Kutip wang
- Experts
- Version: 1.0
- Activations: 10
Kutip Wang is a synthetic matrix arbitrage system designed for the MetaTrader 5 platform. The engine constructs a multi-asset synthetic matrix to identify and exploit directional imbalances across a wide range of symbols. It utilizes an institutional-grade architecture to manage complex asset correlations and execution logic.
The system focuses on a synthetic asset universe including XAU, XAG, EUR, GBP, AUD, NZD, USD, CAD, CHF, JPY, and SGD. By analyzing the relationships between these assets, Kutip Wang aims to capture alpha through precise vector execution and advanced mathematical filtering.
Features
The engine incorporates a comprehensive suite of analytical tools to monitor market states and manage risk:
- Multi-Asset Synthetic Matrix: Monitors multiple currency and commodity pairs simultaneously to find trading opportunities.
- Advanced Mathematical Kernels: Uses Z-Score, Pearson Correlation, and Kalman filtering for signal processing.
- Market Regime Detection: Employs Bayesian and Markov state switching to adapt to changing market conditions.
- Volatility Forecasting: Includes GARCH(1,1) and Ornstein-Uhlenbeck processes for proactive volatility management.
- Intelligent Capital Allocation: Features Kelly Criterion and Ralph Vince Optimal f for algorithmic position sizing.
- Comprehensive Risk Management: Includes ATR-based trailing stops, CVaR risk reduction, and systemic equity guards.
Parameters
The following parameters allow for detailed configuration of the engine. They are organized into logical blocks for ease of use.
Matrix Execution Settings
- Execution Mode: Select between Manual, Preservation, Balanced, or Aggressive presets.
- Asset Matrix: Defines the symbols used in the synthetic asset universe.
- Directional Bias: Sets the market bias to Market Neutral, Long Only, or Short Only.
- Excluded Nodes: Specifies any matrix nodes to be excluded from operation.
Vector Execution Manifold
- Drawdown Protocol: Choose between Linear or Non-Linear Adaptive recovery logic.
- Vector Step Distance: Sets the distance between execution steps in notional terms.
- Step Progression Scale: Selects the scaling method for steps (Fixed, Geometric, or Exponential).
- Step Adaptation: Enables dynamic step expansion based on ATR volatility.
- Execution Interval: The minimum time buffer between execution events.
Alpha and Risk Control
- Alpha Realization Logic: Determines if profits are captured independently per channel or in aggregate.
- Alpha Yield Target: The target profit threshold for realizing gains.
- Max Drawdown Limit: The maximum systemic drawdown allowed before mitigation protocols activate.
- Risk Mitigation Protocol: Defines the action taken when drawdown limits are reached.
Intelligence and Math Manifold
- Intelligence Suite: Enables the neural and mathematical filtering modules.
- Signal Filter Type: Choice of filters such as Z-Score, Kalman, or Hybrid protocols.
- Mathematical Thresholds: Adjustable settings for Hurst Exponent, Entropy, and Correlation filters.
- Advanced Math Tier: Enables spectral analysis (FFT) and Support Vector Machine (SVM) veto logic.
Capital and Preservation
- Risk Percentage Limit: The percentage of equity at risk per matrix node.
- Equity Guard: Enables de-risking based on the moving average of the account equity.
- Global Exposure Ceiling: A master limit on the total number of lots allowed across the system.
- Daily Loss/Profit Limits: Hard percentage stops for daily account performance.
Visual and System Interface
- Matrix Visual Interface: Enables the graphical display of neural node metrics and system status.
- Market Sentinel: Protects the system during market open and close volatility buffers.
- Mobile Alerts: Enables push notifications for critical system events and state changes.
Sellers support is provided exclusively via the MQL5.com messaging system and the product comments section. Please use these tools for any questions or technical assistance.
