SGF-SMC Structural Impulse Strategy

Family: trend_following · Regime: trending · Complexity: high · Asset classes: Forex, Indices, Equities · Timeframes: H1, H4

Thesis

Market participants leave structural 'footprints' (FVGs/OBs) during impulsive trend phases; by filtering for these footprints using a noise-resistant Savitzky-Golay regime and HTF volume confirmation, we can enter high-probability continuations while exiting at volatility-exhaustion points (Bollinger Bands).

Components

• Savitzky-Golay Filter (SGF) (regime) — Determines the local trend regime by smoothing price without the heavy lag of standard EMAs, allowing for earlier trend identification.
• TRIX (direction) — Acts as a momentum confirmation; entries only occur when triple-smoothed momentum aligns with the SGF trend direction.
• SMC Visualizer (ICT Library) (entry) — Provides the specific entry trigger based on Market Structure (BOS/CHoCH) and institutional footprints like FVGs and Order Blocks.
• Bollinger bands / Connectable [Azullian] (exit) — Signals exhaustion; used to exit positions when price reaches the outer volatility bands, capturing the bulk of a structural expansion.
• FakeCandle (risk) — Provides the volatility-adjusted basis for stop-loss placement and position sizing, ensuring risk is normalized to current market noise levels.
• 200-Day Trend Background (Smoothed Volume Gradient) (volatility_filter) — Filters out entries against the primary high-timeframe trend and ensures sufficient volume-driven momentum is present.

Known failure conditions

• Prolonged sideways consolidation where SGF and TRIX generate frequent whipsaws.
• SMC structure breaks occurring without volume expansion (low opacity in background filter).
• Price 'riding' the Bollinger Bands during parabolic moves, leading to premature exits.

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