strategy?
Write to us — we'll answer questions about the mechanics, onboarding terms and risks. No autoresponders, no sales scripts.