HP-MAPE Flow Harmonizer

Family: hybrid · Regime: trending · Complexity: high · Asset classes: Equities, Futures, Crypto (Exchange-Traded) · Timeframes: 15m, 1h, 4h

Thesis

Institutional trends are most tradable when price momentum (MACD) and aggressive order flow (Buddha CVD) align with a smoothed econometric trend (HP Filter), provided that the market's deviation from its mean (MAPE) is within a stable 'predictable' threshold. Excessive MAPE signals a breakdown in trend structural integrity.

Components

• Hodrick-Prescott Filter (HP) (regime) — Determines the underlying trend regime by filtering out the 'cycle' noise. Trade direction must align with the HP_trend slope.
• MA Channel (Framework Version) (direction) — Provides a structural boundary; entry occurs only when price has broken out of the channel and the trend counter is active.
• Buddha Money Flow (entry) — Captures institutional urgency via cumulative volume delta, confirming that the price move is backed by aggressive buyers/sellers.
• QQE (Qualitative Quantitative Estimation) (exit) — Signals the exhaustion of momentum through the trailing volatility band, allowing for exits before a full trend reversal.
• Auto Fibonacci (risk) — Dynamically defines stop-loss levels based on the 61.8% or 78.6% retracement of the most recent significant structural leg.
• MACD Demo Implementation (confirmation) — Acts as a secondary momentum filter to ensure the entry coincides with a MACD histogram expansion.
• Mean Absolute Percentage Error (MAPE) (volatility_filter) — Filters out periods of 'chaotic volatility' where price deviates too far from its internal model (EMA), suggesting a high probability of mean reversion or stop-hunts.

Known failure conditions

• Persistent divergence between CVD (Buddha) and Price (Absorption), where volume delta rises but price fails to make new highs.
• MAPE levels remaining above 2.0 for extended periods, indicating a breakdown in the predictive model of the HP Filter.
• Frequent 'Trend Counter' resets in the MA Channel indicating a bracketed range.

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