Institutional Volatility Suite [Futures] - Great Dane TradingInstitutional Volatility Suite - Great Dane Trading
The Institutional Volatility Suite is an all-in-one execution engine designed specifically for Index Futures (ES, NQ, YM) and Commodities. It consolidates four major institutional pricing models—VWAP, Bollinger Bands, Keltner Channels, and Volume Profile—into a single system, allowing traders to adapt instantly to changing market regimes (Trending vs. Ranging).
Designed with Prop Firm and Professional Futures requirements in mind, this strategy emphasizes strict intraday risk management, including hard closes and daily drawdown limits.
Key Features:
* Multi-Engine Core: Switch logic instantly without changing charts:
* VWAP: Institutional benchmark with StdDev bands.
* Auto-Volume Profile (AVP): Automatically maps previous day's Value Area (VAH/VAL) and Point of Control (POC).
* Bollinger & Keltner: Classic volatility models for breakout or reversion trading.
* Prop Firm Risk Engine:
* Auto-Flatten / Hard Close: Automatically closes all positions at a specific time (e.g., 16:55 EST) to comply with "flat overnight" rules.
* Daily Drawdown Lock: Set a Max Daily Loss in Dollars. If hit, the strategy locks execution until the next session to prevent tilt.
* Universal Entry Logic:
* Trend Mode: Trades crosses of the Main Line (Basis).
* Breakout Mode: Trades expansions outside the volatility bands.
* Reversion Mode: Fades price extremes back toward the mean (Mean Reversion).
* Confirmation Filters: Integrated MFI (Money Flow), ADX (Trend Strength), and SMMA filters to validate institutional participation.
* Pro Dashboard: Real-time HUD displaying Daily PnL ($), Trade Counts, and Risk Status.
How It Works:
1. Select your Engine (e.g., VWAP).
2. Select your Mode (e.g., Reversion - Fading the bands).
3. The strategy monitors price action relative to the institutional bands.
4. When momentum (ADX/MFI) confirms the setup, it executes the trade with pre-calculated Tick-based stops and targets.
5. The Risk Engine monitors global equity to ensure daily limits are respected.
Access:
This is a private, Invite-Only script by Great Dane Trading.
To request access, please visit our website or contact us via direct message.
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CFTC RULE 4.41:
HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFIT OR LOSSES SIMILAR TO THOSE SHOWN.
Futures Trading Risk Warning:
Futures and options trading involves substantial risk of loss and is not suitable for every investor. The valuation of futures and options may fluctuate, and, as a result, clients may lose more than their original investment. The impact of leverage can work against you as well as for you.
General Disclaimer:
The content provided by Great Dane Trading (GDT) is for educational and informational purposes only and does not constitute financial advice. We are not a registered investment advisor. This script is a tool to assist in decision-making; the final decision to trade and the responsibility for any losses rest solely with the user.
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