NEXA Breakout Velocity

NEXA Breakout Velocity is an automated trading system based on channel breakout logic combined with momentum (ROC), volume filtering, and ATR-based risk management.

The system is designed to detect volatility expansion phases where price breaks beyond recent ranges with increasing speed and participation.

All signals are calculated on closed bars only.
Only one position per symbol is maintained at a time.

The system combines the following components:

1. Channel-based breakout detection

2. Rate of Change (ROC) velocity filter

3. Volume expansion filter

4. Optional lower timeframe confirmation

5. ATR-based stop-loss calculation

6. Risk-reward ratio target setting

7. Account risk percentage position sizing

8. Dynamic risk control mechanisms

The strategy does not rely on breakout alone.
It attempts to filter breakouts by requiring momentum and volume confirmation.

1. A price channel is calculated using recent highs and lows.

2. The last closed candle is checked for breakout beyond the channel.

3. The ROC value is compared to its historical average.

4. Volume is compared to its recent average.

5. If enabled, confirmation is required on a lower timeframe.

6. Stop-loss is calculated using ATR.

7. Take-profit is calculated using the defined risk-reward ratio.

8. Lot size is determined automatically based on account risk settings.

All calculations are performed on closed candles.

• Chart timeframe: M15

• Enable automated trading

• Ensure sufficient historical data before running

The system may operate on other timeframes, but it is primarily structured for medium-term breakout detection.

Strategy Parameters

InpChannelLen
Length of the breakout channel.
Higher values reduce trade frequency and may increase breakout strength filtering.

InpRequireROC
Enable or disable momentum filtering.

InpROCMult
Multiplier for ROC threshold.
Higher values reduce the number of trades. Lower values increase frequency.

InpRequireVolume
Enable or disable volume filtering.

InpVolMult
Multiplier for average volume threshold.

InpUseM5Confirm
Enable lower timeframe confirmation.
This may reduce trade frequency while increasing filtering strength.

Stop and Target Settings

InpATRPeriod
ATR calculation period.

InpSL_ATR_Mult
Stop-loss distance multiplier.
Stop-loss = ATR × this value.

InpRR
Risk-reward ratio.
Take-profit = Stop-loss distance × RR.

Risk Management Settings

UseAccountRisk
Enable account risk percentage-based lot sizing.

RiskPercentPerTrade
Percentage of account balance risked per trade.

MaxDailyLossPercent
Daily loss limit to stop trading.

MaxTotalDrawdownPct
Maximum total drawdown threshold.

ConsecLossLimit
Number of consecutive losses before temporary trading suspension.

UseVolatilityAdjust
Automatically reduces lot size during high volatility conditions.

This product can also be used for educational and research purposes.

Recommended approach:

1. Backtest at least 3 years of historical data.

2. Compare fixed lot mode and risk-based mode.

3. Adjust Channel Length and ROC multiplier step by step.

4. Analyze monthly profit distribution.

5. Compare performance with and without lower timeframe confirmation.

Avoid changing multiple parameters at once during optimization.

The strategy tends to operate during:

• Range breakout phases

• Volatility expansion periods

• Sessions with increased trading activity

Performance characteristics may vary during prolonged sideways conditions.

This is an automated trading system.
Financial markets involve risk.

Past performance does not guarantee future results.
Users are responsible for adjusting settings according to their own risk tolerance and capital conditions.

• Delivered as a compiled EX5 file.

• No DLL calls included.

• No external licensing system is used.

• No external data collection is performed.

• The product does not contain restricted or promotional elements.