TLB-ASI Multi-Structure Trend Follower
Family: trend_following · Regime: trending · Complexity: high · Asset classes: Crypto/Large Cap, FX Major Pairs · Timeframes: H1, H4, D1
Thesis
The strategy hypothesizes that market trends are best identified by filtering 'noise' through Three-Line Break charts, which ignore fluctuations smaller than the last three price extremes. By confirming this regime with the Accumulation Swing Index (which accounts for limit moves and 'real' price gaps), we identify high-conviction trends. The 'edge' comes from avoiding over-extended moves via ATR Fib levels while using Ichimoku for precision timing and SuperTrend for volatility-adjusted capital protection.
Components
- Three-Line Break (TLB) with MA (regime) — Determines the dominant market structure by filtering noise and requiring a substantial price breakthrough before signaling a regime shift.
- Accumulation Swing Index (ASI) (direction) — Confirming 'true' price direction by quantifying momentum relative to the limit move, identifying hidden strength or weakness not visible in price alone.
- MMT Ichi Workflow Overlay Profiles (entry) — Provides high-probability entry triggers based on multi-timeframe scoring and Tenkan/Kijun interactions within the established regime.
- ZigZag Color (Classic) (exit) — Used for identifying exhaustion via structure breaks and defining exit points when a counter-trend swing is confirmed.
- SuperTrend MT5 (FxGeek) (risk) — Provides volatility-adjusted risk management for stop-loss placement and position sizing based on ATR-derived bands.
- ATR Fib (volatility_filter) — Filters out entries when price is extended beyond session-defined Fibonacci expansion levels, preventing buying at the top of a range.
Known failure conditions
- ATR Fib levels become wider than daily range, rendering the filter useless.
- Three-Line Break fails to rotate during high-volatility reversals, leading to trailing-loss lock-ins.
- ASI crosses zero line too frequently in a range, creating conflicting direction signals.
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.