Quant Breakout System
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- Sürüm: 1.0
- Etkinleştirmeler: 11
Quantum Breakout System: AI-Adaptive Guardian Engine for Gold (XAU)
Built on the proven foundation of our FREE SwingMaster algorithms, the Quant Breakout System is an autonomous algorithmic trading system designed for Gold (XAUUSD). It utilizes dual ONNX-compiled machine learning regressor models to dynamically calculate volatility and momentum thresholds based on real-time market regimes, placing pending orders to optimize entry pricing.
Unlike traditional trading systems that rely on static thresholds or immediate market execution, this system evaluates a 12-dimensional feature vector across different timeframes to scale entry sensitivity according to current volatility and momentum decay.
Optimized for Gold (XAUUSD), the system automates the entire trade lifecycle, from model-threshold execution to multi-layered exits and trade management.
Core Technology & Execution Features
- Dual-ONNX Entry Engine: Once per H1 bar, the system runs inference on two compiled machine learning models to dynamically predict the optimal RSI Trigger and Wick Sensitivity thresholds for it's strategy. The system processes a 12-dimensional feature vector:
1. ATR Ratio: Short-term vs. long-term volatility (5-period ATR / 50-period ATR).
2. Trend Strength: Average Directional Index (ADX).
3. Raw Directional Momentum: 14-period Rate of Change.
4. Volatility Range: Bollinger Band Width.
5. Trend Alignment: Exponential Moving Average (EMA) spread relative to price.
6. Baseline Volatility Range: 5-day moving average of Bollinger Band Width.
7. Baseline ATR Ratio: 5-day moving average of the ATR ratio.
8. Baseline Momentum: 5-day moving average of the Rate of Change.
9. Baseline Trend Alignment: 5-day moving average of the EMA spread.
10. Momentum Deviation Delta: Current momentum deviation from its 5-day average.
11. Volatility Deviation Delta: Current volatility range deviation from its 5-day average.
12. Temporal Context: The day of the week.
- Directional Awareness: The model features are designed to be directionally aware. Momentum and trend alignment inputs retain their directional signs (positive or negative) during inference, allowing the models to preserve trend bias and momentum direction.
- Early-Week Calendar Awareness: Features a toggleable early-week Wick Padding module. If enabled, the predicted wick thresholds are dynamically padded (by +4% on Monday and +2% on Tuesday) to protect capital against low-liquidity market opens and early-week chop.
- Strict Mathematical Boundaries: Enforces hardcoded post-inference safety floors and ceilings to prevent threshold degradation during low-activity regimes:
• Dynamic RSI Trigger: Bounded between a Floor of 55.0 and a Ceiling of 83.0.
• Dynamic Wick Threshold: Bounded between a Floor of 41% and a Ceiling of 56%.
- Inverse Proportional Anchoring & Dynamic Scaling: The speed and sensitivity with which the system transitions from its maximum safety ceiling to its optimal entry floor is governed by volatility expansion and momentum lag weights. Rather than being adjusted manually, these weights are mathematically set and optimized through systematic historical back testing to ensure stable threshold behavior across different market conditions. They are categorized into standardized, pre-optimized performance profiles:
• Ultra-Conservative: Optimized for maximum safety; requires severe market volatility and significant momentum decay to trigger, remaining near the safety ceiling during normal market cycles. Can trade once to two times per month. Requires VPS to run 24/7.
• Volatility-Responsive: Tailored for clean, explosive expansions (such as news events), scaling sensitivity primarily to rapid changes in volatility while ignoring momentum decay.
• Lag-Responsive: Designed to identify early entries by detecting momentum stalling or trend fatigue before a full volatility spike occurs.
• Standard: A balanced, all-weather profile that equally weights volatility expansion and momentum decay.
• Aggressive: Reaches optimal entry floors 50% faster, initiating surgical entries at the earliest signs of market movement.
• Hyper-Aggressive: Pre-optimized to operate near the optimal floor, bypassing the safety ceiling to capture maximum market participation.
- Multi-Layer Gating Pipeline: A strict validation pipeline that filters noise-induced breakouts. Validation gates include real-time wick-rejection (wick-to-range ratio), institutional momentum shields, and multi-timeframe Parabolic SAR alignment (configurable across M5, M15, M30, H1, and M30 aging).
- Dynamic Order Management: Automatically places, adjusts, or expires pending orders based on volatility. Features a Directional Cleanup mechanism that instantly cancels opposite pending orders and closes opposite-bias positions the moment an order is filled to prevent conflicting trades.
- Volatility Safety & Market Execution: Employs an ATR Blow-Off Safety that disables breakout mode if cumulative price displacement exceeds the threshold over 60 hours. Under extreme volatility conditions (Hybrid Power exceeding the configured threshold), the system switches directly to market execution.
- HFT Sweep Defense & Trailing: A high-frequency processor monitors tick-level velocity to detect flash sweeps. Mitigations include Snap-Back liquidation (liquidates if price recoils by 8 pips), Velocity Stall liquidation (if momentum stops expanding), and optional Reversal Entry placement. Dynamic trailing stop-loss squeezes are paired with a Momentum Breakeven Profit Harvesting module to lock in profits.
- Manual Position Management: Features a toggleable Guardian Manual mode allowing the system's trade management engines to manage manual positions.
User Interface & System Synergy
On-Chart Dashboard: A clean graphic interface that displays real-time execution parameters without chart clutter. Monitor the calculated Hybrid Power metric, market sentiment bias, predicted thresholds, and gate validation states.
System Synergy: Fully compatible with the SwingMaster system for shared multi-timeframe Support and Resistance level visualization directly on the chart.
Model and Software Updates: Provides access to updated compiled machine learning models, parameters, and software updates.
Specifications & Operational Requirements
Asset: GOLD (XAU/USD)
Timeframe: H1 or ANY (Attached to a single chart, references higher-timeframe data internally)
Account Model: Hedging or Netting
Execution Environment: Use a VPS for the EA to work 24/7 (Mandatory).
Minimum Balance: $100
Leverage: 1:1000 minimum (1:500 recommended)
Trading Style: 100% automated breakout and momentum; zero grid, martingale, or averaging logic
Position Sizing: Fixed Lot size or dynamic Auto-Lot (percentage of equity)
