Fractal BB-Force Momentum Breakout
Family: trend_following · Regime: trending · Complexity: medium · Asset classes: FX, Equities, Commodities · Timeframes: H1, H4, D1
Thesis
The strategy assumes that a trend is most tradable when price breaks a fractal level simultaneously with a synchronized expansion of Bollinger Bands (Force), provided the move is not yet exhausted (TII < 80). The 'Force' indicator identifies structural shifts in the volatility envelope, while the Fractal levels provide the specific price trigger to overcome local resistance. iBars ensures the statistical validity of the lookback periods.
Components
- Indicator Sample Bar Counter (regime) — Acts as a 'warm-up' filter to ensure the fractal-based levels and TII moving averages have sufficient historical depth (e.g., 300+ bars) before signals are valid.
- BBForce / Bollinger Bands Force (direction) — Provides the primary directional bias by ensuring the entire volatility envelope (Upper, Lower, and Basis) is shifting synchronously in one direction.
- Support and Resistance (Fractal-based) (entry) — Used as the price-action trigger; a breakout of a fractal-confirmed level signals the initiation of a move.
- Average True Range (ATR) (exit) — Determines the exit volatility-adjusted stop-loss and take-profit distances.
- iExposure (risk) — Used to monitor symbol-specific net exposure to prevent over-leveraging and to manage cumulative risk across multiple entries if applicable.
- Trend Intensity Index (TII) (confirmation) — Confirms that the breakout is backed by momentum intensity and filters out 'exhaustion' entries by avoiding extreme overbought/oversold levels.
Known failure conditions
- BBForce output remains 0 for more than 50 bars, indicating a lack of directional volatility.
- Price frequently crosses Fractal S/R levels without TII crossing the 50-level median, suggesting a ranging market.
- Account-wide equity drawdown exceeds 10% as reported by iExposure.
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