Diagnostic LWMA Breakout Scalper

Family: hybrid · Regime: trending · Complexity: medium · Asset classes: FX (Majors), Equities, Crypto · Timeframes: M5, M15

Thesis

Short-term price momentum is tradable when localized LWMA trends align with range breakouts, provided that the underlying data environment is computationally stable (verified via array sort diagnostics). The 11-bar lookback constraint on direction implies that only 'now' matters, reducing the risk of overfitted historical bias.

Components

• Unsupported array sort_indices bool namespace (regime) — Used as a 'computational regime' check; ensuring the data environment handles boolean sorting correctly before executing logic.
• t_ma (direction) — Provides short-term directional bias using LWMA crossovers; constrained to the immediate 11-bar window.
• SilverTrend Sv2 (entry) — Generates the primary entry signal based on volatility-adjusted price breakouts beyond the SSP range.
• UT Bot Alerts (MQL5) (exit) — Provides a high-sensitivity trailing stop exit to capture momentum shifts quickly.
• FractalScanner (risk) — Used to identify local swing points for hard stop-loss placement and risk-defined position sizing.

Known failure conditions

• Strategy cannot be backtested over more than 11 bars due to t_ma hardcoding.
• SilverTrend buffer shift (SSP+6) creates a look-back gap that exceeds the t_ma calculation window.
• High slippage assets where UT Bot's ATR(1) sensitivity triggers exits before the spread is covered.

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