Vantis Forex Portfolio Engine

This document explains:

• How the strategy works.
• How to configure the system.
• How each parameter affects performance.
• How Trading Profiles and Symbol Presets interact.
• Best practices for traders of all experience levels.

The goal is to give you a clear understanding of what the system does, why it does it, and how to use it effectively.

1. System Philosophy

Vantis Engine is not a retail‑style robot (no martingale, no grids, no scalping gimmicks). It is a disciplined, rules‑based engine built on institutional principles:

✔️ Smart asset selection

Each symbol receives an Institutional Score based on volatility, trend, and opportunity.

✔️ Disciplined execution

Trade is only taken when:

• The score exceeds a minimum threshold
• Macro exposure is clean
• Market compression is favorable
• A statistically meaningful breakout occurs

✔️ Professional risk management

Position size is calculated using:

• Risk per trade
• ATR‑based stop distance
• Symbol tick value and tick size

✔️ Modular architecture

Each component is independent:

• Ranking
• Filters
• Execution
• Risk
• Presets
• Technical inputs

This ensures transparency, stability, and full user control.

2. Operational Flow

On every new bar, Vantis Engine follows this sequence:

2.1. Detect new bar

Prevents over‑trading within the same candle.

2.2. Check drawdown limit

Stop trading if the maximum drawdown is exceeded.

2.3. Build the symbol ranking

Each symbol is scored using:

• Volatility Score
• Trend Score
• Opportunity Score

Then sorted from highest to lowest.

2.4. Iterate through the ranking

For each symbol:

• Check minimum score
• Check macro exposure
• Check entry conditions
• Execute trade if valid

2.5. Enforce maximum concurrent positions

Never exceeds the allowed number of open trades.

3. Institutional Score (Asset Classification)

The Institutional Score is a weighted combination of three components:

3.1 Volatility Score (40%)

Measures the ratio between short‑term and long‑term ATR. Rising volatility → higher score.

3.2 Trend Score (40%)

Evaluates:

• Price relative to the moving average
• Slope of the moving average

3.3 Opportunity Score (20%)

Based on the symbol’s spread. Lower spreads → higher opportunity.

4. Trading Profile (Operational Presets)

The Trading Profile defines default operational parameters:

• Risk per trade
• Minimum score
• Maximum simultaneous positions
• Maximum currency exposure percent
• Maximum global exposure percent

Important:

👉 Trading Profile does NOT define which symbols are traded. 👉 User inputs always override the profile if they are not zero.

AUTO Mode

Operational inputs default to 0, meaning:

• If input = 0 → use Trading Profile value
• If input ≠ 0 → use user value

This gives full flexibility without losing structure.

5. Symbol Preset (Asset Selection)

Symbol Preset defines exactly which symbols the system trades. It is never modified by the Trading Profile.

⚠️ Important — Test before live trading

As with any algorithmic trading system, past performance does not guarantee future results. Before risking real capital, every user should:

• Run the system on a demo account for a meaningful period to confirm it behaves as expected in your broker's market conditions (spreads, execution, symbol availability, weekends/market closures).
• Review and optimize the parameters to suit your own risk tolerance, account size, and market environment if you consider it necessary. Default settings are sensible starting points, not a guarantee of profitability.
• Verify symbol availability on your broker and adjust the "custom symbols list" input accordingly (this is a forex portfolio system, so confirm the traded pairs exist on your broker).
• Start with conservative risk settings (low risk-per-trade) and increase gradually only after you understand the system's behavior.

Trading involves substantial risk of loss. Only trade with money you can afford to lose.

6. Technical Inputs (Always User‑Controlled)

These parameters do not have AUTO mode and are never overwritten:

