Fractal Pitchfork Displacement System
Family: hybrid · Regime: trending · Complexity: high · Asset classes: FX, Indices, Equities · Timeframes: 15m (Entry) / 4H (HTF Bias)
Thesis
Price trends are fractal; a trend shift on a lower timeframe following a liquidity sweep on a higher timeframe, when confirmed by absolute momentum and geometric trend boundaries, identifies a high-probability reversal in institutional order flow. The 'edge' relies on the delay between institutional repositioning and retail recognition.
Components
- Unsupported drawing getter return qualifier (Test Fixture) (regime) — Acts as a regime filter by validating that recent ZigZag pivots are 'fresh' (retrieved via drawing coordinates) and haven't been overshot by more than 2 ATR, ensuring structure is still intact.
- ZigZag+ v5 (direction) — Identifies the primary trend direction through the sequence of Higher Highs/Higher Lows or Lower Highs/Lower Lows.
- Open Source Fractal Model (entry) — Triggers entries based on LTF Market Structure Shifts (MSS) that occur immediately after an HTF Candle Sweep of liquidity.
- CCI / Connectable [Azullian] (exit) — Provides a dynamic exit signal when momentum exhausts in the overbought or oversold regions, indicating a potential counter-trend reversal.
- Auto Pitchfork (risk) — Calculates the Stop Loss based on the outer parallel lines and determines position sizing based on the volatility-adjusted width of the channel.
- Absolute Strength Histogram (ASH) (confirmation) — Confirms that the Market Structure Shift (MSS) is backed by a surge in absolute momentum (Bulls > Bears) to filter out low-volume traps.
Known failure conditions
- ZigZag pivots are invalidated immediately after entry (structure collapse).
- The Absolute Strength Histogram remains flat during the supposed displacement phase.
- Pitchfork boundaries are too narrow (low volatility), resulting in stops tighter than the spread.
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