Adaptive Adaptive Fractal-Trend Hybrid

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

Thesis

Trends are most tradable when structural breakouts (Sherif Hilo) align with adaptive efficiency (KAMA) and momentum expansion (ADX/CCI). By using Laguerre RSI for low-lag momentum confirmation and Williams Fractals for structural risk anchoring, the strategy attempts to capture the 'meat' of a trend while exiting via a volatility-sensitive trailing stop (UTBot). An edge exists because price inertia often follows volatility breakouts through previous extremes.

Components

• MultiKAMA (TyphooN) (regime) — Acts as the primary trend filter (Regime); positions are only taken in the direction of the KAMA slope to avoid noise.
• Sherif Hilo (direction) — Defines the broader directional bias by tracking multi-period price extremes.
• ADX / Connectable [Azullian] (entry) — Provides the precise entry trigger based on momentum expansion (DI crossover + rising ADX).
• UTBot Alerts (exit) — Utilizes an ATR-based trailing logic to exit once the immediate trend momentum dissipates.
• Williams Fractals (risk) — Provides structural anchor points for dynamic stop-loss placement based on recent swing highs/lows.
• Laguerre RSI (confirmation) — Confirms that momentum is not exhausted (must be above 0.5 for longs) without the lag of traditional RSI.
• Commodity Channel Index (CCI) (volatility_filter) — Filters out low-volatility 'dead' zones; price must be sufficiently displaced from the mean to trade.

Known failure conditions

• Prolonged period of low-volatility 'stair-stepping' where KAMA efficiency ratio stays near zero.
• Frequent 'pinned' Laguerre RSI readings coinciding with UTBot exit whipsaws in a tight range.

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