Azullian Pivot-Grid Trend Follower

Family: trend_following · Regime: trending · Complexity: medium · Asset classes: FX, Equities, Indices · Timeframes: M15, H1, H4

Thesis

Institutional trends are best captured when price breaks daily structural resistance (Pivots) in the direction of high-timeframe horizontal moving average projections. By requiring alignment between modular regime momentum (Connect MACD) and classic price momentum, the strategy filters out low-conviction breakouts. The use of a fixed point-based grid for risk ensures that the strategy respects psychological 'round number' support/resistance while the ATR filter prevents entry during unhealthy volatility conditions.

Components

• Connect MACD (Azullian) (regime) — Determines the broader momentum regime; only trading in the direction of the Azullian-filtered trend.
• MA(x6) Multi-Timeframe Visualizer (direction) — Uses high-timeframe horizontal projections (H4 and Daily) to ensure entries align with institutional trend levels.
• Pivot Points (Classic) (entry) — Identifies market structure breakout points (R1/S1) for trade execution.
• Parabolic SAR (exit) — Acts as a trailing exit mechanism to capture trend extensions while protecting profits.
• Point Based Grid (risk) — Establishes a fixed-interval grid for setting non-dynamic stop losses and calculating position size.
• MACD Classic (confirmation) — Provides immediate momentum confirmation to avoid entering late-stage trend exhaustion.
• Average True Range (ATR) (volatility_filter) — Filters out periods of extreme low volatility (stagnation) and extreme high volatility (news spikes).

Known failure conditions

• Consecutive SAR flips within a narrow price range (indicates chop).
• Daily Pivot levels (R1/S1) overlap with higher timeframe MA projections (indicates consolidation).
• ATR percentile remains below 30 for extended periods, suggesting a dead market.

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).