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QUANTITATIVE RISK FIREWALL

Confluence Pipeline & Risk Governor

TradeGPT sits as a high-frequency risk firewall between raw market data feeds and active broker execution pools, verifying structural probability before routing transactions.

Linear 12-Gate Confluence Chain

Every Proposed Setup must pass the 3 Critical Gates (Gates 1, 8, and 10) to bypass early lockout. If passed, score points accumulate across Standard Gates. Setups require ≥8/12 gates to generate active broker orders. Click any gate to expand detailed math and target risks.

GATE 01CRITICAL

Confluence Bias

Weighted consensus across core indicators (RSI, MACD, EMA, Bollinger, Stochastic). Restricts trading unless momentum aligns.

∑ (W_i · Dir_i) ≥ 45%
Confluence: 65% (Threshold: ≥45%)
GATE 02STANDARD

SMC Confirmation

Smart Money Concepts structural scans. Detects Break of Structure (BOS), Change of Character (ChoCH), Fair Value Gaps (FVG), and Order Blocks (OB).

BOS || ChoCH || FVG || OB || Sweep
BOS bullish, 9 active FVGs, 3 Order Blocks detected
GATE 03STANDARD

Timeframe Alignment

Locks execution signals to match the 4-Hour higher timeframe structure, ensuring trades move with the dominant macro direction.

Signal_Dir == Bias_4H
4H Bias: BEARISH · Signal: SELL (Matched)
GATE 04STANDARD

Session Filter

Restricts execution strictly to high-liquidity volume sessions. Focuses on the London and New York overlaps.

UTC_Hour ∈ [08:00, 17:00]
Overlap: Active (London / NY Overlap)
GATE 05STANDARD

Volatility Regime

Average True Range (ATR) ratio relative to historical ATR averages. Filters dead markets or high-slippage economic releases.

0.5 ≤ ATR_14 / ATR_20 ≤ 2.5
ATR Ratio: 1.12 (Range: Stable)
GATE 06STANDARD

No Conflict Filter

Directional spread between bullish and bearish indicator weights. Rejects setups with high internal conflict.

|W_Bull - W_Bear| / W_Total > 10%
Bull/Bear Spread: 25% (Threshold: >10%)
GATE 07STANDARD

Symbol Cooldown

Enforces a strict 4-hour temporal lockout between trades on the same asset symbol to prevent emotional over-trading.

T_elapsed ≥ 4 Hours
Cooldowned (No recent signals on symbol)
GATE 08CRITICAL

News Event Filter

Syncs with live economic calendars to halt trading 30m before and 15m after high-impact macroeconomic event releases.

T_curr ∉ [T_event - 30m, T_event + 15m]
Clear (Next event: NFP in 2,686 mins)
GATE 09STANDARD

Correlation Filter

Cross-checks with inverse and positive indices (e.g. DXY for USD crosses) to prevent asset-bias conflicts.

DXY_Dir aligns with Asset_Setup
DXY Bearish Theme aligns with Gold Buy
GATE 10CRITICAL

MTF Stack Alignment

Trend agreement check across Weekly (W1), Daily (D1), and 4-Hour (4H) EMA lines. Requires at least 2/3 alignment.

∑ (Trend_TF == Direction) ≥ 2
Weekly BEARISH · Daily BEARISH · 4H Neutral (2/3 Bearish)
GATE 11STANDARD

VWAP Value Bands

Checks if price is within standard ±2σ statistical deviation envelopes from daily Volume Weighted Average Price (VWAP).

VWAP - 2σ ≤ Price ≤ VWAP + 2σ
Price at +1.1σ from VWAP (Optimal Band)
GATE 12STANDARD

Candlestick Geometry

Confirms local 1-Hour candlestick pattern shapes (Hammer, Engulfing, Inside Bar, Inverted Hammer).

Candle_Pattern matches Direction
Inside Bar bullish pattern confirmed (Strength: 72%)