Chaos-Adaptive Volume Breakout

Family: trend_following · Regime: trending · Complexity: medium · Asset classes: FX, Equities, Crypto · Timeframes: 15m建设性地理解为价格突破上轨, 1H建设性地理解为价格突破上轨

Thesis

Momentum entries (Stochastic 3) in trending markets are noise-laden unless they occur during a volatility breakout (Fractal Chaos Bands) and are supported by high-volume liquidity nodes (Volume Profile POC). The POC serves as a behavioral floor/ceiling; a breach of this level suggests the trend-following premise is invalid.

Components

• corpus-v5-color-get-finite-control-receiver-v1 (regime) — Serves as a mandatory environment integrity check; if array retrieval logic fails, the strategy stays flat to avoid execution errors.
• SuperTrend MT5 (FxGeek) (direction) — Establishes the primary trend direction and provides a secondary volatility-based trailing stop baseline.
• Stochastic Oscillator (Stoch) (entry) — Identifies hyper-sensitive momentum shifts. Using a period of 3 requires heavy filtering but captures the earliest possible turn in a trend.
• Jurik Adaptive Envelope Bands (exit) — The adaptive nature of Jurik logic allows for a dynamic exit that tightens during high volatility and widens during consolidation.
• Volume Profile + Pivot Levels [ChartPrime] (risk) — Uses the Point of Control (POC) and high-volume pivots to define 'fair value' for stop loss placement and position sizing relative to liquidity.
• Fractal Chaos Bands (FCB) (volatility_filter) — Filters out low-volatility 'noise' by requiring price to penetrate the chaos bands before an entry is considered valid.

Known failure conditions

• Price remains pinned at the Volume Profile POC for extended periods (low-interest churn).
• SuperTrend and Fractal Chaos Bands give conflicting signals for >5 bars (regime transition).
• Stochastic %K oscillates between 40-60 without reaching thresholds.

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