El Horizonte Informativo replaces manual execution with a dollar cost averaging (DCA) system that decides when and how much to enter based on actual market behavior, not the trader's intuition.
The system processes price and volume flow to separate short-term noise from movements that reflect a real change in market structure. Only when that distinction is statistically sustainable is an entry window enabled.
From there, execution does not happen all at once. Capital is deployed in tranches calculated using automated DCA, with the goal of reducing the break-even price versus a single entry.
Oscillations of low statistical significance are discarded before evaluating any input signal.
The model weights probability of continuity against probability of reversal before activating a signal.
The capital is divided into programmed tranches that adjust the break-even according to the subsequent price evolution.
The operational goal is not to maximize the hit frequency, but rather to reduce exposure during phases of high uncertainty and improve the efficiency of each individual execution.
Segmenting inputs into tranches limits the impact of volatility clusters compared to execution concentrated at a single moment.
Each tranche is evaluated against liquidity conditions and price space before being confirmed, to avoid unnecessary slippage.
Input heuristics are backtested against different market regimes before being released into production.
Risk thresholds limit cumulative exposure per asset, with automatic recalibration when market conditions change.
When the model detects a sustained downtrend, it reduces the size of entry tranches and extends the intervals between executions, prioritizing capital conservation over aggressive accumulation.
In lateral ranges identified by low directionality, the system increases the frequency of DCA legs to take advantage of the price swing without depending on a directional breakout.
In the face of an upward trend with statistical confirmation, the model progressively expands the position size while maintaining the risk thresholds defined by the user.
El Horizonte Informativo is built on predictive modeling applied to real-time market data, with the purpose of converting large volumes of information into verifiable entry and exit decisions.
The development of the system combines extensive backtesting, control of risk thresholds and an execution architecture designed for operators who already work with quantitative criteria.
The Control Terminal integrates the predictive signals directly with the execution APIs, so that the path between detection and order is reduced to the strictly necessary steps.
Shows the current status of the model by asset, including whether an input window is open, under evaluation, or closed.
Orders are sent directly to the connected broker or exchange, without intermediate manual steps that introduce delay.
Each executed tranche is recorded with its entry price and its effect on the accumulated break-even of the position.
The user defines the upper limits; The system operates within that range and notifies when it approaches a threshold.
Credentials are stored encrypted and are used exclusively for order execution permissions, with no withdrawal capabilities, when permitted by the broker.
The general logic—noise filtering, probabilistic evaluation, and piecewise execution—is publicly documented. The internal calibration parameters are not published to avoid direct replication.
The signal is generated and sent to the execution layer continuously; The time until the order depends mainly on the latency of the connected broker or exchange.
The system stops the generation of new orders and preserves the status of the sections already executed until the connection is reestablished.
No. The integration is done using standard API keys of the supported broker; The configuration of risk parameters is done from the Control Terminal.
Request access to configure your risk parameters and connect your account before enabling automated execution.