Fisher-Williams Grid Trend Rider
Family: trend_following · Regime: trending · Complexity: medium · Asset classes: FX, Indices, Crypto · Timeframes: H1, H4
Thesis
The strategy assumes that market trends persist when backed by expanding volatility (ATR HA) and cyclical momentum (Fisher). It hypothesizes that Williams %R overbought/oversold levels within a trend indicate temporary exhaustion points that offer high-probability re-entry. By using a fixed point-based grid for risk, it eliminates the bias of 'volatility-tailoring' stops, betting that market structure moves in discrete units rather than fluid paths.
Components
- TopTrend (BBands Stop) (regime) — Establishes the macro-trend bias and provides a structural stop-loss level based on volatility-adjusted Bollinger Bands.
- Fisher-based Scalping Indicator (direction) — Filters for cyclical momentum alignment within the broader trend, ensuring the trade is taken during a favorable momentum swing.
- Williams %R (entry) — Acts as the execution trigger, capturing the moment price recovers from an oversold (long) or overbought (short) state.
- QQE (Qualitative Quantitative Estimation) (exit) — Provides a dynamic exit signal by identifying momentum exhaustion through its smoothed RSI and trailing volatility bands.
- Point-Based Price Grid (risk) — Provides a non-dynamic, structural anchor for risk management, forcing stop losses and targets to align with fixed market point-movements.
- ATR Heiken Ashi (volatility_filter) — Filters out low-volatility regimes where Williams %R and Fisher signals are prone to high-frequency whipsaws.
Known failure conditions
- Price enters a narrow range where ATR Heiken Ashi remains below the threshold for extended periods.
- The Fisher Scalper intensity leads to persistent lag in fast-reversing markets.
- High correlation between TopTrend and QQE leading to redundant exit signals.
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