Logótipo de "Adaptive Trailing System"
Adaptive Trailing System
Imagem carregada de "Adaptive Trailing System"
Imagem carregada de "Adaptive Trailing System"
Desde 03/10/2024
143
Vendas
32.22K
Instalações gratuitas

Adaptive Trailing System 🚀

The Adaptive Trailing System is an advanced adaptive trailing stop that uses logarithmic normalized volatility to automatically adjust profit protection levels. 📊 Unlike traditional trailing stops with fixed distances, this system calculates dynamic distances based on the market's actual volatility, constantly adapting to changing conditions. 🔄

Spotware GBPUSD 691360763c684 | cTrader

Spotware XAUUSD 691360adf1386 | cTrader

Spotware XAUUSD 691360adf1386 | cTrader

Unique Adaptive Trailing Algorithm ⚙️

The system uses a statistical method that never generates the same trailing distances:
• Calculates the True Range of the price over a configurable period.
• Applies a logarithmic transformation to these values to normalize the distribution.
• Calculates the mean and standard deviation of these logarithmic values.
• Generates a unique offset distance based on volatility levels (0, 1, 2, or 3 standard deviations). 🎯
• The trailing stop is continuously adjusted using the typical price (average of High, Low, Close).

Result: Every market moment has its own trailing distance, calculated according to the specific volatility of that context. 🤖

Technical Foundation: Logarithmic Normalized Volatility 🧠

Why a logarithmic transformation? 🤔
Market volatility does not follow a normal (Gaussian) distribution; it tends to have extreme values. The logarithmic transformation:

  1. Normalizes the distribution: Converts skewed data into a more symmetrical distribution.
  2. Stabilizes variance: Reduces the impact of extreme volatility spikes.
  3. Enables statistical comparison: Makes it possible to use standard deviation meaningfully.

Offset Calculation Process 🔢

  1. Period True Range: Measures the maximum range, considering the High-Low of the period and gaps with the previous close.
  2. Natural Logarithm: Applies ln(True Range) to normalize.
  3. Normalization Window: Maintains the last N logarithmic values (normalization period).
  4. Logarithmic Mean: Average of all ln(TR) values in the window.
  5. Standard Deviation: Calculates the dispersion of the logarithmic values.
  6. Volatility Level: Multiplies the deviation by 0, 1, 2, or 3 based on the configuration.
  7. Final Offset: Offset = e^(mean + level × deviation) - converts back to the price scale. 💡

How It Works? ⚡

Bidirectional Trailing Mechanics

The system operates in two alternating modes:

BEARISH Mode (Short): 📉
• Trailing stop is placed ABOVE the price.
• It updates downward when the price falls (never rises).
• Reversal signal when the price CLOSES above the trailing stop.

BULLISH Mode (Long): 📈
• Trailing stop is placed BELOW the price.
• It updates upward when the price rises (never falls).
• Reversal signal when the price CLOSES below the trailing stop.

Reversal Signals:

• A circular dot marks the trend change (entry of a new position).
• Green color = New bullish trend (). ✅
• Red color = New bearish trend (). 🔴

Parameters and Impact 🎛️

Calculation Period (10)

  • Function: Defines how many bars are used to calculate the True Range.
  • ↑ Higher (20-50): Measures longer-term volatility, smoother, less sensitive.
  • ↓ Lower (5-8): Measures short-term volatility, more reactive, detects rapid changes.

Normalization Period (100)

  • Function: Window of logarithmic values to calculate the mean and standard deviation.
  • ↑ Higher (200-500): More stable normalization, gradual changes in offset.
  • ↓ Lower (50-80): More reactive normalization, offset adapts faster.
  • Critical Impact: This parameter determines how "memorized" the historical volatility context is. 🧠

Volatility Level (Level 2)

  • Function: Number of standard deviations applied to the offset calculation.
  • Level 0 (0σ): Offset = logarithmic mean = tightest distance, maximum sensitivity. 🎯
  • Level 1 (1σ): Offset includes 1 deviation = moderate distance, captures ~68% of variation.
  • Level 2 (2σ): Offset includes 2 deviations = wider distance, captures ~95% of variation (balanced). ⚖️
  • Level 3 (3σ): Offset includes 3 deviations = very wide distance, captures ~99% of variation, maximum tolerance. 🛡️

___________________________________________________________________________________________________

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📌 Market Structure Indicators

·     ✅ AdvancedMarket Structure: Bos, Choch, SwinLevels, Order Blocks,  Market Structure& Liquidity Finder

🔥Pivot Breakout Detector

·     🔄 Dynamic Market StructureAnalysis of Turning Points

·     🧱 Order Block

·     ⚖️ Market Imbalance

·     ⛓️ BOS & CHOCH

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🔚 Smart Exit Systems

·     📍 Trailing Smart Algorithm

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📐 ZigZag Indicators

·     🔍 ZigZag Price LiquidityProjection

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·     🎯 Zig-Zag Extremity Tracker

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💧 Volume & Liquidity Tools

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Momentum & RSI Indicators

·     📈 RSI Trend Trigger

·     🚀 Dynamic Range Momentum

·     🔎 Multi-Level Candle Bias
Tracker

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🔮 Prediction & Projection Tools

·     📐 Prediction Based on Linreg& ATR

·     📏 Fibonacci Linear RegressionMulti-timeframe

·     📈 Volume-Powered Market Flow Projector_________________________________________________________________________________________________

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BTCUSD
Forex
Signal
Breakout
Indices
EURUSD
Commodities
GBPUSD
NZDUSD
Prop
ATR
Supertrend
Crypto
Stocks
XAUUSD
NAS100
USDJPY
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