Foreign exchange Atlas – System Technical Structure
This text serves as detailed documentation of the Foreign exchange Atlas system and describes the structure of the methods, danger administration, and configuration of the Professional Advisor parameters.
Whereas the product web page gives a normal overview of the system, the next textual content explains the logic of the person system parts in larger element.
Foreign exchange Atlas is an automatic buying and selling system for the MetaTrader 5 platform designed as a scientific multi-strategy, multi-market portfolio.
The target of the system is to attain extra steady efficiency by combining methods that reply to various kinds of market environments.
The system structure is predicated on the mix of two major buying and selling approaches:
development buying and selling
breakout buying and selling
Development methods are designed to seize medium-term to long-term market developments, whereas breakout methods react to volatility growth and value construction breakouts after consolidation durations.
The mix of those approaches helps cut back the system’s dependency on a single market regime.
The system operates in netting mode, which signifies that just one ensuing place exists per instrument at any time. This method simplifies publicity administration and permits pure aggregation of alerts from particular person methods.
Portfolio Structure (CORE + BOOSTER)
Foreign exchange Atlas makes use of a modular portfolio construction divided into two foremost parts: CORE and BOOSTER.
The CORE part represents the stabilizing basis of the system. Methods on this a part of the portfolio are designed to ship extra steady efficiency with decrease end result volatility. CORE contains:
Breakout methods
Development methods
BOOSTER modules function a efficiency extension of the portfolio. Their goal is to extend the potential return of the portfolio whereas sustaining diversification. BOOSTER contains development methods:
The mix of CORE and BOOSTER creates a diversified technique portfolio with totally different buying and selling frequencies, totally different time conduct, and totally different responses to market situations.
The system can be utilized:
as a whole portfolio throughout all devices
or individually on chosen markets in line with the consumer’s preferences
Development Technique
The development technique is designed to seize medium-term to long-term market developments.
It’s used on the next devices:
USDJPY
GBPJPY
EURJPY
The entry logic makes use of a mixture of a number of analytical parts:
shifting averages
candle construction
development filter
The technique can open each lengthy and brief positions relying on the present market improvement.
Place Administration
Open place administration makes use of a multi-stage exit mannequin based mostly on risk-reward ranges.
The mannequin contains:
This method permits gradual revenue realization whereas leaving a part of the place open in case the development continues.
Breakout Technique
The breakout technique is designed for markets with greater volatility.
It’s used on the next devices:
DAX
XAUUSD
The algorithm first identifies consolidation durations the place value strikes inside a comparatively slim vary. It then screens a breakout of this vary, which can sign the start of a brand new impulsive motion.
When getting into a commerce, the system analyzes candle construction and the scale of the value vary, which helps cut back false breakouts.
Max Candles Safety
The breakout technique features a protecting mechanism referred to as Max Candles.
This mechanism capabilities as a time-based exit rule.
If the stop-loss will not be moved to Break Even inside an outlined variety of candles after the commerce is opened, the place is robotically closed.
The aim of this mechanism is to get rid of stagnating trades and free capital for brand spanking new buying and selling alternatives.
Regime-Primarily based Threat Filter
An essential element of the system is dynamic danger administration utilizing a regime-based danger filter.
The filter evaluates:
Primarily based on these elements, the system distinguishes three primary market regimes.
Favorable regime
The system can commerce with a better a number of of the bottom danger.
Regular regime
Customary danger is utilized.
Antagonistic regime
The system robotically reduces the chance measurement.
The danger measurement is at all times derived from the Base Threat % parameter, whereas particular person regimes apply totally different multipliers.
The objective of this mechanism is to adapt publicity to present market situations and cut back danger throughout unfavorable durations.
Well being Safety System
Foreign exchange Atlas features a safety mechanism known as the Well being System, which screens technique stability.
The system contains two foremost safety capabilities.
Loss Streak
Displays the variety of consecutive losses on a given instrument.
If the variety of losses exceeds an outlined threshold, buying and selling on that instrument is quickly paused.
Fairness Drawdown from ATH
The system screens fairness decline from the historic most on a given instrument.
If the drawdown exceeds an outlined restrict, buying and selling on that instrument is quickly stopped.
Buying and selling Periods
Foreign exchange Atlas doesn’t commerce repeatedly all through all the day.
The methods function inside outlined time home windows akin to main durations of market exercise.
Development methods
03:00 – 11:30
16:00 – 21:00
Breakout methods
08:00 – 11:00
14:30 – 18:00
Buying and selling is primarily concentrated in morning, afternoon, and night hours when market liquidity is usually greater.
The system deliberately avoids evening hours and a part of the noon interval when market liquidity tends to be decrease and value actions may be extra chaotic.
All instances are outlined in line with the platform’s native time.
Financial Calendar
The EA contains an built-in financial occasion filter.
The filter permits:
pausing buying and selling earlier than an financial occasion
pausing buying and selling after an financial occasion
filtering occasions by significance (Excessive / Medium / Low)
Use of the financial calendar is non-obligatory and may be enabled or disabled at any time.
For technical causes, historic backtesting can’t be carried out with the calendar enabled as a result of historic financial occasion databases will not be included within the platform’s testing setting.
Threat Administration
Threat administration is predicated on the Base Threat % parameter, which defines the proportion of danger relative to the present account measurement.
This parameter is outlined individually for the development and breakout methods, permitting unbiased danger management of each system parts.
Place measurement is calculated robotically, and the regime danger filter can alter the bottom danger relying on present market situations.
