Fractal Pivot Sweep Hybrid

Family: hybrid · Regime: trending · Complexity: high · Asset classes: FX, Indices, Commodities · Timeframes: 15M, H1

Thesis

Market participants cluster stop-loss orders just beyond recent fractals and daily pivot levels. An edge exists in identifying 'failed breakouts' or 'liquidity sweeps' where price briefly breaches these levels to trigger stops before reversing in the direction of underlying momentum (ASH) and trend (SuperTrend). Using Fractal Chaos Bands for risk ensures the stop is placed where the structural thesis is truly invalidated.

Components

• MQL5 Calculation Sample (regime) — Acts as a calculation gatekeeper and state logger; ensures the strategy only evaluates new bars and logs calculation health (rates_total vs prev_calculated).
• Absolute Strength Histogram (ASH) (direction) — Provides the primary trend bias by comparing the raw strength of bullish vs. bearish momentum components.
• SuperTrend & Pivots (entry) — The SuperTrend provides the tactical trend filter, while Pivot levels provide the price-action context for entries.
• Chandelier Exit (exit) — A volatility-adjusted trailing stop that protects profits during extended trend moves following the initial reversal.
• Fractal Chaos Bands (FCB) (risk) — Defines the 'chaos' boundaries; used to set stop-losses outside the current range of noise to avoid premature exits.
• Reversal Engine Score v1 (confirmation) — Filters entries by identifying 'liquidity sweeps' (price dipping below old lows then recovering), ensuring trades occur at structural turning points.

Known failure conditions

• ASH values consistently converge to zero in low-volatility environments, providing no directional bias.
• Daily Pivot levels are ignored or sliced through without reaction on higher timeframe charts (H4/D1).
• Liquidity sweeps occur but price fails to clear the Fractal Chaos Band upper/lower limits within 5 bars.

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.