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Strategy Architecture & Gator Mechanics

AIMS Entry Alert EA automates the foundational AIMS momentum strategies, executing trade entries on high-probability momentum shifts while filtering out low-volatility consolidation phases through Williams Alligator alignment rules.

1. Structural Setup Mechanics​

The engine continuously evaluates price action upon the completion of each newly closed bar (Bar 1):

Setup 1 (S1 — Inside-the-Box Anticipatory)​

  • Execution Condition: Evaluated at the open of a newly closed candle. Triggers when Fast SMA (InpFasterSMA = 1, Close) crosses Slow SMMA (InpSlowerSMA = 5, Shift = 3, Median) while price operates inside the channel formed by preceding fractals.
  • Role: Captures the early transition phase of a new momentum cycle prior to broader market breakout confirmation.

Setup 2 (S2 — Confirmed Structural Breakout)​

  • Execution Condition: Triggers when crossing momentum occurs outside the boundary of preceding fractals.
  • Role: A high-conviction continuation breakout confirming directional market expansion.

2. Alligator Volatility & Trend Alignment Gatekeeper​

A common failure mode of basic momentum systems is whipsaw during sideways consolidations. The Alligator filter acts as an objective structural filter:

Bullish Alignment: Lips (Green 5/3) > Teeth (Red 8/5) > Jaws (Blue 13/8)
Bearish Alignment: Lips (Green 5/3) < Teeth (Red 8/5) < Jaws (Blue 13/8)
  • Sleeping / Intertwined State: If the moving averages cross, tangle, or deviate from the required sequence, the Alligator is classified as asleep and new entry signals are filtered out.

3. Order Placement & Breakout Confirmation​

  • Pending Orders (InpUsePendingOrders = true):
    • Buy Stop: Placed at High[1] + InpBufferPips. Initial Stop Loss placed at Jaws (Blue Line) - InpBufferPips.
    • Sell Stop: Placed at Low[1] - InpBufferPips. Initial Stop Loss placed at Jaws (Blue Line) + InpBufferPips + Spread.
    • Order Expiration (InpPendingExpiryBars = 2): Unfilled pending orders are cancelled after 2 bars or immediately if Alligator alignment breaks.
  • Runaway Gap Protection (InpMaxGapPips = 5.0):
    • If market price moves more than 5 pips beyond the candle extreme prior to order placement, the pending order is cancelled to prevent chasing adverse slippage.

4. Exit Rules & Dynamic Trailing​

Dynamic Blue Line Trailing (Jaws 13/8)​

  • As new candles complete, the Stop Loss is ratcheted upward (for Buy positions) or downward (for Sell positions) along the moving Alligator Blue Line.
  • Built-in MODE_FREEZELEVEL checks prevent modification errors when price is near order boundaries.

Refined Lips Close Exit (Green Line 5/3)​

  • Candle Close Crossing: Evaluated strictly on newly closed bars.
  • Grace Period (InpExitGraceBars = 1): Newly entered trades are protected from premature exit during their initial development candle.
  • Profit Gate (InpExitRequireProfit = true): The Lips exit only executes if the position is currently in positive floating profit, preventing premature stop-outs in early retests.