T3-TTF Volume Equilibrium Breakout

Family: breakout · Regime: trending · Complexity: medium · Asset classes: Equities, Forex, Crypto · Timeframes: H1, H4, D1

Thesis

Market trends are most likely to sustain when price breaks out from a high-volume equilibrium node (POC) with significant momentum (TTF). By using MSLE as a risk metric, the strategy accounts for non-linear price dispersion, entering only when 'selling pressure' (Bears Power) confirms the direction even at the candle lows/highs. The Ehlers USF provides a zero-lag final check to prevent entering during late-stage trend exhaustion.

Components

• Trend Trigger Factor (TTF) with T3 Smoothing (regime) — Sets the primary trend regime; ensures we only trade in high-momentum environments by comparing recent vs. old price ranges.
• Bears Power (direction) — Acts as a secondary directional filter; for longs, it ensures even the low of the candle maintains strength relative to the EMA.
• Volume Profile + Pivot Levels [ChartPrime] (entry) — Identifies the Point of Control (POC); entries are triggered when price moves away from high-volume nodes into low-volume voids.
• HiLo Activator 02 (exit) — Provides a staircase-style trailing stop and trend-reversal exit signal.
• Mean Squared Logarithmic Error (MSLE) (risk) — Quantifies relative volatility to scale position size and define the distance for the initial stop-loss.
• Ehlers Ultimate Smoother Filter (USF) (confirmation) — Provides a zero-lag trend confirmation to ensure price is on the correct side of the smoothed mean.
• Indicator Sample Skeleton (volatility_filter) — Serves as a data-integrity check, ensuring the strategy only operates when sufficient historical bars are present in the terminal.

Known failure conditions

• The asset enters a persistent low-volatility 'compression' state where MSLE remains flat but TTF whipsaws between +/- 75.
• Volume Profile POC remains static for extended periods, causing price to oscillate across it without direction.

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