Triple ADX Session Breakout (TASB)
Family: trend_following · Regime: trending · Complexity: medium · Asset classes: FX, Indices, Metals · Timeframes: H1, H4
Thesis
Market trends are most persistent when three conditions align: volatility expansion (BBands), momentum velocity (CCI), and multi-timeframe trend strength (Triple ADX). By restricting participation to high-volume sessions, we increase the probability of capturing sustained moves rather than false breakouts.
Components
- TopTrend (BBands Stop) (regime) — Establishes the macro trend bias and initial volatility-adjusted trailing stop levels.
- CCI / Connectable [Azullian] (direction) — Provides momentum confirmation to ensure direction is aligned with current velocity.
- Easy Trend Visualizer (ETV) (entry) — Used as the execution trigger by requiring triple-ADX alignment to confirm a high-conviction breakout.
- ATR Heiken Ashi (exit) — Provides a smoothed volatility-based exit for capturing the meat of a trend move without premature exiting on standard ATR spikes.
- iExposure (risk) — Monitors real-time net position risk and average price for scaling and total risk management.
- Market Sessions (DarthBuddha) (volatility_filter) — Restricts trading to London/NY overlap phases to ensure sufficient liquidity and momentum for ADX breakouts.
Known failure conditions
- Failure to capture trends in a market with ADR < 5-day average (low volatility regime).
- Consistent losses during session transitions where ADX signals lag price reversals.
- Negative expectancy when CCI remains between -100 and 100 for extended periods.
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