Triple-ADX Volumetric Breakout

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

Thesis

The 'Triple-ADX Momentum' edge assumes that significant price trends are only sustainable when trend strength is accelerating across multiple look-back periods simultaneously. By demanding that ADX(10), ADX(14), and ADX(20) all rise together, we filter for rare moments of 'inter-period synchronization.' Entering on a Keltner breakout during these windows captures moves that have a high probability of exceeding standard volatility expectations, with risk managed by volume-weighted structural levels rather than arbitrary percentages.

Components

• Easy Trend Visualizer (ETV) (regime) — Used as a strict regime filter to ensure the strategy only operates during high-conviction, multi-timeframe trend expansions.
• Momentum (MOM) (direction) — Confirms the velocity of the price move in the direction of the ETV trend to avoid entries during trend exhaustion/plateaus.
• Keltner Channels (entry) — Provides the specific volatility-expansion trigger; a band break indicates a surge in participation beyond standard deviations.
• TopTrend (BBands Stop) (exit) — Provides a dynamic volatility-based trailing exit that tightens during high volatility and allows room during pullbacks.
• Volumatic Support/Resistance Levels [BigBeluga] (risk) — Defines logical stop-loss placement based on high-volume historical nodes and local price extrema.

Known failure conditions

• Prolonged periods where ADX(10) stays below 20, resulting in no signals.
• Price oscillating across the Keltner midline without touching bands (low volatility drift).
• Flash crashes where Volume-weighted S/R levels are bypassed before the TopTrend exit can trigger.

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