VECTRA implements three independent trailing stop systems, each designed for different market conditions and strategy types. The active trailing system is selected based on the strategy type and user configuration.
System 1: ATR Trailing
Best for: Order Flow MTF, single-timeframe strategies
Modes: 5 operational modes
The ATR (Average True Range) Trailing system adapts to market volatility. When volatility increases, the trailing distance widens to avoid premature stops. When volatility decreases, it tightens to protect more profit.
Mode
ATR Multiplier
Best For
Balanced (recommended for OF_MTF)
Conservative, swing trades
When S/R levels are clear
Trail not yet active, waiting for profit threshold.
Price reached 50% of TP distance, trailing begins.
Stop Loss moved to entry price (30% of TP reached).
Minimum 25% of max profit locked.
Actively trailing price with ATR distance.
System 2: Smart S/R Trailing (Ichimoku)
Best for: All strategies
Phases: 6 operational phases
The Smart Trailing system uses Support/Resistance levels detected through Ichimoku Cloud analysis, Pivot Points, and Price Clusters to make intelligent trailing decisions based on market structure rather than fixed distances.
Ichimoku S/R Levels (Ranked by Strength)
Primary S/R — strongest single level
Long-term S/R — second strongest
Short-term S/R — fast-reacting
Cloud boundaries as S/R zones
Phase Progression
Monitoring, no trailing yet.
Waiting for price to break nearest S/R level.
S/R breakout confirmed, SL moved to the broken level + buffer.
Price nearing original TP, SL tightens.
Price broke original TP, TP becomes trailing SL.
Maximum profit locked with tight trail.
The system identifies the nearest meaningful S/R levels using three methods:
Ichimoku Cloud (primary, 40% weight) — Kijun, Senkou, Cloud boundaries
Pivot Points (secondary, 35% weight) — Classic pivot calculations
Price Clusters (tertiary, 25% weight) — Historical volume concentration
When price breaks through an S/R level and holds (confirmation required), the SL is moved to that level minus a buffer to avoid fake breakouts.
System 3: Smart CG Trailing (Coinglass-Intelligence)
Best for: Diversified strategies (MR, Momentum, Funding, LiqCascade)
Phases: 6 operational phases
The CG Trailing system combines Coinglass intelligence with Ichimoku reversal detection and strategy-specific parameters. It is the most advanced trailing system, designed specifically for the 4 diversified strategies.
Strategy-Specific Parameters
Parameter
Mean Reversion
Momentum
Funding Rate
Liq. Cascade
Phase Progression
Initial wide SL, breathing room for the thesis to play out.
Monitoring for edge confirmation from CG data.
SL moved to entry + fees after meaningful profit.
Active trailing with CG intelligence (liquidation levels, whale activity).
High profit locked with tight progressive trail (20% → 85%).
Close signal triggered by CG divergence, time decay, or reversal.
When Coinglass data is unavailable, the system seamlessly falls back to ATR-based trailing. All CG calls are wrapped in try/except — the system never crashes from CG failures.
MeanReversion-Specific Time Decay
For Mean Reversion positions, the CG Trailing system delegates time-based decisions to the specialized MR Time Decay module, which uses exponential probability decay curves calibrated to the statistical half-life of mean reversion setups.
State Persistence
All three trailing systems persist their state to disk. If VECTRA restarts, positions resume from their exact trailing phase without loss of tracking data.