HiLo Structural Momentum Hybrid

Family: trend_following · Regime: trending · Complexity: high · Asset classes: Equities, FX, Indices · Timeframes: M15, H1

Thesis

Market price action exhibits higher momentum persistence when structural breakouts (Best Volume Trend) align with broader trend regimes (HiLo Activator) during peak liquidity (TOD Filter). By utilizing an ultra-sensitive momentum trigger (MACD 2/3/2) at these alignment points, we can enter the move at its maximum velocity while using volatility-based stops (Chandelier) to manage risk.

Components

• HiLo Activator (Pandini Version) (regime) — Establishes the primary trend regime to ensure trades align with the dominant price direction.
• Best Volume Trend Expert (direction) — Identifies structural intraday breakouts using price-object crossovers and MACD confirmation during peak liquidity.
• Relative Strength Index (RSI) (entry) — Acts as a momentum filter to ensure entry occurs when price is not overextended and has room to move.
• Relative Vigor Index (RVI) (exit) — Signals exit when the conviction of the move (closing price relative to range) begins to fade.
• Chandelier Exit (risk) — Provides a volatility-adjusted trailing stop to lock in profits and define risk per trade.
• Moving Average Convergence Divergence (MACD) (confirmation) — Used as an ultra-sensitive micro-momentum trigger to time the exact entry bar.
• GAS Price Levels (volatility_filter) — Ensures volatility is sufficient for a move by checking price relative to dynamic Bollinger and EMA bands.

Known failure conditions

• Strategy enters a prolonged period of sideways price action where HiLo and Chandelier Exit whipsaw continuously.
• The 'Best Volume Trend' manual trendlines are not updated, leading to stale structural signals.
• Price remains stuck within the GAS Bollinger Band midline for >20 periods.

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