| Side | Entry | Exit | PnL $ | % | Exit | Dur | Mult |
|---|---|---|---|---|---|---|---|
| No trades yet | |||||||
longSignal = flat AND useLongs AND upSync AND upImpulse AND inWindow
shortSignal = flat AND useShorts AND downSync AND downImpulse AND inWindow
BTC and ETH must both move ≥ minDelta% in the same direction over syncLen bars. This cross-correlation is the core edge.
Current bar's move must exceed impulseFactor × average absolute move over impulseLen bars. Filters out noise, catches real moves.
Stop Loss: Hard stop at slPct% from entry.
Take Profit: Hard limit at tpPct% from entry.
Breakeven Lock: Once peak PnL reaches beTriggerPct%, lock a floor at lockFrac × peak.
ATR Trailing: After BE lock, trail with wiggleK × ATR(atrLen), clamped to [minWiggle, maxWiggle]%.
MDL: 6 statistical generators compete. Cheapest explains price → regime detection.
DCC: Regime stability → exploit (1.2x) or explore (0.5x).
Circuit Breaker: N consecutive losses → pause trading.
Cooldown: Reduce size for N bars after each exit.
Equity Protection: Halt when drawdown exceeds threshold, resume on recovery.
SQS: Sync quality score from magnitude + breadth + volume → size multiplier.
Smart Invert: Flip direction when MDL regime contradicts signal.
VWAP Tilt: Z-score of price vs session VWAP.
Format: SM|S:2|D:0.040|IL:10|IF:0.75|SL:0.045|TP:0.940|...
Import fills all parameters. Export copies the full state. Compatible with Python optimizer output.
On Start, fetches BTC + ETH + trading symbol candles from Binance REST API. All three are time-aligned and replayed through the engine before going live. Recalculate re-runs the stored data with new settings.
Live feed from Binance, MEXC, OKX, Bybit, or Bitget. Historical data always from Binance REST.