Visible Range Momentum Integrator

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

Thesis

Sustainable market trends are preceded by a 'triple-breakout' event: breaking a long-term lookback (Sherif Hilo), a visual consolidation boundary (Visible Range), and a volatility-adjusted envelope (Keltner). By requiring all three, we filter for high-momentum participation while using fractals to provide a local structural anchor for risk.

Components

• Price Line and Visible Range High-Low (regime) — Establishes the macro-boundary; entries are only valid when price breaks the immediate visual consolidation range.
• Sherif Hilo (direction) — Determines the primary trend bias using a high-low lookback channel to filter out counter-trend volatility spikes.
• Keltner Channels (entry) — Provides the specific breakout trigger when volatility expands beyond the EMA-based envelope.
• Chandelier Exit (exit) — A dynamic trailing stop that hangs from trade-duration extremes to capture trend extension while protecting profits.
• FractalScanner (risk) — Defines the technical stop-loss level based on the most recent swing high/low, anchoring risk to local structure.
• Local non-scalar UDT typed-na history diagnostic (confirmation) — Serves as a data-integrity gatekeeper to ensure historical data arrays for non-scalar structures are populated before execution.

Known failure conditions

• Price remains trapped within the Visible Range for more than 50 bars.
• Sherif Hilo state toggles more than 3 times in 10 bars (high-whipsaw regime).
• Diagnostic check fails due to 'na' values in historical UDT lookbacks.

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