Frequency-Filtered Structural Ichimoku

Family: hybrid · Regime: trending · Complexity: high · Asset classes: FX, Equities, Indices · Timeframes: H1, H4, D1

Thesis

Price trends are not linear but cyclical. By isolating the dominant cycle frequency (BPF) and aligning it with institutional supply/demand zones within a macro trend (Ichimoku), we can enter at points where 'cyclical low' meets 'structural support,' maximizing the probability of a trend resumption while providing a tight, logical exit point.

Components

• Bandpass Filter (BPF) (regime) — Filters out high-frequency noise and low-frequency trend lag to isolate the dominant cyclical frequency of the current timeframe.
• Ichimoku Kinko Hyo (direction) — Establishes the macro-trend bias; entries are only permitted in the direction of the Kumo cloud and Chikou span.
• Stochastic Oscillator (entry) — Provides the tactical timing for the entry once the regime and direction filters are aligned.
• Chandelier Exit (exit) — Volatility-based trailing stop that adjusts to realized market range to protect profits.
• Supply & Demand Zones (NNFX) (risk) — Identifies institutional liquidity pools to define risk parameters and filter out low-probability entries.

Known failure conditions

• Market enters a 'low volatility creep' where ATR-based exits are too tight and BPF cannot isolate a cycle.
• The price remains within the Kumo cloud (choppy regime) for extended periods.
• Successive failures of Supply/Demand zones to act as pivots, indicating a regime shift toward high-velocity breakouts rather than cyclical oscillations.

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