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Micro‐Timeframe Stop Floors & Breakeven Logic Using M60 DAATS & GNASD
- May 31, 2025
- Posted by: Drglenbrown1
- Category: GATS Methodology
No CommentsIn this lecture, we demonstrate how GATS leverages M60 DAATS and the portfolio’s one‐sigma noise unit (GNASD) to establish robust stop‐loss floors, breakeven triggers, and trailing stops on M30, M15, M5, and M1. By anchoring micro‐timeframe stops to hourly volatility and applying a 1.39% breakeven rule per pair, traders can avoid routine hourly whipsaw while still capturing high‐probability moves under the Daily MACD bias and M60 EMA regime filters.
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Law 7: GNASD—Managing Cross-Asset Noise Budgets
- May 25, 2025
- Posted by: Drglenbrown1
- Category: Trading Methodology
Explore Law 7 of Dr. Glen Brown’s Seven Laws—GNASD for portfolio-level stops. Learn how to compute population σ, normalize by N, and apply global breakeven triggers with hybrid caps and cost floors.
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Law 6: Tiered Risk Stages—Sizing to Match Your Buffer
- May 25, 2025
- Posted by: Drglenbrown1
- Category: Trading Methodology
Learn Law 6 of Dr. Glen Brown’s Seven Laws: position sizing via (Equity×Risk %) ÷ DAATS, explore Stage 1/2/3 risk tiers, and see case studies on dollar-at-risk levels.
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Law 3: DAATS—Your Full-Zone Initial Stop
- May 24, 2025
- Posted by: Drglenbrown1
- Category: Trading Methodology
Discover Law 3 of Dr. Glen Brown’s Seven Laws: DAATS = √P×ATR(P). Learn the formula, Chebyshev’s worst-case guarantee, and see an example trade with DAATS plotted.
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Beyond ATR: Introducing Dr. Glen Brown’s Seven Laws of Volatility Stop-Loss
- May 24, 2025
- Posted by: Drglenbrown1
- Category: Trading Methodology
Discover why static ATR-based stops fail and explore Dr. Glen Brown’s Seven Laws of Volatility Stop-Loss—anchored by √time scaling, DAATS and GNASD—for a truly adaptive risk framework.
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GASBET: The Global Adaptive Statistical Break-Even Trigger
- May 6, 2025
- Posted by: Drglenbrown1
- Category: Algorithmic Trading / Risk Management
Explore the DAATS distance distribution, the GASBET
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κσ trigger formula, visualization techniques, and trade-offs between manual and automated exits. -
Dynamic Adaptive ATR Trailing Stops (DAATS): Volatilit-Scaled Exits
- May 6, 2025
- Posted by: Drglenbrown1
- Category: Risk Management / Algorithmic Trading
Learn how to deploy Dynamic Adaptive ATR Trailing Stops (DAATS) using ATR(89), square-root multipliers, and EMA zones to optimize trade exits.
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GATS Unveiled: The Heartbeat of Global Financial Engineering
- April 25, 2025
- Posted by: Drglenbrown1
- Category: Proprietary Trading / Algorithmic Trading
An in-depth look at GFE’s proprietary Global Algorithmic Trading Software (GATS), exploring its architecture, unique indicators (EMA Zones, DAATS, GASBET), and multi-timeframe strategy suite.
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The Closed-Loop Proprietary Model: Why GFE Keeps Innovation In-House
- April 25, 2025
- Posted by: Drglenbrown1
- Category: Proprietary Trading
Explore why GFE’s fully integrated research-to-execution cycle delivers a sustained competitive edge in global markets through its in-house GATS platform and collaborative feedback loops
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Global Adaptive Statistical Break-Even Trigger (GASBET) Model
- April 4, 2025
- Posted by: Drglenbrown1
- Category: Financial Engineering
Discover the GASBET Model—a dynamic break-even trigger that integrates statistical measures with our GATS Framework. Learn how leveraging the mean and standard deviation of DAATS values optimizes exit strategies and enhances risk management.
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Adaptive Risk Management in Action: Unlocking the Power of DAATS
- April 2, 2025
- Posted by: Drglenbrown1
- Categories:
Learn how adaptive risk management through the DAATS mechanism in the GATS Framework enhances trading performance by dynamically adjusting stop-loss levels to market volatility.
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The Evolution of Financial Engineering: From Theory to Systematic Trading
- April 2, 2025
- Posted by: Drglenbrown1
- Category: Financial Engineering
Explore our innovative adaptive break-even mechanism for the GATS Framework, which combines dynamic percentages and fixed points to create a market-responsive exit strategy across multiple timeframes.
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A Hybrid Adaptive Break-Even Mechanism for the GATS Framework: Integrating Dynamic Percentages and Fixed Point Thresholds
- March 27, 2025
- Posted by: Drglenbrown1
- Category: Financial Engineering
Explore our innovative adaptive break-even mechanism for the GATS Framework, which combines dynamic percentages and fixed points to create a market-responsive exit strategy across multiple timeframes.
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The Art of Dynamic Trailing Stops: A Deep Dive into DAATS
- March 12, 2025
- Posted by: Drglenbrown1
- Category: Financial Engineering
Explore the dynamic world of trailing stops with DAATS, a cutting-edge risk management tool that adapts to market volatility and time scaling, enhancing trade performance and capital protection.
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Adaptive Risk Management Unleashed: The Dynamic ATR Trailing Stop (DAATS) Advantage
- March 10, 2025
- Posted by: Drglenbrown1
- Category: Financial Engineering
Learn how the Dynamic ATR Trailing Stop (DAATS) offers a groundbreaking, adaptive approach to risk management, seamlessly integrating volatility and time scaling for enhanced trading outcomes.
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Global Trade Turbulence: A Comprehensive Trading Guide for Global Traders
- March 6, 2025
- Posted by: Drglenbrown1
- Category: Global Trading / Financial Engineering
A comprehensive trading guide for Global Traders, combining macroeconomic insights with our advanced GATS and DAATS framework to capitalize on market volatility and transform trade turbulence into opportunity.
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Perfecting Trailing Stop Strategies for Maximum Gains
- November 4, 2024
- Posted by: Drglenbrown1
- Category: Risk Management, Trading Strategies
Discover how to maximize gains with effective trailing stop strategies. Learn about DAATS and its role in managing trades dynamically within the GATS framework.
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GATS Trading Strategies: Maximizing Gains Through Precision
- November 3, 2024
- Posted by: Drglenbrown1
- Category: Algorithmic Trading, Proprietary Trading
Discover how GATS Trading Strategies use advanced tools like the GATS 369 Channel and DAATS to execute high-probability trades with precision and adaptability.