Grid-Pivot Trend Expansion System
Family: trend_following · Regime: trending · Complexity: high · Asset classes: FX, Equities, Crypto · Timeframes: H1, H4, D1
Thesis
The strategy hypothesizes that significant price movements originate from consolidations near the 50th percentile of recent price boxes. By waiting for the Sherif Hilo to establish a long-term bias and then entering on a SuperTrend shift that aligns with the Daily Pivot, we capture the transition from mean-reversion to momentum expansion. The 'edge' relies on the lag of the Hilo filter to ignore minor noise, while the Pivot ensures we are not entering at price extremes.
Components
- Grid Utility (Rosasurfer Framework) (regime) — Sets the visual and structural context for price movement; ensures trade setups occur at valid structural distances relative to chart scaling.
- Sherif Hilo (direction) — Provides the primary trend bias by tracking the highest highs and lowest lows over a significant window to prevent over-trading in noise.
- SuperTrend & Pivots (entry) — Acts as the tactical trigger by combining trend-reversal signals with the Daily Pivot as a 'value' filter.
- RSI Area (Histogram) (exit) — Identifies momentum exhaustion for exits, rather than entries, to capture the meat of a swing.
- TMA Risk Panel (risk) — Calculates dynamic position sizing and SL based on ATR volatility to ensure constant risk per trade.
- Unsupported Box Array Percentile (volatility_filter) — Filters entries by ensuring price is within a reasonable proximity to the 50th percentile (median) of recent consolidation 'boxes'.
Known failure conditions
- Market volatility drops below the minimum threshold required for the Grid Utility to calculate meaningful separators.
- Price oscillates precisely around the Daily Pivot point for more than 3 consecutive sessions.
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