Aureate Market Architecture Strategy [JOAT] by officialjackofalltrades

By officialjackofalltrades

Performance Metrics

Description

Aureate Market Architecture Strategy [JOAT]IntroductionAureate Market Architecture Strategy is an open-source TradingView strategy that integrates regime classification, structure bias, breakout pressure, liquidity confirmation, and risk management into one confirmed-bar execution model.The strategy is built for users who want a rules-based implementation of the broader JOAT architecture rather than a single-indicator signal stream.Its design goal is not to maximize trade count.Its design goal is to trade only when multiple independent conditions agree:the market is in an expansion-permitted regimestructure bias supports directionpressure is strong enough to justify participationliquidity context confirms the moverisk and daily drawdown constraints allow a new positionThis produces a strategy that is intentionally selective and explicitly non-repainting.Core Concepts1. Regime DetectionThe strategy classifies the market into accumulation, expansion, or exhaustion using ATR behavior, balance width, and normalized breakout pressure.A persistence requirement prevents the regime state from flipping too quickly.2. Structure Bias FilterDirectional participation is gated by confirmed medium-term structural breaks, EMA orientation, and price location relative to the fast EMA.An optional higher-timeframe bias filter can be added using completed higher-timeframe candles only.3. Pressure ConfirmationBreakout pressure is derived from a composite of multiple ROC windows and smoothed into an adaptive signal.The strategy does not permit entries unless that signal exceeds its volatility-adjusted threshold.4. Liquidity ContextThe strategy estimates upper and lower liquidity anchors, counts relative touch density, and looks for sweep failure behavior to confirm whether the current move has supportive liquidity context.5. Risk and Exit StackEvery position uses an initial stop, a take-profit target based on risk multiple, an adaptive trailing component, a daily loss lockout, and a cooldown after exit.FeaturesThree-state regime engine: accumulation, expansion, and exhaustionPersistence logic: regime changes require confirmation across multiple barsStructure bias filter: confirmed BOS logic combined with EMA alignmentOptional HTF bias filter: completed higher-timeframe candles onlyAdaptive breakout pressure: multi-window ROC model normalized by its own volatilityLiquidity confirmation: anchor touches, sweep failures, and relative-volume supportLong and short entry logic: both directions use the same confirmed-bar architectureRisk management: ATR-based initial stop, target, trailing logic, and daily loss controlCooldown control: prevents immediate re-entry after an exitDashboard and chart overlays: display current state, active bias, and risk contextDefault Strategy PropertiesInitial Capital: 100000Order Size: 10% of equityCommission Model: PercentCommission Value: 0.01Pyramiding: 0Calc On Order Fills: enabledCalc On Every Tick: disabledInput ParametersRegime EngineRegime ATR LengthRegime Baseline LengthBalance WindowAccumulation Volatility ThresholdExpansion Volatility ThresholdRegime Persistence BarsStructure BiasShort PivotMedium PivotFast EMASlow EMAUse Confirmed HTF Bias FilterHTF Bias TimeframeBreakout PressureFast ROCMedium ROCSlow ROCMacro ROCPressure SmoothingPressure Threshold MultiplierLiquidity ContextLiquidity WindowSweep Depth ATRRelative Volume FloorRisk ManagementInitial Stop ATRTake Profit R MultipleTrail ATR MultipleDaily Lockout %Cooldown Bars After ExitHow to Use This StrategyStep 1: Treat the Regime as the First GateThe strategy only wants to be active in the expansion state.If the dashboard shows accumulation or exhaustion, the system is designed to be more selective or inactive.Step 2: Check Directional AlignmentThe cleanest trades occur when structure bias, EMA alignment, pressure, and liquidity all support the same side.Step 3: Respect the Risk ModelThe stop, target, trail, and daily lockout are part of the strategy logic.They should not be ignored when evaluating results.Step 4: Expect SelectivityThis strategy is built to filter aggressively.Users looking for frequent trades may need different settings or a different methodology.Step 5: Evaluate Over Enough TradesNo strategy should be judged from a very small sample.Assess it across enough market conditions to understand where the architecture performs well and where it degrades.Strategy LimitationsThis strategy uses chart-derived liquidity and regime approximations rather than exchange microstructure dataSelective filters can reduce trade frequency substantially on some instruments and timeframesBacktest results depend on instrument, timeframe, commission, slippage assumptions, and session behaviorNon-repainting logic reduces false signals but can also introduce later entries than predictive systemsOriginality StatementAureate Market Architecture Strategy is original in the way it integrates regime state, structural confirmation, normalized pressure, liquidity context, and layered risk controls into one coherent execution model.The purpose of the integration is practical: each component addresses a different failure mode that appears when breakout systems rely on only one dimension of evidence.DisclaimerThis strategy is provided for educational and informational purposes only.It is not financial advice and does not guarantee profitability.Backtest outcomes are hypothetical and derived from historical data.Live trading includes slippage, execution variance, and market conditions that can differ materially from historical results.

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