Pipsgrowth EX16001 Trend

TRACE+ Trend waits for an institutional-grade signal stack to converge before sending any order. At the heart of the entry path sits a 2x2 local-linear Kalman filter that tracks the price level and slope jointly, an AVWAP anchor that re-roots on every break event, a Hurst R/S hysteresis gate that distinguishes persistent from choppy markets, and an ATR-percentile regime classifier that labels the current volatility state. Every layer is visible on the chart panel that the EA paints in the upper-left corner: slope z-score, Hurst exponent, ADX reading, ATR percentile, and the current regime string update on every closed bar.

The Kalman state is initialized on the first bar and updated with process noise scaled by ATR squared. The level gets q=0.01ATR^2, the slope gets q=0.001ATR^2, and the observation noise is r=0.05*ATR^2. The slope is then z-scored against a 300-bar rolling buffer maintained in rollSlope[]. The PercentRankOf helper computes the rank of the current slope within that buffer, and the entry hurdle InpEntryHurdleRank=0.80 by default requires the current slope to be in the top quintile of its own recent history. This is the trend strength test: only slopes that are unusually steep relative to the recent background earn entry.

The pullback entry band sits 0.6 to 1.2 ATR below the Kalman level for longs, and 0.6 to 1.2 ATR above for shorts (PULL_MIN_ATR=0.60, PULL_MAX_ATR=1.20). Price must be inside that band on the previous closed bar — not chasing the trend but pulling back into the structure. The AVWAP, anchored to the most recent slope-sign flip or any bar where |slope_z|>1.5, must agree with direction: long only if the close is above the AVWAP, short only below. When the AVWAP has not yet produced a valid value during the first AVWAP_MIN_BARS=10 bars after anchor, the agreement gate is waived so the EA can still trade early in a fresh trend.

A higher-timeframe filter reads the H1 50-EMA (HTF_PERIOD=PERIOD_H1, HTF_EMA_PERIOD=50) and requires the current-TF close to sit on the right side of a rising or falling H1 EMA. The HTF agreement can be disabled via InpHtfAgreeEnabled=false for pure single-TF behavior. The ClassifyRegime function labels the current state across seven buckets. StrongTrend requires ADX >= 30 and ATR-rank >= 0.7. WeakTrend is ADX >= 20 with ATR-rank >= 0.5. Expand requires ATR-rank >= 0.85 and a wide Bollinger width. Compress is ATR-rank <= 0.15. Breakout needs ATR-rank >= 0.65 and Bollinger width > 0.7. Range fires when ADX < 10. Choppy is the default bucket. RegimeAllowsEntry returns true only for StrongTrend, WeakTrend, Breakout, and Expand, blocking entries in Range, Compress, and Choppy.

The Hurst exponent is computed from a 200-bar R/S window (HURST_WINDOW=200) with a Hysteresis gate. It must rise above InpHurstOn=0.53 to turn the gate on, and only fall below HURST_OFF_THRESH=0.49 to turn it off. The 0.04 spread between ON and OFF prevents whipsaw on choppy regimes and reflects the EA's structural preference for persistent, trending markets. When the gate is off, entries are blocked with the reason hurst_low.

Risk is sized at InpRiskPercent=0.50% of effective capital per trade. The lot calculation is risk_money divided by stop_distance_in_ticks multiplied by tick_value_per_lot, then clamped to the broker's lot step, minimum, and maximum via ClampVolume. Initial stop is set at the higher of the 14-bar Recent Low and the Kalman level minus 1.2 ATR, with an additional cap that the stop cannot be more than 0.5 ATR beyond the close. Minimum required R/R is InpMinRR=1.50; the projected reward is TP_FINAL_R_MULT=3.0 ATR from the band midpoint, so the stop geometry implies a 3R TP at the upper end of the typical R/R window.

Position management combines five exit mechanisms. A one-shot break-even fires at InpBE_R_Mult=1.0 R, moving the stop to entry plus one R. A 50% partial close (PARTIAL_PCT=0.50) fires at TP1_R_MULT=1.0 R. A Chandelier trail at InpChandelierK=3.0 ATR ratchets the stop behind the high-water mark. A 30/50/70 MFE-ATR lock ladder progressively moves the stop to entry plus 30%, 50%, and 70% of the favorable excursion at LOCK_30_ATR=1.0, LOCK_50_ATR=1.8, LOCK_70_ATR=2.6. The hard time exit fires at InpMaxBarsInTrade=200 bars. Opposite-signal and regime-flip exits are layered on top of all of these.

The default state of the EA is dry-run mode. InpDryRun=true logs every intended trade with full parameters and exits but does not place orders. Set InpDryRun=false to engage live trading. A long list of no-trade gates runs before the entry logic. InpKillSwitch=true immediately closes any open position. The InpCapitalCapFloor=50 floor blocks entries when effective capital drops below that value. Daily and weekly realized loss limits are checked against InpDailyLossLimitPct=3.0 and InpWeeklyLossLimitPct=6.0 of effective capital, both computed by walking the deal history filtered by magic number. The spread ceiling InpMaxSpreadPoints=50 is enforced via SpreadPoints(). The consecutive-loss cooldown triggers after InpCooldownAfterLoss=2 losses and blocks entries for COOLDOWN_BARS=5 bars. The per-bar duplicate-entry guard prevents multiple entries on the same closed bar.

The OnTester custom criterion weighs raw profit and profit factor against balance drawdown: criterion = (net_profit * profit_factor) / (1 + balance_dd_percent). A minimum of 30 trades is required to produce a non-zero score, which prevents the optimizer from latching onto lucky small samples. The hard-coded MAX_DRAWDOWN_PCT=20.0 is an internal safety stop.

Five native indicator handles are created in OnInit and released in OnDeinit: iATR(14), iADX(14), iBands(20, 0, 2.0, PRICE_CLOSE), iMA(50, MODE_EMA, PRICE_CLOSE) on the current timeframe, and iMA(50, MODE_EMA, PRICE_CLOSE) on H1. The retry helpers TryClose_EX16001, TryClosePartial_EX16001, and TryModify_EX16001 each attempt up to 3 times on REQUOTE, TIMEOUT, PRICE_OFF, and PRICE_CHANGED retcodes with 200ms sleeps on close attempts and 100ms sleeps on modify attempts, and unlike many EAs in this family these are actually wired into the live management path — the partial close, the break-even modify, and the trailing-stop modify all flow through them.