Gator-TII Momentum Expansion Strategy

Family: trend_following · Regime: trending · Complexity: medium · Asset classes: FX, Indices, Commodities · Timeframes: H1, H4, D1

Thesis

Profitable trend continuation occurs when price intensity (TII) is confirmed by a volatility expansion cycle (Gator) and momentum breakout (QQE). By entering only when the 'Gator' is 'Eating', the strategy avoids 'Sleeping' markets where momentum indicators like QQE produce frequent whipsaws. Risk is structurally anchored to Bill Williams Fractals to ensure the trade thesis remains valid relative to recent price action.

Components

• Gator Oscillator (Standard) (regime) — Acts as the regime filter to ensure the market is in an 'Awakening' or 'Eating' phase (volatility expansion) rather than 'Sleeping' (contraction).
• Trend Intensity Index (TII) (direction) — Provides the directional bias by quantifying if the current price action is stronger than its 60-period (2*Length) mean.
• QQE (Qualitative Quantitative Estimation) (entry) — Serves as the momentum trigger, identifying precise entry points when the smoothed RSI breaks its trailing volatility band.
• Average True Range (NNFX Version) (exit) — Calculates the volatility-adjusted take-profit target, ensuring exits are proportional to current market noise.
• Support and Resistance (Fractal-based) (risk) — Determines the hard stop-loss based on the most recent structural swing points (Fractals), providing a logical 'line in the sand'.

Known failure conditions

• TII remains pinned above 80 or below 20 for extended periods while Gator remains 'Sated' (Red bars), indicating a late-stage trend exhaustion.
• Price repeatedly hits Fractal SLs before ATR TP is reached, indicating the market noise exceeds the structural level spacing.

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