TTF-T3 Intensity Matrix Trader

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

Thesis

Market trends are most tradable when 'Buy Power' (recent highs vs older lows) significantly exceeds 'Sell Power,' and this momentum is confirmed across volatility-adjusted price levels. By using double-smoothed oscillators (RSIOMA) and T3-filtered range ratios (TTF), we can enter trends at their peak velocity phase while using Parabolic SAR to protect capital from the inevitable volatility expansion that occurs during trend maturation.

Components

• Trend Trigger Factor (TTF) with T3 Smoothing (regime) — Determines the structural regime by ensuring the market is in a high-intensity trend (above 75 or below -75) rather than a distribution phase.
• SuperTrend (direction) — Provides the primary directional bias and volatility-adjusted support/resistance levels.
• RSIOMA (RSI of Moving Average) (entry) — Acts as the refined entry trigger by identifying momentum shifts in smoothed price data, reducing noise compared to standard RSI.
• MACD & OSMA Cloud Hybrid (exit) — Detects early momentum exhaustion; exits are triggered when the OsMA histogram changes color (rising/falling strength) before a full trend reversal.
• Parabolic SAR (risk) — Used for hard stop placement and dynamic position sizing based on volatility-adjusted distance.
• Matrix trace (confirmation) — Provides a secondary, non-linear confirmation of price velocity to ensure the signal is not just a statistical fluke of averaging.
• ATR Heiken Ashi (volatility_filter) — Filters out 'noise' volatility regimes where price range is insufficient to cover transaction costs.

Known failure conditions

• The strategy is invalidated if price remains within the SuperTrend bands for more than 50 bars (extended consolidation).
• Invalidated if ATR Heiken Ashi falls below the 20-day moving average of itself (critically low volatility).
• Failure if the Matrix Trace value remains static or oscillates near zero during a 'strong' TTF reading.

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