Fractal Pivot Structural Trend (FPST)

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

Thesis

The hypothesis is that bullish trend continuations are most reliable when a medium-term upward trend (EMA channel) is supported by a high-complexity market structure (String Score) and a confirmed local pivot following a fractal liquidity sweep. The 'edge' exists in waiting for the Bullish Pivot Detector to confirm the Fractal MSS, theoretically avoiding 'false' structural shifts that fail to break local resistance.

Components

• For in string test fixture (regime) — Used as a complexity filter; the hypothesis assumes that a higher string score (ccc=100) represents a specific sequence of historical price action density required for fractal validity.
• Trend Bars (direction) — Provides the primary trend filter to ensure trades are only taken in the direction of the medium-term momentum.
• Open Source Fractal Model (entry) — Identifies the core entry trigger via Change in Sub-structure (CISD) and Market Structure Shifts (MSS) following HTF sweeps.
• ATR Stop Loss Finder (exit) — Sets the physical exit level based on volatility-adjusted support/resistance.
• Average True Range (NNFX) (risk) — Used strictly for position sizing to normalize risk across different volatility regimes.
• Bullish Pivot Detector (confirmation) — Provides secondary confirmation by requiring a local resistance breach (marker_alive) after the fractal setup occurs.

Known failure conditions

• Persistent 'Neutral' Trend Bar readings during high-volatility expansions.
• Consecutive 'marker_dead' signals from the Pivot Detector despite successful MSS triggers.
• Drawdown exceeding 3x the average ATR of the entry timeframe over a 10-trade window.

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.