Macro-Delta Momentum Ignition System

Family: breakout · Regime: trending · Complexity: high · Asset classes: Gold (XAU/USD), Equity Index Futures (ES/NQ) · Timeframes: M5, M15, D1 (Macro Filter)

Thesis

Breakouts are most likely to result in sustained trends when (1) price breaks a multi-bar range, (2) is supported by aggressive money flow (CVD), (3) exhibits high micro-momentum (ticks), and (4) occurs during periods of low global macro-volatility. The edge exists by filtering for 'high-conviction' participants.

Components

• ZigZag (regime) — Establishes market structure; we only look for breakouts and flows in the direction of the last confirmed swing to avoid trading into major structural nodes.
• Buddha Money Flow (direction) — Provides the directional bias; requires positive CVD and delta imbalance to support a long, ensuring aggressive market participants are buying.
• Donchian Channels (entry) — The execution trigger; uses the 20-period breakout to capture momentum at the edge of the recent range.
• Restu Kaioh Scalping Indicator (exit) — Identifies momentum exhaustion; provides the signal to flatten the position when stochastic reaches the opposite extreme.
• Macro Risk Dashboard v8.2 (risk) — Filters out trades during periods of extreme global macro stress (Z-score spikes) where technical levels break down due to liquidity withdrawals.
• Flexible Momentum (confirmation) — Filters for high-frequency tick pressure; ensures the breakout is accompanied by a rate-of-change burst rather than a slow drift.
• ATR SL Finder (volatility_filter) — Sets dynamic trade invalidation levels based on recent volatility to prevent getting stopped out by noise.

Known failure conditions

• Macro Risk Dashboard remains in the 'High Risk' zone (>70) while price trends, indicating the dashboard is lagging or decoupled from price.
• Frequent 'Restu Kaioh' signals occurring immediately after entry, suggesting the 20-period Donchian breakout is consistently catching the very end of moves (late entry).
• Tick-level 'Flexible Momentum' fails to trigger on price breakouts, leading to zero trades despite trending volatility.

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