This note describes the full decision path: from a market photograph taken at the terminal, through preparation and judgment on the server, to a single instruction returned to MetaTrader—and the controlled loop that records what followed. For a unit-by-unit walkthrough, use the algorithm map.
ATLAS is a server-side decision pipeline for MetaTrader 5. The Expert Advisor on the terminal is deliberately thin. It collects a structured view of the market, sends that view to the server, receives one instruction, applies local hard limits, and reports the outcome. Strategy judgment does not live in the chart attachment.
On the server, one orchestrator runs the same path in every operating mode— live, shadow, replay, and backtest—so behaviour can be examined under controlled conditions without inventing a second system. Each heartbeat produces an auditable trail: what was received, what preparation concluded, what was decided, and what was sent to the terminal.
Learning is real, but it is not free to rewrite the live path mid-flight. Outcomes are recorded, attributed, and may inform later heartbeats as soft context. Configuration change remains a governed process, not an automatic rewrite of the book.
Recent work focused on communication integrity between components—not on retuning risk appetite or strategy aggressiveness.
Inside a single heartbeat, each stage finishes its work and passes a package to the stage ahead. Later stages do not reopen earlier ones to rewrite them mid-stream. After action—or on a subsequent heartbeat—results may return through dedicated channels: execution reports, position updates, risk state, and memory. Those channels shape the future; they do not reverse the current decision path.
The following is the full story of a single cycle. Every unit on the algorithm map sits somewhere on this path.
On its timer, the Expert Advisor assembles a market snapshot: account rights and balances, symbol contract details, the live quote, multi-timeframe candles, and the open book. This is a photograph of conditions, not a judgment about them.
The request is authenticated to a registered terminal and account scope. Open positions are mirrored so the server’s risk picture matches the broker’s book before any new decision is formed. Only then does the orchestrator begin.
If an operational halt is already engaged, the pipeline does not negotiate. It returns WAIT with a clear reason and leaves an audit record. No preparation theatre, no partial strategy work.
Twelve layers run in fixed order. They validate the account, capital health, symbol contract, price integrity, cost and movement conditions, timeframe coherence, market regime, external posture, risk budget, size envelope, exit candidates, and overall eligibility. Hard gates stop the heartbeat with WAIT. Soft warnings travel forward. Nothing in LPAA issues a buy or sell.
Successful preparation collapses into one structured package: the Prepared Data Packet. From this point, the decision engine does not re-parse a raw broker dump. It works from material that has already been checked and labelled.
Independent particles inspect news posture, price, candles, structure, trend, volatility, execution friction, risk posture, and—when available—memory of similar past situations. Each writes evidence into the shared context. None of them is sole authority for the final order.
Tactics read the packet and the evidence, then propose candidate trade scenarios— for example continuation, breakout, or mean-reversion families when conditions fit. Candidates are proposals, not permissions.
Candidates are stress-tested and ranked. A final decision commits to buy, sell, or wait, with reasons and a quality record. If vetoes apply, their true causes are preserved for later review—not collapsed into a single anonymous label.
Volume is set within the prepared size envelope and decision-time adjustments. Protective and target prices are chosen. Execution preparation builds the instruction the terminal can apply. If any required piece is missing or non-executable, decision and instruction both become WAIT so the system tells one story.
A pre-trade check applies the final policy envelope. The HTTP response carries one instruction: direction or wait, symbol, volume, prices, limits, identity, and expiry. The terminal does not receive the internal particle diary.
The Expert Advisor discards stale or duplicate tickets, enforces local caps, and either places the order or refuses it with a reason. Strategy remains on the server; the terminal remains a careful pair of hands.
Outcomes return to the server. Reports are matched to the instruction that was issued. Opens and closes update the position book. Closed results—and, carefully, some counterfactual tracks for opportunities that were declined—feed learning memory for later soft consultation.
The short answer people usually want: each algorithm hands work to the one in front of it. It does not push changes into the one behind it during the same decision.
Produces one instruction for this heartbeat.
Arrive after action, mainly for later cycles.
LPAA does not trade. It answers, in order, whether the material is fit for a decision engine—and packages what that engine is allowed to read.
| Layer | Question it answers | Passes forward |
|---|---|---|
| 01 Account | May this account trade at all? | Account verdict |
| 02 Capital | Is capital and margin health acceptable? | Capital metrics |
| 03 Symbol | Is this instrument allowed and fully specified? | Normalised symbol |
| 04 Price data | Are quotes and candles trustworthy? | Validated series |
| 05 Spread & volatility | What are friction and movement like now? | Cost / movement profile |
| 06 Timeframes | Can multi-frame views be used together? | Timeframe map |
| 07 Market condition | What regime are we in? | Market context |
| 08 News / external | Is external posture elevated? | News posture |
| 09 Risk | What risk capacity remains? | Risk budget |
| 10 Lot envelope | What size range is even in bounds? | Size envelope |
| 11 SL / TP ideas | What protective and target candidates exist? | Exit candidates |
| 12 Eligibility | Is a trade attempt eligible in this moment? | Eligibility + full packet |
DTEA begins only after preparation. Its work is ordered: evidence, proposals, examination, commitment, then the broker-facing form.
Independent particles record what they see. Memory, when present, is soft and non-fatal.
Tactics propose candidate trades from the packet and the evidence, not from raw ticks alone.
Candidates are examined and ranked so the final choice can be reconstructed later.
One commitment: buy, sell, or wait—with reasons and a quality record.
Volume and prices are fixed; the wire form is built; a short rationale is stored for review.
A decision is incomplete until the world answers. The return path is narrower than the forward path on purpose.
The terminal applies or refuses. Reports return. The server matches each report to the instruction it issued, updates the position book, and keeps operational integrity in view. Severe inconsistency can force a deliberate halt rather than continued improvisation.
Decision-time context is stored. Closed trades update memory. Some declined opportunities may be tracked carefully as counterfactuals. Later heartbeats may consult that memory as soft evidence. Learning drafts configuration change; it does not silently rewrite production policy without governance.
No. On the decision path, packages move forward only. Later stages read what earlier stages wrote; they do not reopen them mid-flight.
Through dedicated channels after action: outcome reports, position updates, risk state, and learning memory. These mainly shape the next cycles.
It waits. Gates, operational halt, incomplete tickets, and failed checks all prefer standing down to inventing a trade.
No. It collects, delivers, executes within hard local limits, and reports. Judgment sits in the server pipeline.
Critical hand-off mismatches between the main components have been addressed and tested. Continuous review, demo observation, and operational discipline remain part of responsible use. That is engineering, not a loophole.
Open the algorithm map. It lists every stage and unit with inputs, process steps, and hand-offs—without exposing internal thresholds or proprietary parameters.
ATLAS takes a market photograph, prepares it, decides under audit, returns one instruction, and records what happened. Decisions move forward. Feedback returns on controlled channels. When the path is unclear, the system waits.