ICT Structural Mitigation Hybrid

Family: hybrid · Regime: trending · Complexity: high · Asset classes: FX, Indices, Crypto · Timeframes: 15m, 1h

Thesis

Market structure shifts (Mitigation Blocks) are most reliable when they occur at institutional 'imbalance' zones (FVGs) and are accompanied by expansion in volatility relative to the mean (MAPE). By entering only when price momentum (EMA2) aligns with structural confirmation (OrderBlocks), we can capture the meat of an institutional trend move while exiting via a trailing Gann-style stop to maximize R:R.

Components

• ICT + FVG + RSI V1.2.12 (regime) — Used to define the high-timeframe regime; entries are only valid if the RSI is in extreme zones or a HTF FVG has been created, indicating institutional interest.
• EMA with Dynamic Length Switch Logic (direction) — Acts as a fast-reaction directional filter. Even though the dynamic logic is currently static, a length of 2 provides a proxy for immediate price momentum.
• ICT Mitigation Block Scanner (entry) — Identifies the structural pivot (Mitigation Block) where price fails to make a new high/low and shifts, serving as the primary entry trigger.
• HiLo Activator (Gann Style) (exit) — Provides a trailing stop-loss logic and clear trend-reversal signal for full position exit.
• Grid Bot [Grid range plugin] Two Moving Avarages [psyll] (risk) — Calculates the 'Grid High/Low' which serves as the hard stop-loss boundary and basis for position sizing.
• OrderBlock FVG Detector (confirmation) — Provides secondary confirmation that an institutional order block or price gap exists at the entry level to support the move.
• Mean Absolute Percentage Error (MAPE) (volatility_filter) — Filters out low-volatility periods where the MAPE between price and its model is too low, avoiding choppy, non-trending markets.

Known failure conditions

• MAPE remains below 0.05% for extended periods (persistent low volatility/consolidation).
• Zig-Zag pivots consistently re-draw after entry, leading to 'phantom' Mitigation Blocks.
• Price oscillates across the HiLo Activator line frequently in a tight range, inducing high transaction costs.

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