Chaos-Adaptive Volume Breakout

Family: trend_following · Regime: trending · Complexity: medium · Asset classes: FX, Equities, Crypto · Timeframes: 15m建设性地理解为价格突破上轨, 1H建设性地理解为价格突破上轨

Thesis

Momentum entries (Stochastic 3) in trending markets are noise-laden unless they occur during a volatility breakout (Fractal Chaos Bands) and are supported by high-volume liquidity nodes (Volume Profile POC). The POC serves as a behavioral floor/ceiling; a breach of this level suggests the trend-following premise is invalid.

Components

corpus-v5-color-get-finite-control-receiver-v1 (regime) — Serves as a mandatory environment integrity check; if array retrieval logic fails, the strategy stays flat to avoid execution errors.
SuperTrend MT5 (FxGeek) (direction) — Establishes the primary trend direction and provides a secondary volatility-based trailing stop baseline.
Stochastic Oscillator (Stoch) (entry) — Identifies hyper-sensitive momentum shifts. Using a period of 3 requires heavy filtering but captures the earliest possible turn in a trend.
Jurik Adaptive Envelope Bands (exit) — The adaptive nature of Jurik logic allows for a dynamic exit that tightens during high volatility and widens during consolidation.
Volume Profile + Pivot Levels [ChartPrime] (risk) — Uses the Point of Control (POC) and high-volume pivots to define 'fair value' for stop loss placement and position sizing relative to liquidity.
Fractal Chaos Bands (FCB) (volatility_filter) — Filters out low-volatility 'noise' by requiring price to penetrate the chaos bands before an entry is considered valid.

Known failure conditions

Price remains pinned at the Volume Profile POC for extended periods (low-interest churn).
SuperTrend and Fractal Chaos Bands give conflicting signals for >5 bars (regime transition).
Stochastic %K oscillates between 40-60 without reaching thresholds.

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