Logit-Filtered Volumetric Pitchfork Trader
Family: hybrid · Regime: mixed · Complexity: high · Asset classes: Crypto (specifically ATOM/USDT or BTC/USDT context) · Timeframes: 15m
Thesis
Market edge exists when order-flow momentum (CVD/Sentiment) aligns with structural trend (Pitchfork) at volume-validated support/resistance, but only within a historically 'probable' price bracket. By using a logistic regression model as a final gatekeeper, we filter out statistically low-probability signals that occur when volume delta is high but structural pressure (ATOM score) is low.
Components
- GHOST — OrderFlow Intelligence (regime) — Acts as the primary regime filter, ensuring that momentum (Theta) and session-based volume delta (CVD) align with the trade direction.
- Auto Pitchfork (direction) — Establishes the directional bias by requiring price to be within specific corridors of the median line to ensure we are trading with the structural trend.
- Volumatic Support/Resistance Levels [BigBeluga] (entry) — Provides the specific entry trigger based on volume-weighted price exhaustion at local extremes.
- Bollinger Bands (Standard) (exit) — Used for volatility-based exits, capturing mean reversion or trend exhaustion when price touches the outer bands.
- ATOM Coefficient Indicator (logit) (risk) — Uses logistic regression to provide a final probability-based risk filter and defines ATR-based stop-loss and take-profit distances.
- Probable High Low (volatility_filter) — Acts as a hardcoded 'value area' filter; trades are only permitted if the price is within the predefined 32889.21 - 33678.81 range.
Known failure conditions
- Price sustains trading outside the hardcoded Probable High/Low range for more than 48 hours.
- The ATOM Coefficient model produces a string of losses exceeding the historical drawdown due to its low AUC (0.52).
- Pitchfork pivots redraw frequently in a parabolic market, leading to whipsaws.
Explore the full interactive blueprint, parameter ranges and evidence on WOBR StrategyVerse, or generate this strategy as an MT4/MT5 Expert Advisor with QuantMogul AI Engine.