Capital Vault Hybrid Adaptive Trading Engine
- 지표
- 버전: 13.7
- 업데이트됨: 9 12월 2025
- 활성화: 15
Capital Vault System is a professional technical analysis suite for MetaTrader 5 engineered to identify market structure and adaptively filter market volatility.
Unlike static indicators, this system integrates three mathematical models—Maximum Entropy Spectral Analysis (MESA), Fractal Dimension, and Harmonic Geometry—to distinguish between directional trends and non-linear consolidation ranges. It includes an embedded Risk Management Dashboard designed to assist traders in real-time position sizing based on market conditions.
Core Technical Modules
1. MESA Adaptive Trend Engine Utilizes the MAMA (MESA Adaptive Moving Average) and FAMA (Following Adaptive Moving Average) algorithms.
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Phase Calculation: The algorithm analyzes the rate of change in the market cycle phase to adjust sensitivity.
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Lag Reduction: Provides faster signal response during high-momentum phases compared to traditional EMA/SMA, while reducing noise during sideways movement.
2. Fractal Market Filter (Volatility Analysis) Monitors the market's efficiency using a Choppiness Index calculation.
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Trend State Detection: Identifies low-entropy environments suitable for directional entries.
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Range State Warning: Detects high-entropy (chaotic) price action. The dashboard visual interface alerts the user to reduce exposure during these periods.
3. Structural Geometry (Murrey Math) Projects a support and resistance framework based on price-time octaves.
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Pivot Levels (4/8): Identifies the equilibrium point of the current trading range.
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Exhaustion Zones (0/8 and 8/8): Highlights statistical extremes where price reversal probability increases.
4. Dynamic Risk Assistant An on-chart computational panel that automates position sizing math.
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Risk-Based Lot Sizing: Instantly calculates the required lot size based on Account Equity/Balance and the distance to the structural invalidation point (Stop Loss).
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Volatility-Adjusted Recommendation: When the Fractal Filter detects a "Range State," the system automatically adjusts the risk parameters to suggest conservative positioning.
Input Parameters
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Preset Mode: Pre-configured profiles (Scalper M5, Standard H1, Trend H4).
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Calculation Method: Balance, Equity, or Free Margin.
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MESA Sensitivity: Fast/Slow Limit adjustments for the adaptive algorithm.
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Structure Period: Lookback period for Murrey Math geometry.
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Alerts: Mobile Push, Pop-up, and Email notifications.
Important Note: This product is a technical analysis tool. It does not automate trade execution and does not guarantee profits. Past performance of algorithms does not ensure future results.
