Adaptive Fractal OrderBlock Breaker

Family: hybrid · Regime: trending · Complexity: high · Asset classes: Forex, Indices, Commodities · Timeframes: H1, H4, D1

Thesis

Market trends are valid only when price breaks through established structural 'Fractal' zones with institutional momentum (OrderBlocks) in an efficient (high ER) trending environment. By combining adaptive smoothing (KAMA) with alpha-weighted volatility levels, we can identify high-conviction breakouts while filtering out noise.

Components

• MultiKAMA (TyphooN) (regime) — Acts as a volatility filter; price must be above KAMA and ER (Efficiency Ratio) must be rising to ensure we are in a trending regime rather than noise.
• SuperTrend (direction) — Provides the primary directional bias based on ATR-adjusted volatility. Trades are only taken in the direction of the SuperTrend.
• Mn Fractal Store (entry) — Identifies confirmed local structural breakouts. By using 'mSizeR' of 2, we ensure the pivot is confirmed by two subsequent bars before validating the breakout level.
• Ichimoku Kinko Hyo (exit) — The Kijun-sen (Base Line) acts as a trailing exit. Closing across this line indicates a loss of trend momentum and equilibrium.
• GAS Price Levels (risk) — Uses alpha-weighted volatility bands to set dynamic stop-loss levels that account for multi-factor volatility (CCI, SMA, ROC).
• OrderBlock FVG Detector (confirmation) — Filters breakout entries to only those that originate from or are supported by institutional liquidity zones (Order Blocks).

Known failure conditions

• Efficiency Ratio (ER) remains below 0.3 for extended periods, leading to 'stair-stepping' signals.
• Price oscillates around the Kijun-sen in a tight range, triggering multiple small exit losses.
• Fractal breakouts occur without OrderBlock support, indicating 'retail' traps.

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