Aurora Vigor 2.2 (Bearish Edition)

3일 전

VENZITECH ALGO (Bearish Edition)
I. Strategy Purpose and Design
The Aurora Vigor 2.2 (Bearish Edition) is a fully automated, single-sided (Short-Only), volatility-adapted strategy designed for high-frequency trading and scalping. Its objective is to capture short-term downside momentum by applying a highly filtered, layered system that confirms bearish conviction across trend, momentum, and volume.

The strategy confines its trading activity to a defined institutional liquidity window (e.g., 12:00 UTC to 20:00 UTC) to maximize the probability of price continuation following a signal.

II. Core Concepts and Entry Logic
The strategy uses a combination of adaptive indicators to generate high-conviction short signals:

Adaptive Crossover Signal (KAMA): The primary signal is generated from the cross-under of a fast and slow Kaufman Adaptive Moving Average (KAMA). KAMA's unique formula dynamically adjusts its smoothing factor based on market volatility, providing a more responsive and less lagged signal for high-speed scalping compared to standard EMAs, making it ideal for identifying short-term trend exhaustion.

Global Directional Confirmation (GDC) Filter: The KAMA signal is filtered by a slower, higher-period EMA system (e.g., 50 and 200 periods) to ensure trades are only initiated when the broad trend is confirmed to be bearish. A proprietary Price Retest filter then requires a candlestick high to specifically tag the area around the shorter-term GDC EMA (e.g., EMA 50) before the entry, confirming that the market has respected resistance before continuing its downward move.

Momentum and Volume Filters (Bearish Conviction):

An Average Directional Index (ADX) threshold is required to confirm that sufficient directional force is present.

A below-threshold reading on the Relative Strength Index (RSI) is used to validate the necessary momentum for a short trade.

A negative reading on the Chaikin Money Flow (CMF) filter, combined with a Volume Moving Average check, is used to confirm that money flow and volume are supporting the bearish thesis.

III. Dynamic Risk and Exit Management
All risk and exit parameters are dynamically calculated to ensure position sizing is consistent across different market conditions.

Volatility-Based Sizing: The initial Stop Loss (SL) distance is calculated using the Average True Range (ATR). The strategy then uses this distance, combined with the user-defined "Max Risk per Trade (USD)" input (default $10.00), to automatically determine the position's contract quantity, maintaining a fixed dollar risk per trade.

Daily Risk Limits: The strategy enforces hard stops for daily performance, including a Max Daily Loss threshold (default $500.00) and a Minimum Daily Profit Floor (default $110.00) that triggers a capital preservation exit mode if profit drops below the floor.

Tiered Exit System: A sophisticated multi-stage exit system manages the open position:

A partial amount of the position is exited at a fixed, calculated Take Profit (TP) target.

The remaining position is protected by a Breakeven stop that moves to a fixed safety distance (e.g., entry minus one tick) once a small profit target is met.

Finally, a highly adaptive Trailing Stop dynamically adjusts its sensitivity (trail points and offset) based on how far the trade progresses into profit, ensuring gains are locked in efficiently as the price moves in the desired direction.

IV. Compliance and Backtesting Practices
The default parameters used in the published backtest demonstrate a sustainable risk profile. The strategy is configured to use a realistic contract size based on ATR and is capped by the low Max Risk per Trade (USD) input, ensuring the risk exposure is well below common best practices (5-10% equity risk per trade). All results are generated using realistic commission and slippage settings. Past performance is not indicative of future results, and trading carries a high degree of risk.

17시간 전

릴리즈 노트

Aurora (Bearish Edition)
I. Strategy Purpose and Design
The Aurora Vigor 2.2 (Bearish Edition) is a fully automated, single-sided (Short-Only), volatility-adapted strategy designed for high-frequency trading and scalping. Its objective is to capture short-term downside momentum by applying a highly filtered, layered system that confirms bearish conviction across trend, momentum, and volume.

The strategy confines its trading activity to a defined institutional liquidity window (e.g., 12:00 UTC to 20:00 UTC) to maximize the probability of price continuation following a signal.

II. Core Concepts and Entry Logic
The strategy uses a combination of adaptive indicators to generate high-conviction short signals:

Adaptive Crossover Signal (KAMA): The primary signal is generated from the cross-under of a fast and slow Kaufman Adaptive Moving Average (KAMA). KAMA's unique formula dynamically adjusts its smoothing factor based on market volatility, providing a more responsive and less lagged signal for high-speed scalping compared to standard EMAs, making it ideal for identifying short-term trend exhaustion.

