Fractal-Momentum UDT Structural Logic

Family: breakout · Regime: trending · Complexity: medium · Asset classes: FX, Equities, Crypto · Timeframes: H1, H4

Thesis

Structural breakouts at fractal levels provide a high-probability edge when confirmed by RSI momentum, provided that the data integrity of the price objects is verified (UDT test) and the execution cost (Spread) does not exceed historical norms.

Components

• UDT Array Push Identity Test (regime) — Acts as a structural integrity regime; ensures the data environment and object-handling for price points are consistent before execution.
• Mn Fractal Store (direction) — Identifies the 'breakout' direction by tracking the highest high and lowest low of asymmetrical fractal structures.
• Relative Strength Index (RSI) (entry) — Provides the momentum trigger once a fractal level is breached, ensuring price isn't already exhausted.
• Auto Fibonacci (exit) — Sets dynamic profit targets based on retracement levels (0.618 and 1.0) of the current price range.
• Risk Reward Indicator Tool (risk) — Calculates position sizing and stop-loss placement based on the distance between the entry and the nearest fractal pivot.
• Spread Monitor (Tick-Level) (volatility_filter) — Filters entries during periods of high volatility or illiquidity by comparing current spread to the candle's max/min spread bounds.

Known failure conditions

• Price enters a tight range where Mn Fractal Store levels are frequently breached and repainted.
• Spread remains consistently above 50% of the average candle range, making the R:R tool's calculations unviable.
• UDT identity test fails due to memory/runtime errors in the platform's object handling.

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