CVD-Weighted Structural Trend Expander

Family: trend_following · Regime: trending · Complexity: high · Asset classes: Futures (ES/NQ), Spot FX (Major Pairs) · Timeframes: M5, M15, H1

Thesis

Institutional participation is characterized by a confluence of rising volatility, directional volume delta, and price structure expansion; by entering when manual trendlines align with positive money flow and ADX strength, we capture the high-velocity phase of a move.

Components

• ADX / Connectable [Azullian] (regime) — Identifies high-probability trending regimes where ADX > 20 and DI+ > DI-, filtering out low-momentum noise.
• Best Volume Trend Expert (direction) — Provides the primary trend direction by validating structural support/resistance and MACD alignment within peak liquidity hours.
• Absolute Strength Histogram (ASH) (entry) — Acts as a momentum-based entry trigger, ensuring the entry occurs when bullish/bearish strength is diverging.
• Donchian Channels (exit) — Used for trend-following trailing exits; captures the 'meat' of the move while exiting on structural breakdown.
• Risk Reward Indicator Tool (risk) — Forces a fixed reward-to-risk ratio based on visual structural levels, ensuring positive expectancy.
• Buddha Money Flow (confirmation) — Confirms the trade by ensuring positive/negative volume delta (CVD) supports the price action direction.
• Bollinger Bands (volatility_filter) — Prevents entry during 'squeezes' (low volatility) or extended 'stretches' (mean reversion risk).

Known failure conditions

• Price remains inside Donchian Channels for extended periods while ASH oscillates rapidly (sideways chop).
• High ADX strength (regime) paired with negative Cumulative Volume Delta (confirmation), indicating distribution.
• Persistent failure of manual trendline breaks to lead to sustained expansion.

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