الوصف
The Quant Engine Bot is an algorithmic trading robot that combines multiple layers of analysis to generate entry signals with a high probability of success. Unlike robots based on isolated indicators, this system utilizes a pipeline architecture that integrates Price Action Analysis, Order Flow, Market Regimes, and a Machine Learning-based probabilistic model for entry and exit decisions.
Parameters for XAU/USD on H12, H1, and M15 timeframes.
🧠 Core Strategy
Decision Pipeline (4 Layers)
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PRICE ACTION , ORDER FLOW ,MARKET REGIME , ML EDGE PROBABILITY , RISK ENGINE , EXECUTION ENGINE → DYNAMIC TP / PARTIALS / TRAILING ML
1. PRICE ACTION - Market Structure
Objective: To identify the structural trend and inflection points.
Components:
Swing Points (Fractals): Automatic identification of highs and lows with adjustable sensitivity
BOS (Break of Structure): Confirmation of trend continuation
CHOCH (Change of Character): Early signal of trend reversal
Fibonacci Fractals: Ideal retracement zones (38.2% - 61.8%) for entries
VWAP (Volume-Weighted Average Price): Daily fair value reference
How it generates an edge:
Trades only in the direction of the confirmed structure
Seeks entry points in "discount" zones within the trend
Identifies changes of character before they become full reversals
2. ORDER FLOW
Objective: To understand who is in control of the market (buyers vs. sellers). Components:
Estimated Delta per Bar
Measures imbalance between buyers and sellers
Absorption: Identifies large players "absorbing" orders without moving the price (silent accumulation/distribution)
Liquidity Profile: Classifies the environment as HIGH/MEDIUM/LOW liquidity
How it generates an edge:
Confirms if order flow aligns with market structure
Detects divergences between price and flow (potential exhaustion)
Absorption signals the formation of accumulation/distribution
3. MARKET REGIME - Environment Classification
Objective: Adapt the strategy to current market conditions.
Components:
ADX (Average Directional Index): Measures trend strength
ATR (Average True Range): Measures volatility
Relative Volatility: Compares current ATR to the historical average
4. ML EDGE PROBABILITY - Probabilistic Model
Objective: Consolidate all information into an edge probability. Weighted Score Model (Sigmoidal):
Confirmed trend, BOS/CHOCH
Buy/sell pressure, imbalance, absorption
Fibonacci, VWAP
Trend strength, volatility
Penalty for divergences
🎯 Execution and Management
RISK ENGINE - Risk Management
Parameter Description
Risk per Trade 0.1% to 10% of balance
Structural Stop Loss Based on swing points + ATR buffer
Max Daily Loss 3% (blocks new entries)
Volume Automatically calculated based on risk or fixed
EXECUTION ENGINE - Entries
Market Order: Immediate execution (default)
Grid (Pyramiding): Adds positions in the direction of the trend
Max 3 levels
Reduces addition size (50% of initial volume)
DYNAMIC TP / PARTIALS / ML TRAILING
Dynamic Take Profit:
Partial (50%): Closes half the position at the first target
ML Exit: Closes remaining position if reversal risk ≥ 65%
Updated and configured, ready to trade XAU/USD; other instruments require optimization.
Time London + NY sessions (high liquidity)
Adaptive: Adjusts to different market regimes
Robust: Multiple confirmation layers reduce false signals
Dynamic Management: TP and trailing adjust to conditions
Capital Protection: Daily loss limit
Smart Grid: Pyramiding only in strong trends
Trading Forex, CFDs, and other leveraged financial instruments involves risk and may result in the loss of capital.