• ATR_Short Period of the short ATR used for volatility measurement, momentum scoring, and breakout detection across all timeframes.
• ATR_Long Period of the structural ATR used for stop-loss sizing, trailing stop distance, and regime classification.
• Compression_Lookback Number of bars used to measure prior ATR compression before a breakout setup. Higher values require a longer consolidation period to qualify a setup.
• Compression_Factor Minimum ratio of current ATR to historical ATR required to confirm a compression state. Lower values accept shallower consolidations.
• Expansion_Factor Minimum ratio of current range to ATR required to confirm a valid breakout. Controls how decisive the breakout must be before entry is considered.
• MA_Period_Trend Period of the EMA used for trend direction scoring and mean-reversion risk assessment across all timeframes.
• Max_DD_Pct Maximum allowable drawdown as a percentage of account balance. Once breached, the System halts all new entries permanently until the user manually resets the equity peak from the inputs panel. This is an intentional safety mechanism — recovery is never automatic. If the drawdown lock is triggered, set Manual Reset to true, restart Vantis Engine, then set it back to false. The high-watermark will be recalculated from the current equity.
• StrategyID Unique magic number assigned to all orders opened by this instance. Must be unique per chart when running multiple EA instances simultaneously.
• Enable_Partial_Close Enables partial position closure at a defined R-multiple profit target, locking in gains while leaving a portion of the trade open to capture further movement.
• Partial_Close_R R-multiple at which the partial close is triggered. A value of 1.5 closes part of the position when profit reaches 1.5× the initial risk.
• Trail_Start_R R-multiple at which the trailing stop activates. The trailing mechanism does not engage until this profit threshold is reached.
• ATR_Multiplier Multiplier applied to ATR to determine trailing stop distance once the trail is active. Higher values give the trade more room to breathe.
• Failsafe_Max_Loss_R Maximum loss expressed as an R-multiple before the position is closed unconditionally. Acts as a hard floor independent of the standard stop-loss.
• Max_Bars_In_Trade Maximum number of bars a position is allowed to remain open. Positions still active after this limit are closed to prevent capital from being tied up in stagnant trades.
• SignalDelaySeconds Number of seconds to wait after a new bar opens before evaluating entry signals. Allows the bar to stabilize and reduces sensitivity to opening spread spikes.
• MTF_TF1 Macro timeframe — the highest level in the multi-timeframe stack. Carries 50% weight in trend and momentum scoring. Should be significantly above the chart timeframe.
• MTF_TF2 Intermediate timeframe — the mid level of the multi-timeframe stack. Carries 35% weight. Should sit between MTF_TF1 and the chart timeframe.
• MTF_TF3 Entry timeframe — the lowest level of the multi-timeframe stack. Carries 15% weight. Should match the chart timeframe.
• Enable_Weekend_Close When enabled, all open positions are closed before the Friday market close to eliminate exposure to weekend gap risk.
• Friday_Close_Hour_GMT Hour in GMT on Friday at which the EA closes open positions and blocks new entries. Default is 20:00 GMT, one hour before the formal market close, ensuring execution in normal liquidity conditions.

They define the technical behavior of the strategy and must remain under user control.

7. Entry Conditions

A trade is executed only if:

✔️ Market is in compression

ATR(0) < ATR average × Compression_Factor

✔️ Breakout is meaningful

Candle range > ATR × Expansion_Factor

✔️ Macro exposure is clean

Avoid trading pairs with overlapping currencies.

✔️ Institutional Score is high enough

Controlled by Trading Profile or user input.

8. Risk Management

Position size is calculated using:

• Account balance
• Risk per trade
• ATR‑based stop distance
• Symbol tick value and tick size

This ensures consistent and proportional risk across all trades.

9. Recommended Timeframe

Vantis Engine uses the timeframe of the chart on which it is loaded to make all its trading decisions. The system’s internal logic — entry filters, risk management, multi‑timeframe alignment, and exit rules — has been carefully calibrated around a 1‑hour (H1) timeframe. For this reason, H1 is the recommended and highest‑edge timeframe.

10. Recommended Usage

For beginners

• Use Core_Liquidity_Set or JPY_Momentum_Set
• Keep technical inputs unchanged
• Keep Max_DD_Pct between 10–20%

For intermediate traders

• Adjust Compression_Factor and Expansion_Factor
• Experiment with Symbol Presets
• Tune Min_Institutional_Score

For advanced traders

• Use CUSTOM_SYMBOL_SET
• Optimize technical parameters per symbol
• Integrate Vantis Engine into a diversified portfolio

11. Institutional Best Practices

• Avoid over‑diversifying symbols
• Use ECN or Raw Spread accounts
• Avoid high‑impact news events
• Keep risk per trade between 0.50% and 1.00%
• Monitor spreads during low‑liquidity sessions

12. Legal Information

Risk warning:

Trading Forex involves a high level of risk and may not be suitable for all investors. Before deciding to trade Forex, you should carefully consider your investment objectives, level of experience, and risk appetite. You may lose some or all of your investment.

Past returns:

Past performance is not indicative of future results. Vantis Engine is a professional-grade algorithmic trading tool and does NOT guarantee profits. Performance improvements are based on backtesting and may vary under actual market conditions. Always remember to perform an optimization of key parameters if necessary.

Disclaimer:

Use of this system is at your own risk. Always perform thorough testing on a demo account before live trading. Professional-level features require proper understanding and configuration.