Smart Stop-Loss
A stop-loss that responds to the market structure, not just the price
Traditional stop-loss systems are activated when the price crosses a fixed level, without distinguishing between a temporary liquidity correction and a real trend change. This causes premature closing of correct positions and unnecessary drawdowns.
The Sfromiledra engine identifies clusters of volatility before they translate into a sharp price jump. Analyzes order dispersion, market depth, and execution speed to distinguish signal noise, and shifts the protection threshold accordingly.
- Detection of volatility clusters in windows from milliseconds to minutes, depending on the instrument.
- Adjustment of the stop-loss threshold without manual intervention during the session.
- Auditable record of each recalibration, with the variable that caused it.