Gann-Bandpass Volume Zone Trader

Family: hybrid · Regime: trending · Complexity: medium · Asset classes: FX, Equities, Crypto · Timeframes: H1, H4

Thesis

Profitable trade opportunities occur when a cyclical price oscillation (captured by BPF) aligns with a structural trend (Gann HiLo) and sufficient momentum/volatility, provided that risk is anchored to areas of high-volume market participation (Pivots). The hypothesis is that volume-confirmed pivots act as more reliable structural barriers than standard pivots.

Components

• HiLo Activator (Gann Style) (regime) — Establishes the macro trend bias; ensures we are only entering longs when price is above trailing high-MA and shorts below low-MA.
• Momentum (direction) — Provides a secondary momentum confirmation via zero-line crossover to ensure the trend has immediate velocity.
• Bandpass Filter (BPF) (entry) — Acts as the timing trigger by isolating cyclical price swings within the established trend, entering as the cycle turns upward.
• Auto Fibonacci (exit) — Provides dynamic profit targets based on market structure retracement levels (0.618 level).
• Volume and Pivot Points Correlation with Full Control (risk) — Determines structural support/resistance zones based on high-volume anomalies; used for SL placement and position sizing.
• ATR Heiken Ashi (volatility_filter) — Filters out low-volatility environments where the BPF and HiLo indicators are prone to whipsaws.

Known failure conditions

• The Bandpass Filter produces constant oscillations during a prolonged linear trend with no pullbacks.
• Volume-confirmed pivots fail to form for extended periods, leaving the strategy without valid stop-loss levels.
• Price repeatedly hits Fibonacci 0.236 and reverses before reaching the 0.618 target.

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