Pitchfork Efficiency Momentum Hybrid

Family: trend_following · Regime: trending · Complexity: medium · Asset classes: FX, Equities, Commodities · Timeframes: H1建设性地理解为H1, H4

Thesis

Market trends are most tradable when price displacement is 'efficient' (low noise) and follows geometric median-line structures. By entering at pitchfork extremes during high-efficiency periods (ER > threshold), we exploit the tendency of price to oscillate around a structural median while the broader trend persists. RSX provides a noise-reduced exit to capture momentum before exhaustion.

Components

• Auto Pitchfork (regime) — Defines the primary trend regime based on major fractal pivots; trades are only taken in the direction of the pitchfork slope.
• iSpy Agent (direction) — Acts as a data-integrity filter, ensuring that entries are only processed when the 'agent' confirms active tick-flow and synchronization between the broker feed and the execution logic.
• Arrows Indicator Template (entry) — Generates the execution trigger when price interacts with the Pitchfork median lines while the ER confirms an efficient move.
• Relative Strength Quality Index (RSX) (exit) — Uses Jurik-smoothed momentum to identify trade exhaustion points for exits, avoiding the lag of standard RSI.
• Fractal Chaos Bands (FCB) (risk) — Provides dynamic support/resistance levels based on fractal extremes to set non-arbitrary Stop Losses.
• Efficiency Ratio (Kaufman) (volatility_filter) — Filters out 'market noise' by ensuring price movement is directional (efficient) rather than erratic/sideways.

Known failure conditions

• Successive repainting of Pitchfork anchors in a high-volatility ranging market leading to 'whipsaw' regime identification.
• Efficiency Ratio remaining below threshold for extended periods during 'slow-grind' trends.
• RSX failure to reach extreme thresholds in strong parabolic moves.

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