The system additionally contains extra capital safety mechanisms:
Max Each day Loss – most every day loss
Fairness Purpose – cease buying and selling after reaching a goal fairness degree
These capabilities are sometimes used significantly in prop buying and selling environments, the place strict danger administration guidelines have to be revered.
System Utilization
Foreign exchange Atlas is designed as a scientific buying and selling system for long-term portfolio buying and selling.
It’s not a scalping or high-frequency technique.
System efficiency could also be influenced by elements corresponding to:
The system is primarily meant for customers who perceive the ideas of systematic buying and selling and portfolio danger administration.
Future Improvement
The EA is actively developed and shall be steadily expanded.
Future improvement focuses primarily on:
System Settings
Foreign exchange Atlas contains configurable parameters that enable customers to regulate system conduct in line with their preferences.
The default settings correspond to the configuration utilized in historic backtests and analytical system outputs.
Fast Begin
Fundamental EA utilization requires only some easy steps.
1. Choose the technique for the given instrument
Default setting:
Breakout technique = sure
Development technique = no
If you wish to commerce the development technique:
Development technique = sure
Breakout technique = no
Solely one technique needs to be lively per instrument.
2. Use the right technique for the right instrument
Development methods
Breakout methods
3. Verify the fundamental parameters
It’s endorsed to change solely the next variables:
Max Unfold – in line with dealer situations
Base Threat % – in line with most popular danger administration
Different parameters are optimized for the default system configuration.
Advisable Capital and Leverage
The really helpful beginning capital is roughly 10,000 USD with 1:30 leverage.
You will need to contemplate that the methods use partial place closures (partials).
Ample capital is due to this fact essential not solely from a margin perspective but additionally for efficient place administration and gradual publicity discount throughout trades.
With greater leverage or when buying and selling a smaller variety of devices, the required capital could also be decrease.
Parameter Description
ENTRY TREND
Development technique = no
Allow or disable the development technique.
Max Unfold = 10.0
Most allowed unfold for opening a commerce.
Commerce path = each
Defines the allowed buying and selling path:
• solely lengthy – solely lengthy positions
• solely brief – solely brief positions
• each – lengthy and brief positions
Entry TF = H1
Timeframe used for entry alerts of the development technique.
EXIT TREND
SL ATR = 3.0
Cease-loss distance outlined as a a number of of the ATR indicator.
TRADING TIME TREND
Time supply = native time
Supply of time used for buying and selling periods.
dealer – dealer server time
GMT – Coordinated Common Time
native time – laptop native time
1 session begin = 03:00
1 session finish = 11:30
2 session begin = 16:00
2 session finish = 21:00
Defines buying and selling home windows of the development technique.
RISK TREND
Base Threat % = 1.0
Base share danger per commerce.
Favorable Regime Threat Multiplier = 1.5
Multiplier of the bottom danger throughout favorable market situations.
Regular Regime Threat Multiplier = 1.0
Customary danger multiplier.
Antagonistic Regime Threat Multiplier = 0.75
Decreased danger multiplier throughout unfavorable market situations.
HEALTH TREND
Loss streak = 20
Variety of consecutive dropping trades after which buying and selling on the instrument is paused.
Fairness DD from ATH % = 20.0
Most allowed drawdown from the historic fairness most on the given instrument.
ENTRY BREAKOUT
Breakout technique = sure
Allow or disable the breakout technique.
Max Unfold = 50.0
Most allowed unfold for opening a commerce.
Commerce path = each
Allowed buying and selling path.
Entry TF = M15
Timeframe used for figuring out breakout alerts.
Vary candles = 8
Variety of candles used for calculating the consolidation vary.
Buffer breakout ATR = 0.2
Breakout degree buffer outlined as a a number of of the ATR indicator.
EXIT BREAKOUT
TP RRR = 4.0
Goal revenue outlined by the Threat-Reward ratio.
Max candle = 96
Most variety of candles after which the commerce shall be closed if the stop-loss has not been moved to Break Even.
Partials shift SL = BE+Partials
Administration of stop-loss shifting:
• no – BE and partials disabled
• BE – stop-loss strikes to Break Even
• BE+Partials – stop-loss shifts in line with partial exits
1Partials RRR = 2.0
Threat-Reward degree for the primary partial exit.
1Partials shut % = 50.0
Share of the place closed on the first partial.
2Partials RRR = 0.0
Threat-Reward degree for the second partial exit.
2Partials shut % = 0.0
Share of the place closed on the second partial.
TRADING TIME BREAKOUT
Time supply = native time
1 session begin = 08:00
1 session finish = 11:00
2 session begin = 14:30
2 session finish = 18:00
RISK ALL ATLAS
Slippage = 10
Most allowed slippage throughout execution.
Max devices = 4
Most variety of devices traded concurrently.
Max foreign money publicity = 4
Most variety of open positions containing the identical foreign money.
Max every day loss % = 15.0
Most every day account loss. After reaching this worth buying and selling is paused.
Fairness Purpose = 220000.0
After reaching this fairness degree the EA closes all open positions and stops buying and selling.
CALENDAR ALL ATLAS
Allow = no
Allow or disable the financial calendar.
Occasion filter – Disable earlier than (min) = 15
Pause buying and selling earlier than the financial occasion.
Occasion filter – Allow after (min) = 15
Re-enable buying and selling after the occasion.
Occasion Excessive = sure
Occasion Medium = no
Occasion Low = no
Filtering of financial occasions in line with their significance.
Time offset hours = -1
Time offset of the financial calendar.
