Fractal Sweep Expansion Hybrid
Family: hybrid · Regime: trending · Complexity: high · Asset classes: FX, Equities, Crypto · Timeframes: 5m, 15m
Thesis
Institutional participants seek liquidity (sweeps) before initiating major price expansions. By filtering these sweeps through a Fractal Chaos Band, we ensure the market has successfully transitioned from a state of noise/consolidation to directional expansion. The edge exists by waiting for the 'shakeout' (sweep) to occur in the direction of the macro trend (LSMA) and only entering when momentum (TEMA) and volatility confirm the breakout from chaos.
Components
- Fractal Chaos Bands (FCB) (regime) — Used as the regime filter to ensure price has broken out of the local 'chaos' or noise range before considering entries.
- PineForge demo (direction) — Used as a simple price-action confirmation to ensure the current close is progressing in the direction of the bias.
- The Daily Sweep (entry) — Provides the specific execution trigger based on institutional liquidity sweeps and Fair Value Gap (FVG) formation during high-volume sessions.
- MACD (exit) — Monitors momentum decay; used to exit the trade when the trend exhausts or reverses momentum.
- PiPi (Price Infrastructure & Position Interface) (risk) — Establishes the structural 'Level Middle' and Fibonacci anchors for stop-loss placement and dynamic position sizing.
- Frankenstein Ultimate Pro - ATM Logic (volatility_filter) — Acts as a final volatility and trend filter to prevent entry during low-liquidity environments or against the Linear Regression trend.
Known failure conditions
- The strategy fails if the daily bias (H1 > H2 > H3) is consistently countered by immediate intraday reversals.
- Failure occurs if volatility spikes (Frankenstein filter) but leads to immediate mean reversion instead of expansion.
- Ineffective in low-volatility regimes where Fractal Chaos Bands remain narrow and produce 'whipsaw' breakouts.
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