Protect
Before and immediately after a high-impact release, the event filter can block new entries regardless of the strategy signal.
A high-impact release first changes execution permission. After the protection window, the system measures the actual market reaction and runs the strategy conditions again before risk and execution are allowed to continue.
Before and immediately after a high-impact release, the event filter can block new entries regardless of the strategy signal.
Once the release occurs, post-event price movement can be measured over defined windows such as 15 and 60 minutes.
After cooldown, trend, momentum, volatility and execution filters are evaluated again before a setup reaches risk sizing.