Tag: RiskControl

Pyramiding (Position Scaling)

14. Pyramiding (Position Scaling)

Inp_Pyramid_Multiplier     = 3.0   // Scale multiplier (probe → main)
Inp_Pyramid_Max_Lots       = 2.0   // Hard cap: max lots for any single position
Inp_Pyramid_OnlyProfitable = true  // Pyramid only if last position is in profit

Logic:

  • No open positions: lots = target_lots / 3.0 — a small probe is opened (1/3 of normal)
  • Position exists: lots = last_volume × 3.0 — scaling up to full size
  • If OnlyProfitable = true and the last position is in loss → pyramid is blocked

Log: "Pyramid blocked: last position not in profit." / "LOT CAP: 4.50 -> 2.00"

Weekly Filter & Fibonacci (Anti-Crash)

12. Weekly Filter & Fibonacci (Anti-Crash)

Weekly Filter

Inp_WeeklyFilter_Enable = true
Inp_WeeklyFilter_TF     = PERIOD_W1

Blocks trading when the current price is below the previous week’s Low on W1. Protects against trading in a structurally bearish trend or during potential crashes.

Fibonacci Extension Filter

Inp_FiboFilter_Enable = true
Inp_Fibo_TF           = PERIOD_D1

Blocks orders at extreme Fibonacci extension levels on D1. Prevents entering an overheated market that has moved far from its fundamental value.

News Filter!

11. News Filter

Integration with an external economic calendar to protect against high-impact news events:

Inp_News_Filter_Enable = true    // Enable the filter
Inp_News_Mins_Before   = 30      // Freeze trading 30 mins before news
Inp_News_Mins_After    = 12      // Continue freeze for 12 mins after news
Inp_News_Block_High    = true    // Block on high-impact events (red)
Inp_News_Block_Mid     = true    // Block on medium-impact events (orange)

When the news filter is active → no new orders are opened. Existing positions continue to be managed normally.

Dynamic Channel (Box Trading) — Price Tunnel

6. Dynamic Channel (Box Trading) — Price Tunnel

Restricts the trading zone to a dynamically defined price corridor.

Standard Box (Long-Term)

Updated every Inp_Channel_Update_Hours hours (default 6h):

  1. Records the current BID price as base_price
  2. g_Channel_Upper = base_price + Channel_Points_Up × _Point
  3. g_Channel_Lower = base_price - Channel_Points_Down × _Point
  4. Trading is only allowed when price is inside the channel

Default settings: Upper +20,000 pts, Lower −5,000 pts — an asymmetric channel assuming greater upside potential.

Log: "NEW STANDARD PRICE CHANNEL: Base: 2100.50 | Upper: 2300.50 | Lower: 2050.50"

Manual Box (Anti-Crash Protection)

Inp_ManualBox_Enable = true allows the trader to manually define absolute price boundaries:

  • Inp_ManualBox_Upper — upper boundary (price)
  • Inp_ManualBox_Lower — lower boundary (price)

Use case: the trader can manually define a tunnel before a major fundamental event or when operating in a specific market regime.

Channel Priority (IsPriceInChannel)

1. Muzzle Box (active during Impulse) — HIGHEST PRIORITY
2. Manual Box (if Inp_ManualBox_Enable = true)
3. Standard Dynamic Channel (if Inp_Channel_Enable = true)

Status displayed on the panel as g_Status_Channel.

Institutional Impulse + Muzzle Mode

5. Institutional Impulse + Muzzle Mode

One of the defining mechanisms of the system. It detects institutional impulses (sudden, violent moves generated by large capital) and immediately changes the system’s behaviour.

Impulse Detection

On every new bar on Inp_Impulse_TF (default M1):

  1. Calculates average range and average volume over the last Inp_Impulse_AvgPeriod (20) candles
  2. Fetches ATR
  3. Calculates velocity = |current_close - prev_close| / prev_close
  4. Impulse detected if candle range > Inp_Impulse_Min_Range_Points (50 pts) AND at least ONE of the following is true:
  • velocity > Inp_Impulse_Velocity (0.5% price change)
  • current_range > RangeMult × avg_range (2× average)
  • current_range > ATRMult × ATR (2× ATR)
  • current_volume > VolMult × avg_volume (1.5× average volume)

Log: "Institutional Impulse Detected! Activating MUZZLE MODE for 15 mins."

Muzzle Mode — How the System’s Characteristics Change

After an impulse is detected, the system enters Muzzle Mode:

ParameterNormal ModeDuring Impulse (Muzzle Mode)
Min. Smart DI candle body2 pts150 pts
CCI block levelInp_Block_CCI_Level (350)Inp_Muzzle_CCI_Block_Level (130)
SELL signalsAllowedBlocked if Channel_Down = 0
Price channelStandard Dynamic ChannelMuzzle Box (anchored at impulse price)

Key point: When Inp_Muzzle_Channel_Points_Down = 0, the system operates exclusively as BUY ONLY during an impulse — selling is completely blocked. This allows the system to ride the momentum after a breakout move.

Dynamic Muzzle Channel

At the moment an impulse is detected, the system saves the current BID price (g_Muzzle_BasePrice). All subsequent signals must fall within:

  • Upper: base_price + Muzzle_Channel_Points_Up
  • Lower: base_price - Muzzle_Channel_Points_Down (or -DBL_MAX when Down = 0)

Muzzle Mode Deactivation

Muzzle Mode expires only when ALL of the following conditions are met:

  1. Cooldown elapsed: (current_time - impulse_time) > Impulse_Cooldown_Mins × 60
  2. Market has calmed: current_range ≤ 1.5 × avg_range AND current_volume ≤ 1.5 × avg_vol
  3. A local peak or trough has formed: the previous candle has a higher high (peak) or lower low (trough) than its neighbours

Log: "Market calmed down. MUZZLE MODE deactivated."

Adaptive Hybrid System - Multi-Core Strategy Engine -US100
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