Fractal AGC Breakout System

Family: hybrid · Regime: trending · Complexity: high · Asset classes: Forex, Equities, Indices · Timeframes: H1建设性地理解为1小时周期建设性地理解为H1, H4建设性地理解为4小时周期建设性地理解为H4

Thesis

Market breakouts occur when price escapes a fractal 'chaos' zone with high normalized momentum; these moves are structurally significant when they align with Three-Line Break reversals and react to psychological round-number grid levels.

Components

• Three-Line Break (TLB) with MA (regime) — Identifies the structural trend regime by filtering noise; only 'true' reversals shift the TLB bars.
• Unsupported Imported UDT varip Test (direction) — Provides the raw price direction (close) to ensure the breakout is supported by immediate price action.
• Fractal Chaos Bands (FCB) (entry) — Defines the boundaries of the current 'chaos' range; a breakout signifies a transition to a trending state.
• Average True Range (ATR) (exit) — Calculates volatility-adjusted exit targets to account for changing market expansion.
• Grid Points Utility (risk) — Provides psychological 'round number' levels for stop-loss placement and position sizing.
• Ehlers Automatic Gain Control (AGC) (confirmation) — Confirms the strength of the breakout momentum by normalizing the signal amplitude, ensuring we enter during high-conviction moves.

Known failure conditions

• If TLB fails to print a new line for 50+ bars, indicating total liquidity collapse or extreme range.
• If price consistently oscillates across the FCB bands without AGC crossing +/- 0.5.
• If the asset exhibits 'pinned' behavior at round numbers rather than reacting to them.

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