Hull-Fractal Accumulation Framework

Family: trend_following · Regime: trending · Complexity: high · Asset classes: Forex, Equities, Indices · Timeframes: H1, H4

Thesis

Price trends are most sustainable when supported by institutional accumulation (CMF) and validated by structural shifts (Fractals). By using a lag-reduced HMA to define the 'tide,' we can exploit short-term liquidity sweeps identified by the Fractal Model to enter high-probability continuations.

Components

• Hull Moving Average (HMA) (regime) — Establishes the primary trend regime; the fast/smooth nature of HMA filters out noise while maintaining lower lag than standard SMAs.
• EMA Test Fixture (Unsupported For-In Reassignment) (direction) — Used as a micro-trend filter to ensure immediate momentum is aligned with the trade direction.
• Open Source Fractal Model (entry) — Provides the core entry triggers based on Market Structure Shifts (MSS) and liquidity sweeps.
• FractalScanner (exit) — Identifies local swing points for objective exit levels based on market structural breakdown.
• TMA Risk Panel (risk) — Calculates dynamic position sizing and stop-loss placement based on ATR-driven volatility.
• Chaikin Money Flow (CMF) (confirmation) — Confirms that price movement is supported by actual capital accumulation/distribution (volume).
• Indicator Sample Skeleton (volatility_filter) — Acts as a technical health check (minimum bar count) to ensure calculations have sufficient historical depth.

Known failure conditions

• Extended sideways price action where HMA whipsaws and Fractal signals trigger on both sides of price.
• Low volume environments where CMF oscillates around zero without clear conviction.
• Backtest results that diverge significantly from live results due to look-ahead bias in the Fractal Model component.

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