Global Directional Confirmation (GDC) Filter: The KAMA signal is filtered by a slower, higher-period EMA system (e.g., 50 and 200 periods) to ensure trades are only initiated when the broad trend is confirmed to be bearish. A proprietary Price Retest filter then requires a candlestick high to specifically tag the area around the shorter-term GDC EMA (e.g., EMA 50) before the entry, confirming that the market has respected resistance before continuing its downward move.

Momentum and Volume Filters (Bearish Conviction):

An Average Directional Index (ADX) threshold is required to confirm that sufficient directional force is present.

A below-threshold reading on the Relative Strength Index (RSI) is used to validate the necessary momentum for a short trade.

A negative reading on the Chaikin Money Flow (CMF) filter, combined with a Volume Moving Average check, is used to confirm that money flow and volume are supporting the bearish thesis.

III. Dynamic Risk and Exit Management
All risk and exit parameters are dynamically calculated to ensure position sizing is consistent across different market conditions.

Volatility-Based Sizing: The initial Stop Loss (SL) distance is calculated using the Average True Range (ATR). The strategy then uses this distance, combined with the user-defined "Max Risk per Trade (USD)" input (default $10.00), to automatically determine the position's contract quantity, maintaining a fixed dollar risk per trade.

Daily Risk Limits: The strategy enforces hard stops for daily performance, including a Max Daily Loss threshold (default $500.00) and a Minimum Daily Profit Floor (default $110.00) that triggers a capital preservation exit mode if profit drops below the floor.

Tiered Exit System: A sophisticated multi-stage exit system manages the open position:

A partial amount of the position is exited at a fixed, calculated Take Profit (TP) target.

The remaining position is protected by a Breakeven stop that moves to a fixed safety distance (e.g., entry minus one tick) once a small profit target is met.

Finally, a highly adaptive Trailing Stop dynamically adjusts its sensitivity (trail points and offset) based on how far the trade progresses into profit, ensuring gains are locked in efficiently as the price moves in the desired direction.

IV. Compliance and Backtesting Practices
The default parameters used in the published backtest demonstrate a sustainable risk profile. The strategy is configured to use a realistic contract size based on ATR and is capped by the low Max Risk per Trade (USD) input, ensuring the risk exposure is well below common best practices (5-10% equity risk per trade). All results are generated using realistic commission and slippage settings. Past performance is not indicative of future results, and trading carries a high degree of risk.

16시간 전

릴리즈 노트

Aurora (Bearish Edition)
I. Strategy Purpose and Design
The Aurora Vigor 2.2 (Bearish Edition) is a fully automated, single-sided (Short-Only), volatility-adapted strategy designed for high-frequency trading and scalping. Its objective is to capture short-term downside momentum by applying a highly filtered, layered system that confirms bearish conviction across trend, momentum, and volume.

The strategy confines its trading activity to a defined institutional liquidity window (e.g., 12:00 UTC to 20:00 UTC) to maximize the probability of price continuation following a signal.

II. Core Concepts and Entry Logic
The strategy uses a combination of adaptive indicators to generate high-conviction short signals:

Adaptive Crossover Signal (KAMA): The primary signal is generated from the cross-under of a fast and slow Kaufman Adaptive Moving Average (KAMA). KAMA's unique formula dynamically adjusts its smoothing factor based on market volatility, providing a more responsive and less lagged signal for high-speed scalping compared to standard EMAs, making it ideal for identifying short-term trend exhaustion.

Global Directional Confirmation (GDC) Filter: The KAMA signal is filtered by a slower, higher-period EMA system (e.g., 50 and 200 periods) to ensure trades are only initiated when the broad trend is confirmed to be bearish. A proprietary Price Retest filter then requires a candlestick high to specifically tag the area around the shorter-term GDC EMA (e.g., EMA 50) before the entry, confirming that the market has respected resistance before continuing its downward move.

Momentum and Volume Filters (Bearish Conviction):

An Average Directional Index (ADX) threshold is required to confirm that sufficient directional force is present.

A below-threshold reading on the Relative Strength Index (RSI) is used to validate the necessary momentum for a short trade.

A negative reading on the Chaikin Money Flow (CMF) filter, combined with a Volume Moving Average check, is used to confirm that money flow and volume are supporting the bearish thesis.

III. Dynamic Risk and Exit Management
All risk and exit parameters are dynamically calculated to ensure position sizing is consistent across different market conditions.

Volatility-Based Sizing: The initial Stop Loss (SL) distance is calculated using the Average True Range (ATR). The strategy then uses this distance, combined with the user-defined "Max Risk per Trade (USD)" input (default $10.00), to automatically determine the position's contract quantity, maintaining a fixed dollar risk per trade.

