Alcotrade Market Engine AK1— Pro

What it is
ALCOTRADE Pro AK Market Engine1 is a volume-driven market-structure and VWAP toolkit designed for crypto (and gold) futures. It blends Daily/Weekly/Monthly VWAP + bands, significant Market Structure (BOS/ChoCH), and a refined Order Block (Super+) model to surface high-quality, rule-based signals. All alerts are bar-close confirmed (no lookahead) and are ready for webhook automation.

Core Logic (Summary)

VWAP Framework (D/W/M):
Daily, Weekly, and Monthly VWAP midlines + symmetric bands (σ). Bands use a fixed stdev window to detect stretch, mean-reversion, and trend-continuation behavior near institutional benchmarks.

Significant Market Structure:
Swing points are built from a configurable swing length. Breaks are only accepted when they are significant:
• Break size ≥ minBreakPct of price
• Swing magnitude ≥ minSwingATR × ATR
• Swing age ≥ minSwingAge bars
This filters noise and enforces “only meaningful BOS/ChoCH” logic.

Order Block (Super+):
After a confirmed BOS, the engine selects the last opposite-color body candle within the lookback and draws its body as an extendable box (stops on first touch). This captures the refined origin of displacement for cleaner mitigation tests.

Volume & Flow Hooks:
Signals can optionally factor in “event” confirmations (e.g., Big Trades / delta/CVD impulses) to gate only the strongest setups.

Risk & Automation:
Designed to plug into risk-reward templates (Master RR) and webhook flows. Alerts include structured payloads for downstream bots.

AK Signals (Bar-Close Confirmed)

All AK signals appear only when core conditions are met and confirmed at bar close (no repaint).

1) AK1 — Baseline Align

A baseline directional cue triggered when price aligns with the active higher-timeframe VWAP context and market structure bias is in agreement.

Trend filter: higher-TF VWAP slope & position

Structure filter: most recent BOS direction

Use case: directional bias + continuation entries on pullbacks

2) AK2 — Momentum Align

A momentum-weighted continuation signal near VWAP bands after a valid impulse.

Requires: AK1 bias + recent displacement (range expansion)

Optional: volume/flow confirmation (e.g., big trade burst)

Use case: trend continuation with stronger momentum quality

3) AK3 — VWAP Mean-Revert

A controlled reversion-to-mean setup when price stretches to outer bands and prints an exhaustion cue while structure is not breaking against the higher-TF bias.

Requires: band touch/overshoot + fade trigger

Guardrails: no fresh opposite BOS; ATR context respected

Use case: tactical fades back toward VWAP midline

4) AKBreak — Significant Break

Triggers on confirmed significant BOS/ChoCH only (per thresholds above).

Long: break above prior significant swing high

Short: break below prior significant swing low

Use case: breakout entries or validation of new bias; also unlocks OB (Super+) mapping

5) AK Reject — VWAP / OB Rejection

A rejection-type entry when price tests and rejects a key level (VWAP midline/band or an OB(Super+) box) in agreement with structure bias.

Confirmation: rejection pattern at level + no opposite BOS

Optional: volume impulse or delta shift on rejection bar

Use case: precise entries at institutional levels with tight invalidation

Inputs (Defaults & Notes)

VWAP & Bands:
enableVWAP = true • sigma ≈ 1.45 • bandLen ≈ 50

Market Structure (15m defaults):
enableStructure = true • swLen = 2 • minBreakPct ≈ 0.10
minSwingATR ≈ 0.60 • minSwingAge ≈ 4

Order Block (Super+):
Enabled by default; boxes extend right and stop on first touch.

Safety:
Bar-close confirmations only; request.security(..., barmerge.gaps_off, barmerge.lookahead_off) to avoid repaint. Sessions OFF for crypto; gold may use London/NY filters.

(Exact defaults may be adjusted per symbol/timeframe. BTC/ETH presets typically use Weekly VWAP anchors for intraday; XAU may prefer Daily/Weekly.)

Alerts & Webhooks

Each signal has a dedicated alert condition. Suggested best practice:

Create alerts on bar close.

Send JSON payloads via webhook to your decision engine (Master RR).

Enforce per-signal cool-downs and trade-once-per-swing rules downstream.

How to Use

Start with AKBreak to establish bias after a real structural change.

Use AK1 / AK2 to follow the trend in alignment with VWAP context.

Use AK Reject at VWAP/OB levels for precision entries with tight SL.

Deploy AK3 selectively on stretched moves when structure allows mean reversion.

Manage risk with Master RR; avoid stacking correlated signals in chop.

Notes & Disclaimer

This is a rule-based decision aid, not financial advice.

No lookahead; signals confirm at bar close and won’t repaint post-close.

Always forward-test and tune parameters per symbol/timeframe and volatility.

Access: Public Invite-Only.
Support: For onboarding and webhook templates, contact the author.