Fractal Grid Momentum Hybrid

Family: hybrid · Regime: high_vol · Complexity: high · Asset classes: FX, Equity Indices, Crypto · Timeframes: M15, H1

Thesis

Market structure shifts (CISD) are more likely to result in sustained moves when they occur at psychological 'grid' levels and are accompanied by an expansion in synthetic Heiken Ashi volatility. By entering on a QQE momentum trigger following these structural shifts, we capitalize on institutional order flow before it reaches cyclic exhaustion as defined by a smoothed Stochastic.

Components

• ATR Heiken Ashi (regime) — Acts as a volatility filter to ensure the market structure shift is occurring with sufficient 'real' momentum rather than low-volume noise.
• Open Source Fractal Model (direction) — Identifies the Change in Sub-structure (CISD) and high-timeframe sweeps, providing the structural 'permission' to look for trades.
• Qualitative Quantitative Estimation (QQE) (entry) — The crossover of the smoothed RSI and its trailing volatility band serves as the final momentum trigger, confirming the directional shift.
• OTLIB Stochastic Oscillator (exit) — Uses cyclic momentum to time exits, capturing the 'meat' of the move before the sub-structure reverts.
• Grid Points Utility (risk) — Standardizes risk and target placement based on fixed psychological price intervals (Round Numbers), removing subjective stop placement.

Known failure conditions

• Price remains pinned between two Grid Points for extended periods (low volatility squeeze).
• Fractal CISD signals flip-flop rapidly in a non-trending range.
• ATR HA remains flat while price makes large standard-candle moves (synthetic vs real price divergence).

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