Tag: Gold

4. Makro Matrix Risk — dynamiczna punktacja instytucjonalna

This is the most unique feature of the system. Before every order, AHS consults 19 global assets, analysing each through 5 indicators — a total of 95 indicator handles running in parallel.

Skład Makro Matrix Risk

Tech Titans (≈60% of the pool):

Global Macro (≈40% of the pool):

Dynamic Weighting — What Sets This System Apart

Base weights are a starting point, not fixed values. For each asset, a multiplier is computed based on current indicators:

Indicators per asset (H1 timeframe):
  → MA50, MA200   (long-term trend)
  → RSI(14)       (momentum / overbought-oversold)
  → CCI(14)       (deviation from mean)
  → MFI(14)       (money flow)

Multiplier logic for BUY scoring:
  → Bullish trend (MA50 > MA200):          +0.5
  → Oversold (RSI<30 or CCI<-100):        +0.5
  → Overbought (RSI>70 or CCI>100):       -0.5
  → Money flowing in (MFI>50):            +0.2

Multiplier logic for SELL scoring:
  → Bearish trend (MA50 < MA200):          +0.5
  → Overbought (RSI>70 or CCI>100):       +0.5
  → Oversold (RSI<30 or CCI<-100):        -0.5
  → Money flowing out (MFI<50):           +0.2

Minimum multiplier = 0.1 (prevents negative weights).

Scoring Mechanism

effective_weight = base_weight × multiplier
max_pool        += effective_weight           // maximum possible score

// Does this asset confirm the direction?
if BUY:  price > MA50 → align_score += effective_weight
if SELL: price < MA50 → align_score += effective_weight

// GOLD is inverse (is_inverse=true):
// Bullish GOLD = Risk-Off = confirms SELL, not BUY

final_alignment = (align_score / max_pool) × 100%

Block condition: If final_alignment < Inp_Macro_Min_Alignment_Percent (default 70%) → order blocked.

Lazy Evaluation

The Macro Matrix is not computed on every tick. It is triggered exclusively when a strategy generates a signal. This dramatically reduces CPU usage. Log: "BUY Align: 82% (Pool: 145)" / "Block BUY: Macro Score".

When No Market Is Active

When all assets are inactive (no data, markets closed) → max_pool = 0 → filter bypassed, trading allowed. The system never blocks itself when global data is unavailable.