Structural Momentum Expansion Strategy (SMES)

Family: trend_following · Regime: trending · Complexity: high · Asset classes: FX Majors, Equity Indices (US30, GER40), Gold (XAUUSD) · Timeframes: M15 (Execution), D1 (Regime), H1 (Confirmation)

Thesis

Market trends exhibit structural 'steps' (ZigZag) that are most tradable when momentum (CCI) aligns with macro-volatility expansions (D1 BB). By requiring alignment across multiple timeframes and using an ATR-based breakout for entry, we capture the meat of an impulsive move while using volatility-adjusted stops to manage the high failure rate of breakouts.

Components

• ZigZag+ v5 (regime) — Defines the market structure. A long setup requires a confirmed 'Higher Low' (HL) or 'Higher High' (HH) to ensure the trade occurs within an established bullish structure.
• CCI Arrows (direction) — Signals the shift in momentum. The cross above the zero-line indicates that the current price is moving significantly above its statistical mean, signifying the start of an impulsive leg.
• UTBot Alerts (entry) — Provides the final execution trigger when price breaks through a tight ATR-based trailing level, confirming the momentum burst.
• Chandelier Exit (Heiken Ashi) (exit) — A highly sensitive exit mechanism that uses Heiken Ashi smoothing to capture the meat of a trend and exit at the first sign of a volatility reversal.
• SuperTrend (risk) — Serves as the hard stop-loss level and the basis for position sizing calculation, providing a dynamic buffer against market noise.
• ProfitRobots Dashboard Template (confirmation) — Aggregates trend data to ensure the H1 timeframe is also exhibiting bullish momentum before an M15 entry.
• D1 Bollinger Bands (Period 90) on M15 (Forward Shifted) (volatility_filter) — Acts as a macro-volatility filter. Prevents buying at the extreme daily upper band (overextension) and ensures price is above the daily mean (90 SMA) for bullish bias.

Known failure conditions

• Persistent 'zig-zagging' of the ZigZag indicator without forming a clear HH/HL or LH/LL sequence (ranging).
• Price consistently hovering around the D1 SMA 90, leading to 'straddling' signals.
• ATR compression where the distance between entry and SuperTrend is less than the average spread.

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