Wavelet-Ghost Structural Trend Trader

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

Thesis

Trend-following edges are most robust when market 'Urgency' (price velocity relative to a regression channel) is confirmed by low-frequency price cycles (DWT) and supported by historical price infrastructure (KOLA/PiPi). The hypothesis is that by filtering out high-frequency noise with wavelets, we can enter 'clean' trends with higher structural reliability.

Components

• Ghost Channels [mph1nance] (regime) — Defines the volatility envelope and uses Urgency Score to identify when price is entering a high-momentum state within a validated regression rail.
• Discrete Wavelet Transform (DWT) (direction) — Filters out high-frequency noise using the Haar stationary transform, providing a 'clean' trend direction from the approximation component.
• GOM KOLA SIDO — Full Integration (entry) — Provides the tactical execution trigger via Supertrend flips and KOLA pivot zone validation.
• TopTrend (BBands Stop) (exit) — Volatility-adjusted trailing stop that locks in profits based on Bollinger Band expansions.
• PiPi (Price Infrastructure & Position Interface) (risk) — Establishes structural 'Levels' for stop-loss placement and determines position size based on the PiPi Level Range.

Known failure conditions

• R2 of Ghost Channels falls below 0.3, indicating market structure has become chaotic or non-linear.
• DWT component 0 shows frequent 0-line crossings (chopping), indicating a lack of cyclical dominance.
• Price remains stuck between KOLA Buy and Sell zones for more than 50 bars.

Explore the full interactive blueprint, parameter ranges and evidence on WOBR StrategyVerse, or generate this strategy as an MT4/MT5 Expert Advisor with QuantMogul AI Engine.