Matrix-Filtered Frankenstein Trend system
Family: trend_following · Regime: trending · Complexity: high · Asset classes: FX, Equities, Indices · Timeframes: H1, H4
Thesis
This strategy operates on the hypothesis that sustainable trends occur when market participation is 'stable' (measured by low Matrix Shape churn) and momentum expands from a structural base. The edge exists because the Matrix Shape filter identifies periods of low algorithmic fragmentation, while the Frankenstein TEMA/LSMA combination captures high-probability breakout momentum that aligns with a multi-timeframe SMA hierarchy. Fractal-based stops ensure we only stay in trades as long as the immediate market structure remains intact.
Components
- Matrix shape while read (regime) — Used as a 'computational stability' filter; the hypothesis is that trades are most reliable when the data-loop logic (represented by matrix resizing) remains within a stable complexity bound, avoiding erratic algorithmic churn.
- SMA3x5+BB - pjdhiro (direction) — Establishes the hierarchical trend direction. We require price to be on the correct side of both the 200 SMA (long-term) and the 20-period BB Basis (medium-term).
- Frankenstein Ultimate Pro - ATM Logic (entry) — Provides the specific momentum trigger via Zero-Lag TEMA crossing Linear Regression, filtered by an ATR-based volatility expansion check.
- HiLo Activator (Pandini Version) (exit) — Acts as a trailing stop-loss or trend-flip exit, locking in profits when price action violates the average of the last 10 periods' extremes.
- Support and Resistance (Fractal-based) (risk) — Sets the initial hard stop-loss based on structural pivots (5-bar fractals), ensuring the trade is invalidated if market structure breaks.
Known failure conditions
- The 'Matrix shape while read' indicator outputs zero or remains static during high volatility, failing its role as a complexity filter.
- Fractal levels are too far from entry, leading to an R:R ratio below 0.5.
- Price enters a high-volatility sideways range where BB Basis is flat but TEMA generates multiple whipsaws.
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