Jurik-GHOST Adaptive Trend Breakout

Family: trend_following · Regime: trending · Complexity: high · Asset classes: Forex, Indices, Crypto · Timeframes: M15, H1, H4

Thesis

The hypothesis is that sustainable trends originate from volatility expansion phases (JAEB) that are confirmed by both smoothed price action (Heiken Ashi) and candle-geometry-derived order flow (GHOST). By anchoring risk to previous daily structural extremes (DHL), we capitalize on the tendency of price to trend once those psychological and liquidity-heavy levels are breached.

Components

• Jurik Adaptive Envelope Bands (regime) — Establishes the volatility regime; entries are only valid when price is expanding away from the JMA base, preventing entries during low-volatility 'squeeze' periods.
• Heiken Ashi (Standard MT5) (direction) — Provides a directional filter to ensure the minor UTBot signals align with the broader smoothed trend.
• UTBot Alerts (entry) — Acts as the primary execution trigger based on ATR-trailing stop crossovers.
• McGinley Dynamic (exit) — Serves as a dynamic trailing exit that adjusts its lag based on market speed, ideally capturing more of a trend than a standard MA.
• Daily High Low MTF (risk) — Provides structural anchor points for stop-loss placement and identifies breakout significance.
• GHOST — OrderFlow Intelligence (confirmation) — Validates the price move with volume-delta proxies and directional momentum (the compass) to filter out low-conviction 'ghost' breakouts.

Known failure conditions

• Price oscillates around the McGinley Dynamic for >10 bars without a clear trend.
• Daily High/Low levels are breached frequently within a single session (choppy high-volatility range).
• GHOST sentiment remains neutral (45-55%) despite UTBot buy/sell signals.

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