Amihud Illiquidity
Measures market liquidity by dividing absolute return by volume. High values indicate thin markets where large orders move price significantly.
Why AlgoZilla Uses Amihud Illiquidity
Illiquid conditions increase slippage and reduce signal reliability. The model adjusts position sizes and entry conviction based on liquidity.
Feature Variants
AlgoZilla expands every base indicator into multiple variants: raw values, delta (rate of change over 8/12/24 bars), divergences, and multi-timeframe computations across 2H, 4H, 8H, 12H, and 24H horizons. This is what sets AlgoZilla apart: 170+ features, each retrained every two weeks per coin.
Variants: 1 variant (raw value)
Part of a Bigger Picture
No single indicator drives AlgoZilla decisions. This is one of 170+ features feeding into a machine learning ensemble, retrained every two weeks per coin. The model learns which features matter in each market regime.
