Tag: ModularStrategySystem

2. Multi-Core Strategy Engine — „First Come, First Served”

This is the system’s most important architectural innovation. Despite the name suggesting a single strategy, AHS is a strategy engine with interchangeable cores, where each strategy can simultaneously fulfil two roles:

The „First Come, First Served” Rule

Strategies are evaluated sequentially in a fixed order:

EvaluateStrategies()
  1. Smart DI (if As_Strategy=true)       → signal? → filters → order → RETURN
  2. MTF Point System (if As_Strategy=true) → signal? → filters → order → RETURN
  3. 3 Consecutive Candles (if As_Strategy=true) → signal? → filters → order → RETURN

Critical implication: When strategy #1 (Smart DI) generates a valid signal and passes all filters, the system immediately opens an order and exits the function (return). Strategies 2 and 3 are never evaluated on that tick. There is no voting, averaging or consensus — the first valid signal wins.

Each strategy is checked only once per new bar (on its own timeframe), which eliminates multiple signals within the same candle.

Configuration Possibilities

• SmartDI as trigger, MTF + 3Candles as filters — SmartDI fires the signal, but it must be confirmed by both other systems
• All three as triggers — three independent strategies compete to open a trade
• MTF as trigger, SmartDI as filter — MTF generates, SmartDI confirms
• Any combination — each strategy can be independently enabled/disabled in either role

A Validator Does Not Validate Itself

Smart logic: strategy X acting as a filter does NOT validate its own signals. Example: if SmartDI is the trigger, the SmartDI filter is skipped (it does not check itself) — only MTF and 3Candles filters are checked.

// Validator skips its own source
if (Inp_SmartDI_As_Filter && trigger_source != "SmartDI") {
    if (!CheckSmartDI_Condition(is_buy)) return false;
}