Triple ADX Structural Darvas Breakout
Family: hybrid · Regime: trending · Complexity: high · Asset classes: FX (Majors), Equities (Large Cap), Indices · Timeframes: H1, H4
Thesis
Market trends exhibit a 'momentum ignition' phase following a consolidation break that is confirmed by institutional structural shifts (BOS/CHoCH). By filtering for triple-period ADX strength and QQE momentum, we enter the trend only when multiple time-horizon participants are aligned, using Darvas Boxes to time the specific breakout from local equilibrium.
Components
- Easy Trend Visualizer (ETV) (regime) — Filters for high-conviction trending environments where three different lookback periods show rising directional strength.
- Qualitative Quantitative Estimation (QQE) (direction) — Determines the immediate momentum bias; entry is only permitted when RSI_MA is on the correct side of the fast trailing level.
- Darvas Boxes MetaTrader 5 (entry) — Identifies the specific price level for entry based on the resolution of a local consolidation phase.
- Kijun Sen Envelope (exit) — Acts as a volatility-based 'exhaustion' target for taking profits at fixed deviations from the median price.
- ATR Heiken Ashi (risk) — Uses smoothed volatility data to calculate dynamic stop-loss distances and position sizing.
- TradeEase (confirmation) — Provides structural confirmation via Smart Money Concepts (BOS/CHoCH) to ensure the trend has broken previous structural barriers.
Known failure conditions
- Prolonged low-volatility 'sawtooth' price action where Darvas boxes frequently form and break without follow-through.
- ADX alignment occurs but TradeEase signals are delayed by more than 10 bars, leading to entry at trend maturity.
- Fixed-point Kijun Envelopes fail to be reached during 'parabolic' moves where volatility exceeds the static deviation.
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