Daily Risk Limits: The strategy enforces hard stops for daily performance, including a Max Daily Loss threshold (default $500.00) and a Minimum Daily Profit Floor (default $110.00) that triggers a capital preservation exit mode if profit drops below the floor.

Tiered Exit System: A sophisticated multi-stage exit system manages the open position:

A partial amount of the position is exited at a fixed, calculated Take Profit (TP) target.

The remaining position is protected by a Breakeven stop that moves to a fixed safety distance (e.g., entry minus one tick) once a small profit target is met.

Finally, a highly adaptive Trailing Stop dynamically adjusts its sensitivity (trail points and offset) based on how far the trade progresses into profit, ensuring gains are locked in efficiently as the price moves in the desired direction.

IV. Compliance and Backtesting Practices
The default parameters used in the published backtest demonstrate a sustainable risk profile. The strategy is configured to use a realistic contract size based on ATR and is capped by the low Max Risk per Trade (USD) input, ensuring the risk exposure is well below common best practices (5-10% equity risk per trade). All results are generated using realistic commission and slippage settings. Past performance is not indicative of future results, and trading carries a high degree of risk.

14시간 전

릴리즈 노트

Aurora (Bearish Edition)
I. Strategy Purpose and Design
The Aurora Vigor 2.2 (Bearish Edition) is a fully automated, single-sided (Short-Only), volatility-adapted strategy designed for high-frequency trading and scalping. Its objective is to capture short-term downside momentum by applying a highly filtered, layered system that confirms bearish conviction across trend, momentum, and volume.

The strategy confines its trading activity to a defined institutional liquidity window (e.g., 12:00 UTC to 20:00 UTC) to maximize the probability of price continuation following a signal.

II. Core Concepts and Entry Logic
The strategy uses a combination of adaptive indicators to generate high-conviction short signals:

Adaptive Crossover Signal (KAMA): The primary signal is generated from the cross-under of a fast and slow Kaufman Adaptive Moving Average (KAMA). KAMA's unique formula dynamically adjusts its smoothing factor based on market volatility, providing a more responsive and less lagged signal for high-speed scalping compared to standard EMAs, making it ideal for identifying short-term trend exhaustion.

Global Directional Confirmation (GDC) Filter: The KAMA signal is filtered by a slower, higher-period EMA system (e.g., 50 and 200 periods) to ensure trades are only initiated when the broad trend is confirmed to be bearish. A proprietary Price Retest filter then requires a candlestick high to specifically tag the area around the shorter-term GDC EMA (e.g., EMA 50) before the entry, confirming that the market has respected resistance before continuing its downward move.

Momentum and Volume Filters (Bearish Conviction):

An Average Directional Index (ADX) threshold is required to confirm that sufficient directional force is present.

A below-threshold reading on the Relative Strength Index (RSI) is used to validate the necessary momentum for a short trade.

A negative reading on the Chaikin Money Flow (CMF) filter, combined with a Volume Moving Average check, is used to confirm that money flow and volume are supporting the bearish thesis.

III. Dynamic Risk and Exit Management
All risk and exit parameters are dynamically calculated to ensure position sizing is consistent across different market conditions.

Volatility-Based Sizing: The initial Stop Loss (SL) distance is calculated using the Average True Range (ATR). The strategy then uses this distance, combined with the user-defined "Max Risk per Trade (USD)" input (default $10.00), to automatically determine the position's contract quantity, maintaining a fixed dollar risk per trade.

Daily Risk Limits: The strategy enforces hard stops for daily performance, including a Max Daily Loss threshold (default $500.00) and a Minimum Daily Profit Floor (default $110.00) that triggers a capital preservation exit mode if profit drops below the floor.

Tiered Exit System: A sophisticated multi-stage exit system manages the open position:

A partial amount of the position is exited at a fixed, calculated Take Profit (TP) target.

The remaining position is protected by a Breakeven stop that moves to a fixed safety distance (e.g., entry minus one tick) once a small profit target is met.

Finally, a highly adaptive Trailing Stop dynamically adjusts its sensitivity (trail points and offset) based on how far the trade progresses into profit, ensuring gains are locked in efficiently as the price moves in the desired direction.

IV. Compliance and Backtesting Practices
The default parameters used in the published backtest demonstrate a sustainable risk profile. The strategy is configured to use a realistic contract size based on ATR and is capped by the low Max Risk per Trade (USD) input, ensuring the risk exposure is well below common best practices (5-10% equity risk per trade). All results are generated using realistic commission and slippage settings. Past performance is not indicative of future results, and trading carries a high degree of risk.