Vantis Forex Portfolio Engine

Vantis Engine is an Expert Advisor for MetaTrader 5 designed to trade breakouts in liquid markets. It combines asset classification, volatility and trend filters, exposure control, risk management, an integrated preset engine and a modular architecture. The system is fully rule-based. It does not use martingale, position averaging or position-scaling techniques.

How it works

On every new bar, Vantis Engine follows a fixed operating sequence:

1. Detects a new bar. This prevents multiple entries within the same bar.
2. Checks the drawdown limit. Trading stops if the maximum allowed drawdown is exceeded.
3. Builds the symbol ranking. Each instrument receives a score based on volatility, trend and opportunity, and is sorted from highest to lowest.
4. Iterates through the ranking. For each symbol it checks the minimum required score, macro exposure and entry conditions, opening a trade only when all conditions are valid.
5. Applies the maximum number of concurrent positions. The system never exceeds the permitted number of open trades.

Score (Institutional Score)

The Institutional Score combines three components:

• Volatility (40%): the ratio between the short-term ATR and the long-term ATR. Higher volatility increases the score.
• Trend (40%): price position relative to the moving average and the slope of the moving average.
• Opportunity (20%): based on the symbol's spread. The lower the spread, the higher the score.

Trading Profiles

A trading profile defines the default operating values for:

• Risk per trade.
• Minimum required score.
• Maximum number of concurrent positions.
• Maximum exposure per currency.
• Maximum global exposure.

The trading profile does not define which symbols are traded. User-configured parameters always take precedence over the profile when their value is different from zero. When a profile is selected, Vantis automatically applies its default values. The most relevant ones for day-to-day use are:

AUTO Mode

The default operating parameters have a value of 0.

• If a parameter remains at 0, the value defined by the selected trading profile is used automatically.
• If the parameter has a value different from 0, the value specified by the user is used.

This preserves the profile structure while giving the user full control.

Two levels of automatic configuration

The same "value 0 = automatic" logic applies to two groups of parameters:

• Profile parameters (risk per trade, minimum score, maximum positions, exposures): if left at 0, they take the value of the selected trading profile.
• Preset technical parameters (ATR, compression and expansion, trend, trailing, partial close, session filters, spread, extension, etc.): if left at their default value (0, or −1 where indicated), they take the value of the selected symbol preset.

Any value different from the default overrides the corresponding preset or profile.

On/off switches (sessions, partial close, weekend close) use a three-state selector: Use preset / Force ON / Force OFF.

Logging options (Debug Mode, Debug Factors, Analytics Logging) do not depend on the preset: they are 100% controlled by the user.

Symbol Presets

A Symbol Preset defines exactly which instruments the system trades and, in addition, incorporates its own set of optimized operating parameters (ATR periods, compression and expansion factor, trend MA period, trailing stop and partial close, session filter, maximum spread, maximum extension, etc.).

When a preset is selected, Vantis automatically applies all of its values: the user does not need to configure any technical parameter to start trading.

The trading profile never modifies this selection.

Preset Default Values

When a preset is selected, Vantis automatically applies its default values. The most relevant ones for day-to-day use are:

Entry Conditions

A trade is executed only when all of the following conditions are met:

• The market is in compression: the current ATR is below the average ATR multiplied by the compression factor.
• The breakout is significant: the bar range exceeds the ATR multiplied by the expansion factor.
• Macro exposure is clean: the system avoids trading pairs that share the same currencies.
• The Institutional Score is high enough: controlled by the selected profile or by the user-defined value.

Risk Management

Position size is calculated using:

• The account balance.
• The risk per trade.
• The ATR-based stop loss distance.
• The symbol value.
• The minimum price increment (tick size).

This approach keeps a consistent and proportional risk level across all trades, regardless of the instrument traded.

Recommended Timeframe

Vantis Engine uses the timeframe of the chart on which it is running for all of its operating decisions.

Its internal logic — including entry filters, risk management, multi-timeframe alignment and exit rules — has been calibrated mainly around the 1-hour timeframe (H1). For this reason, H1 is the recommended timeframe for trading the system. Load Vantis Engine on the chart of one of the symbols included in the selected symbol preset (or on your custom list if you use CUSTOM SYMBOL SET). The system manages the entire set of symbols from a single instance.

Setup and Testing

Beginners can start by selecting the CORE LIQUIDITY SET or JPY MOMENTUM SET preset; the system automatically applies all of the preset's optimized parameters.

Intermediate users can:

• Adjust the compression and expansion factors.
• Experiment with different symbol presets.
• Optimize the Min Institutional Score parameter.

Advanced users can:

• Use the CUSTOM SYMBOL SET preset.
• Optimize the technical parameters for each instrument.
• Integrate Vantis Engine within a diversified portfolio of systems.

Operating Recommendations

• Avoid over-diversifying symbols.
• Avoid trading during high-impact news events.
• Keep risk per trade between 0.50% and 1.50%.
• Monitor spreads during low-liquidity sessions.
• Before using real capital, run the system on a demo account for a sufficiently representative period.

Verify that behavior is as expected under your broker's conditions, including:

• Spreads.
• Execution quality.
• Symbol availability.
• Market closing hours.

Make sure the pairs you want to trade exist at your broker. The Custom Symbols List field is empty by default and should only be filled in when CUSTOM SYMBOL SET is selected; if that preset is chosen with an empty list, the system will not start and displays a warning.

Review and adapt the input parameters according to:

• Your risk tolerance.
• Your account size.
• Specific market conditions.

The default values are a reasonable starting point, but they do not guarantee profitability.

It is recommended to start with conservative risk settings and increase them gradually.

Risk Disclosure

Trading in the Forex market involves a high level of risk and may not be suitable for all investors. You may lose part or all of your invested capital. Past results, including those obtained through backtesting, do not guarantee future returns. Vantis Engine is a trading tool and does not guarantee profits. Trade only with capital you can afford to lose and use the system at your own risk.