Climax-Filtered Momentum Pulse

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

Thesis

Trend-following momentum is most effective when price action (Pinbars) confirms the move and institutional volume analysis (CCC D-Days/Climaxes) ensures the move is not an exhausted peak. By using RSI-based Absolute Strength to define the regime, we increase the probability that MACD signals occur in a high-momentum environment.

Components

• Max bars back function contexts (regime) — Serves as a structural sanity check to ensure the technical environment has sufficient history (360+ bars) for the CCC and MACD indicators to stabilize.
• Absolute Strength Histogram (ASH) (direction) — Defines the underlying momentum direction using RSI-based relative strength to prevent trading against the primary trend.
• MACD Classic (entry) — Provides the tactical trend-following trigger when momentum aligns with direction.
• Connect MACD (Azullian) (exit) — Acts as a modular exit engine, specifically closing positions when the faster Signal Line cross occurs, independent of the entry MACD.
• Average True Range (Standard MQ4) (risk) — Calculates dynamic stops and position sizes based on realized market volatility.
• Pinbar Detector (confirmation) — Confirms entries with price action, ensuring the trend-following signal is accompanied by a rejection of counter-trend liquidity.
• Combined Candle Counter (CCC) Dev (volatility_filter) — Filters out 'Buying/Selling Climaxes' and 'D-Days' which indicate trend exhaustion or institutional distribution.

Known failure conditions

• ASH values remain near zero for extended periods (low relative strength).
• Multiple Pinbar signals occur within a 'D-Day' distribution phase, indicating high volatility but no direction.
• The market enters a tight range where MACD whipsaws exceed the 2x ATR stop loss.

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