Fractal Density Trend Scaler

Family: trend_following · Regime: trending · Complexity: high · Asset classes: FX, Indices, Crypto · Timeframes: H1, H4

Thesis

Price trends are most sustainable when structural objects are dense (Linefill), volume flow confirms the direction (MFI), and price smoothing (Heiken Ashi) filters out noise. The edge is found by entering only when these factors align with a breakout from fractal-based 'Change in Sub-structure' (CISD).

Components

• Linefill All Tracker (regime) — Used as a regime filter to ensure the market has enough structural 'activity' or 'object density' (proxied by the count of active linefills) before allowing entries.
• Heiken Ashi (Standard MT5) (direction) — Provides the core directional bias by smoothing price noise; avoids whipsaws in ranging markets.
• Money Flow Index (MFI) (entry) — Triggers entries based on volume-weighted momentum, ensuring that trend moves are backed by actual capital flow.
• MACD (exit) — Provides a momentum-based exit signal to capture the trend's exhaustion before price fully reverses.
• Open Source Fractal Model (risk) — Identifies the Change in Sub-structure (CISD) and HTF sweep levels for precise, structure-based stop losses.
• GOM KOLA SIDO — Full Integration (volatility_filter) — Acts as a volatility and secondary trend filter via its Supertrend component and KOLA pivot levels.

Known failure conditions

• Market enter a 'low-object' state where Linefill All Tracker count drops below the threshold for extended periods.
• Price oscillates around the GOM KOLA Supertrend line in a tight range, causing rapid direction flips.
• The Fractal Model produces 'CISD' signals that are immediately invalidated by news-driven volatility.

Explore the full interactive blueprint, parameter ranges and evidence on WOBR StrategyVerse, or generate this strategy as an MT4/MT5 Expert Advisor with QuantMogul AI Engine.