Apex Institutional System
- Experts
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Amir Abdelmoula Saleh Atiya Younes
I build production-grade trading systems for cTrader and MetaTrader — focused on execution fidelity, prop-firm risk control, and clean strategy conversion.
Core work:
TradingView / Pine → cTrader / MT5 conversion
Multi-strategy EAs (SMC, Order Blocks, FVG) - Versão: 1.0
- Ativações: 5
Institutional Multi-Symbol Multi-TimeFrame System
A professional multi-strategy trading architecture engineered for capital-preservation-first execution across symbols and timeframes. Built as a medium-term investment framework — not a scalping toy — with layered market structure logic, full-session awareness, and institutional-grade risk controls.
Verified Market Behavior
The system has been stress-validated across multi-year tick-level market conditions. In controlled long-horizon testing environments, the framework demonstrated the ability to compound account equity with disciplined drawdown behavior — prioritizing stability and survivability over aggressive equity spikes. The objective is consistent capital trajectory management, not random overtrading.
Investment Profile
- Horizon: Medium-term opportunistic positioning
- Style: Structure-driven / institutional workflow
- Priority: Risk integrity → execution quality → growth
- Designed to operate as a portfolio sleeve on serious capital bases, with sizing and exposure logic aligned to account equity and protective constraints.
Full-Market Structural Coverage
The engine continuously evaluates price structure and displacement behavior across configured instruments and timeframes, identifying high-context setups rather than single-indicator noise. Multi-symbol / multi-timeframe orchestration allows the system to read confluence across the book, filter low-quality conditions, and deploy only when structural criteria align.
Core analytical layers include institutional concepts such as:
- Order Block / market structure continuation logic
- Classic SMC framework modules
- Pro-edition sweep / imbalance / momentum filters
- Session windows, spread filters, and expiration controls for pending deployment
Control Room — Configuration Depth
Operators receive extensive parameter-level control without sacrificing operational clarity:
- Per-strategy enablement and symbol assignment
- Timeframe selection and structural lookback depth
- Entry offsets, stop architecture, RR targets, and order expiration
- Session scheduling (multiple trading windows)
- Concurrent position / pending ceilings
- Duplicate-order distance protection
- Partial close, break-even, and trailing-risk modules
This is a command-and-control system, not a black-box “one button hope.”
Risk Governance (Non-Negotiable Layer)
Risk is treated as infrastructure, not an afterthought:
- Peak equity drawdown caps
- Daily loss containment
- Start-of-run / portfolio-level protective thresholds
- Consecutive-loss pause logic
- Overnight / close-out schedule controls
- Margin-aware deployment behavior under live account conditions
Every exposure path is bounded. Growth is pursued only inside a controlled risk envelope suitable for serious portfolios that require predictability of downside.
Who It Is For
Prop desks, capital allocators, and advanced discretionary traders who require a repeatable medium-term engine with transparent controls, multi-market reach, and institutional risk governance — not hype-cycle retail automation.
