Matrix-State Intensity Trend Follower

Family: trend_following · Regime: trending · Complexity: medium · Asset classes: Equities, Crypto, Forex · Timeframes: 4H, 1D

Thesis

A sustainable market trend occurs when price deviations from the long-term mean (TII) align with directional volume shifts (ADX) and are supported by a confirmed local structural pivot. By using a matrix-based regime toggle, we can ensure that we only participate when current price action outperforms historical thresholds, while using structural lows (Pivots) as the definitive risk boundary. Logic lag is accepted as the cost of directional certainty.

Components

• Supported matrix.swap_columns Test (regime) — Acts as a state-machine toggle. By swapping column 0 (current price state) and column 1 (previous threshold state), it creates a regime filter based on whether the 'active' column holds a value above the threshold.
• Trend Intensity Index (TII) (direction) — Provides the directional bias. It filters out ADX noise by requiring the price to be in a high-intensity deviation state relative to the 60-period MA (2*Length).
• ADX Crossing INGM (entry) — Triggers the actual entry. It captures the moment of directional momentum shift via DI crossovers.
• Chandelier Exit (exit) — Provides a trailing stop-loss mechanism that adjusts to volatility, ensuring profits are locked in during trend exhaustion.
• Bullish Pivot Detector (risk) — Determines the hard stop-loss level for long positions and validates the structural integrity of the entry.

Known failure conditions

• TII stays pinned at 80/20 for >20 bars while price consolidates (momentum divergence).
• Bullish Pivot 'Running Low' is breached within 3 bars of entry (false breakout).
• High frequency of ADX 'whipsaws' where +DI/-DI cross more than 3 times in 10 bars.

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.