📄 Business Overview (non-technical)
— plain-English summary of how the engine trades, for the team; opens in a new tab.
Overview
This is a multi-user simulator/backtester for a trendline-breakout + averaging-up (pyramiding)
execution system, tuned for Gold (XAUUSD) but usable on any configured instrument. You define a
strategy profile (every input below is adjustable), then run it as a backtest or a live
forward run and review the equity curve, price/trend chart, positions and closed trades.
Trend Detection
Direction is decided by EMA alignment plus a regression slope and ADX strength filter:
- Bullish: price > fast EMA, fast EMA > slow EMA, regression slope positive, ADX above threshold.
- Bearish: the mirror image.
- Otherwise no trade. The chosen bar interval (e.g. 1h, 4h) is the timeframe this runs on.
Entry Ladder (Pyramiding)
On a confirmed breakout the engine deploys a ladder of N stop orders in the trend direction —
Buy-Stops above the market for a bull breakout, Sell-Stops below for a bear breakout —
each spaced pip spacing apart. Orders fill as price runs into them, scaling into strength,
not weakness.
Institutional Filters
Trades are gated by a spread limit, a minimum ATR (volatility), optional session
windows (London / New York), and a slippage allowance applied to every fill.
Position Sizing (margin & leverage)
Position size comes from margin × leverage only. Each basket commits margin % of the
account; that margin is split across the ladder orders and multiplied by the leverage ratio
(e.g. 30 = 1:30) to give each order's notional, then divided by price to get units. There is no
fixed-units or risk-% mode, and no per-basket lot cap.
Stop Loss & Profit-Lock Cascade
Entries open with no stop loss — downside is managed by hedging, not a hard stop. Stops are only
ever set in profit: once a second rung fills, each earlier rung trails its stop up to the
next rung's entry price, locking one spacing of profit per step. The newest (top) rung always
keeps its stop open. Break-even and trailing rules can tighten these stops further but never loosen them.
Hedging (the loss protection)
When price runs a configurable number of pips against the basket's average entry, the engine opens
an opposite position to defend the basket — a Sell hedge against a Buy basket, or vice versa.
The hedge is sized to the full main basket (multiplier 1.0 = exactly the same size as the main
direction), with an optional take-profit and stop-loss (no stop by default). A hedge is
never closed on a time limit (no expiry) and averaging is never paused while it is active.
By default it runs a single defensive cycle (multi-cycle is opt-in). It is risk control, not a martingale.
Break-even & Trailing
Once the last rung runs the break-even trigger pips in profit, stops move to entry plus a small
buffer. An optional trailing stop then follows price after break-even.
Partial Close
Optionally scale out a percentage of the basket once it reaches a profit trigger, banking part of the
move while leaving a runner.
Basket Target & Re-entry
When open profit reaches the close-all profit target (percent of account) everything is flattened
and realised. After a configurable re-entry delay, the next breakout can deploy a fresh basket.
Glossary
- Pip — the instrument's price step used for distances (Gold 0.1, Silver 0.01 price units).
- Ladder / basket — the set of pyramided orders/positions from one breakout.
- Rung — a single order/position within the ladder.
- Hedge — an opposite position opened to defend a losing basket.
- Breakout — a confirmed trend start (EMA + slope + ADX) that deploys a new ladder.
- Drawdown — the drop in equity from its peak.
- EMA / ATR / ADX — trend (moving average), volatility, and trend-strength indicators.