Whale Tick Candle Compression Breakout

Trade Whale – Tick Compression Breakout (v1.0) is a short-term breakout scalper that filters setups via ATR-based compression. After price coils in a tight band on your chosen timeframe (e.g., H1), it opens a position when the previous candle’s high/low is broken. Risk is anchored by SL = ATR × multiplier, while TP is an R-multiple of that stop distance (e.g., 2.0R). Position size can be percent-risk or fixed lot, and is margin-clamped to broker limits for safety. A timeout can auto-close positions to maintain discipline, and you may restrict trades to buys only or sells only.

Because entries depend on live breaks of the prior candle, backtesting with Every tick / Real ticks is recommended.

1. Compression Detection
   On the selected timeframe (e.g., H1), compute the range of the last LookbackBars ( highest − lowest ) and compare it to current ATR(ATRPeriod).
   Rule: If (range / ATR) < CompressionRatio , conditions are “compressed,” so a breakout is worth tracking.

2. Breakout Trigger
   After compression is confirmed, new ticks check for:

• BUY: ask > previous_high

• SELL: bid < previous_low
  If true, open a trade in that direction (subject to risk checks).

3. Stop & Take-Profit

• Stop-Loss (SL): Start from ATR × ATRMultiplier , then pass the distance through a safety function to satisfy broker stop/freeze/tick-size constraints.

• Take-Profit (TP): TakeProfitRMultiple × stop_distance (e.g., 2.0R).

4. Position Sizing with Margin Clamp

• Percent-Risk mode: Risk money = balance × RiskPercent → convert to lots using stop distance and tick value.

• Fixed-Lot mode: Use the specified lot.
  In both cases, lots are capped by available margin (via OrderCalcMargin ) and snapped to minLot / maxLot / lotStep . If margin can’t support min lot, the entry is skipped.

5. Timeout Management
   If a position remains open beyond MaxOpenMinutes, the EA closes it (optional).

6. Diagnostics (Optional)

• TesterProbeTrade: In Strategy Tester, if margin permits, place one tiny trade to quickly verify permissions/environment.

• DebugLogs: Print detailed logs for troubleshooting.

General Settings

• Timeframe — Working timeframe for ATR, compression range, and breakout (e.g., PERIOD_H1 ).

• MaxOpenMinutes — Maximum holding time (minutes).

• LotMode — LM_RiskPercent (percent-risk) or LM_FixedLot (fixed lot).

• RiskPercent — Percent of balance risked per trade (used when LM_RiskPercent ).

• FixedLot — Lot size used when LM_FixedLot .

• MagicNumber — Unique ID so the EA isolates its own trades.

• SlippagePoints — Allowed deviation in points.

Volatility & Compression

• ATRPeriod — ATR lookback on the chosen timeframe.

• ATRMultiplier — Base SL distance as ATR × multiplier (later adjusted to broker limits).

• CompressionRatio — Compression threshold; (range / ATR) < ratio means compressed.

• LookbackBars — Bars used to compute highest − lowest for the range.

Trade Management

• UseTakeProfit — Enable/disable TP.

• TakeProfitRMultiple — TP distance as an R-multiple of SL (e.g., 2.0R).

• CloseOnTimeout — Close positions when MaxOpenMinutes elapse.

• AllowBuys / AllowSells — Restrict to long-only or short-only if desired.

Diagnostics

• TesterProbeTrade — In Tester, place a single micro trade if margin allows (quick sanity check).

• DebugLogs — Verbose logging for development/testing.

• Backtest model: Use Every tick / Real ticks for realistic trigger behavior.

• Symbol specifics: Metals, indices, and crypto have different tick sizes/values; percent-risk sizing accounts for this automatically.

• Compression sensitivity: Lower CompressionRatio = stricter filter; higher = more permissive.

• Broker safety: The SL distance is adjusted to meet stop level / freeze level / tick size constraints to avoid invalid stops.

• Margin safety: If available margin can’t support minLot, the EA skips the trade to protect the account.

• Scope of v1.0: Trend/session filters and advanced exits (partial TP / BE / trailing) are not included in v1.0 but can be added in a later revision.

Automated trading involves substantial risk.

• Capital at Risk: Trading can result in the loss of all invested capital.

• Past ≠ Future: Historical performance does not guarantee future results; volatility regimes change.

• Liquidity & Slippage: News, gaps, and spread widening can cause slippage or missed stops.

• Broker Conditions: Contract size, min stop, tick value, commissions/spreads materially affect outcomes.

• Testing: Start on demo/forward tests, then small live trials. Only trade with money you can afford to lose.