An institutional-grade quant engine. Seamlessly connect your CoinDCX account 24/7 with Order Flow Delta confirmation, Supply & Demand zone detection, and automated breakeven profit locking.
Built for serious traders and quant funds demanding deterministic execution and asymmetric risk controls.
Combines 30 quantitative features with an adaptive Reinforcement Learning Q-Table agent. Losing trade patterns are penalized 5.0x as hard negatives to continuously learn from market shifts.
Eliminates counter-trend knife-catching. Entries require Cumulative Volume Delta (CVD) confirmation or verified institutional limit-order absorption before risking capital.
Once unrealized profit reaches +0.75R, stop-loss automatically ratchets to entry (guaranteeing a risk-free trade). At +1.5R and beyond, dynamic trailing locks in 50% of peak profits automatically.
Direct API integration with CoinDCX Spot and Futures execution gateways. Run automated trade routing 24/7 on dedicated cloud infrastructure without needing your personal laptop powered on.
Strict risk sizing restricts exposure to maximum 1-2% risk per trade with automated daily drawdown circuit breakers, macro news blackout guards, and market regime detection.
Runs autonomously in high-speed Docker containers on dedicated cloud infrastructure with real-time health monitoring, WebSocket feeds, and automated self-healing restart loops.
Access algorithmic strategies engineered and continuously backtested by our quantitative research team.
Captures supply/demand liquidity sweeps and break of structure zones on higher timeframes with deterministic SL enforcement.
Dual-direction trend following strategy powered by CVD order flow delta and multi-timeframe 1H EMA confirmation.
Targets institutional value area discounts (VAL) and price extensions above VAH with dynamic volatility expansion filters.
Select the institutional tier that matches your trading scale. Upgrade or cancel anytime.