Helios Strategy Configuration for Confluence Filters and ATR Risk Controls

Summary

The supplied excerpt shows the configuration for a multi-filter trading strategy called Helios. Its inputs cover an adaptive baseline, efficiency lookback, ATR and directional movement measures, volatility and channel windows, a higher-timeframe confirmation setting, and optional session restrictions. Users can enable long or short trades, set a minimum confluence score, apply cooldown bars, and filter by volatility range or recent compression.

Risk controls include a per-trade risk percentage, ATR-based stop, target and trailing distances, a minimum planned reward-to-risk multiple, a daily equity loss limit, a maximum holding period, quantity bounds, and an option to close on a regime flip. However, the excerpt ends among the visual settings before showing the signal calculations, order logic, or test results. The indicator names and controls suggest a filtered, volatility-aware approach, but the available material is insufficient to determine how signals are combined or whether the strategy performs well.

Key ideas

• The configuration exposes baseline, volatility, channel, and higher-timeframe inputs for a multi-filter strategy.
• Long and short directions can be enabled separately, with optional session, score, cooldown, and volatility filters.
• ATR distances define configurable stop, target, and trailing controls.
• Position risk, daily equity loss, holding duration, and quantity limits are configurable.
• The excerpt omits the actual entry logic and any backtest evidence.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.