DHL Structural Momentum Scalper

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

Thesis

Market trends exhibit mean-reversion toward daily 'Value' (DHL midpoint) but tend to continue when momentum (TRIX) and structural breakout (Boxline) align. Entering on exhaustion recovery (%R) while price is above the daily midpoint captures the 'path of least resistance' while using structural range floors to define risk.

Components

• Daily High Low MTF (regime) — Defines the intraday regime by anchoring current price action to institutional 'Value' areas (prior day's extremes).
• TRIX (direction) — Triple smoothing filters out sub-session noise to provide a high-conviction momentum direction.
• Williams %R (entry) — Acts as a mean-reversion trigger within the broader trend, identifying local exhaustion.
• MACD (exit) — Captures the first sign of trend deceleration or histogram reversal for early exits.
• Boxline (Dynamic Range Breakout) (risk) — Provides a non-arbitrary, structure-based stop loss level anchored to the current breakout range.
• Average Force (confirmation) — Confirms that price is actually gaining strength relative to its recent range before committing.

Known failure conditions

• Low volatility environments where the Boxline remains static for extended periods while price chops.
• Gap-heavy markets where DHL levels lose relevance due to overnight order imbalances.

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