Lorentzian-TLB Structural Hybrid

Family: hybrid · Regime: trending · Complexity: high · Asset classes: Forex, Equity Indices, Gold · Timeframes: M15, H1

Thesis

Markets demonstrate 'fractal memory' where price patterns repeat in multi-dimensional space. By filtering these patterns (Lorentzian) through a structural noise-reduction filter (Three-Line Break) and ensuring multi-timeframe alignment (Dashboard), we can isolate high-probability trend continuations while ignoring the noise of low-volatility ranging periods.

Components

• Three-Line Break (TLB) with MA (regime) — Acts as a noise filter; only transitions when a structural price breakout occurs, defining the primary market regime.
• ProfitRobots Dashboard Template (direction) — Aggregates directional bias across multiple timeframes to ensure trade execution aligns with the broader market trend.
• Lorentzian Classification (entry) — Uses non-Euclidean distance to identify similar historical price patterns, providing a high-probability entry trigger.
• Average True Range (NNFX Version) (exit) — Standardizes take-profit levels based on current volatility to adapt to changing market cycles.
• Chandelier Exit Heiken Ashi Variant (risk) — Provides a dynamic, volatility-adjusted stop loss that accounts for Heiken Ashi price smoothing.
• Rank Correlation Index (confirmation) — Confirms that the momentum is statistically significant via Spearman correlation before entry.

Known failure conditions

• Lorentzian Classification 'Neighbors Count' exceeds available memory or produces noise in low-liquidity periods.
• TLB fails to transition for extended periods during low-volatility 'sawtooth' price action.
• Chandelier Exit .ex5 resource failure or path mismatch in MetaTrader directory.

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