SuperSmoother Volatility Expansion Hybrid

Family: trend_following · Regime: trending · Complexity: medium · Asset classes: FX, Indices, Crypto · Timeframes: H1, H4, D1

Thesis

Trend inertia is strongest when short-term low-lag filters (SuperSmoother) align with long-term linear trends (LSMA) during periods of volatility expansion (Frankenstein logic). By triggering on a trailing ATR crossover (UTBot) and exiting on a momentum shift (MACD), the strategy avoids 'fake-outs' in low-volatility regimes while capturing the meat of institutional moves. Volatility-adjusted risk (ATR HA) allows for wider stops that are less sensitive to raw price noise.

Components

• Linefill All Tracker (regime) — Determines if the environment has sufficient 'tracked' structure (objects) to warrant a trade; acts as a binary gate for system activity.
• Ehlers SuperSmoother Filter (direction) — Provides a low-lag trend baseline; price must be on the correct side of the filter to ensure we are trading with the immediate 2nd-order momentum.
• UTBot Alerts (entry) — Provides the specific trigger via price-crossover of an ATR-based trailing stop, capturing the moment volatility breaks in a specific direction.
• MACD (exit) — Used to detect momentum exhaustion; the trade is closed when the MACD signal line is crossed, indicating the impulse is fading.
• ATR Heiken Ashi (risk) — Provides a smoothed volatility metric using synthetic HA candles to calculate stop-loss distance and position sizing.
• Frankenstein Ultimate Pro - ATM Logic (volatility_filter) — Filters for specific volatility expansion (High-Low > ATR SMA) and confirms long-term trend via LSMA(80).

Known failure conditions

• Hypothesis is invalidated if realized volatility remains below the volMult threshold for >70% of a 30-day period during a trending price move.
• Failure if the strategy yields a win rate < 35% in high-volatility trending environments.

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.