TII-QQE Map-State Trend Follower
Family: trend_following · Regime: trending · Complexity: medium · Asset classes: Equities, Forex Prime Pairs, Major Crypto · Timeframes: 30m, 1H
Thesis
This strategy hypothesizes that momentum persistence can be reliably harvested only when macro trend (DEMA/ADX) and medium-term trend intensity (TII) align, using a map-based state machine to minimize logic-gate errors. By using QQE for entry, the strategy attempts to enter after initial volatility expansion, while using structural Daily levels for risk ensures the trade is invalidated only if the previous day's range is breached, suggesting a fundamental shift.
Components
- Unsupported Map Template (regime) — Used as a state-management dictionary to store and retrieve current market regimes (e.g., 'Trend_Direction', 'Volatility_State') to prevent redundant calculations and gate entry.
- Trend Intensity Index (TII) (direction) — Determines the strength of the directional bias by quantifying how much of the price action is spent on one side of a 60-period moving average.
- QQE (Qualitative Quantitative Estimation) (entry) — Provides the tactical entry signal using a smoothed RSI trailing band crossover to capture momentum shifts.
- Relative Strength Index (RSI) (exit) — Acts as a mean-reversion exhaustion filter to exit positions when momentum reaches extreme overbought or oversold levels.
- Daily High Low MTF (risk) — Provides structural anchors for stop-loss placement based on previous day's extreme price levels.
- DEMA 200 & ADX Combined HUD (confirmation) — Confirms that price is in a macro trend (relative to DEMA) and that the trend possesses sufficient strength (ADX > 20).
Known failure conditions
- ADX remains below 20 for more than 10 consecutive bars while price oscillates across the DEMA 200.
- Price breaks the previous day's high/low (Stop Loss) but immediately reverses, indicating a liquidity grab rather than a trend change.
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