Fractal Float Pullback System

Family: trend_following · Regime: trending · Complexity: high · Asset classes: Equities, Forex, Crypto · Timeframes: H1, H4, D1

Thesis

Trend persistence is a function of fractal efficiency (high trend efficiency) and remaining liquidity (volume float). By entering pullbacks (CCI) only when the trend is 'efficient' (FRAMA) and the total 'float' has not yet turned over, we capture the meat of a move before volume exhaustion triggers a reversal. The edge relies on the behavioral tendency for volume to peak at trend exhaustion points.

Components

• Ehlers Fractal Adaptive Moving Average (FRAMA) (regime) — Identifies trending regimes where the fractal dimension suggests efficiency; prevents trading in high-entropy, noisy ranges.
• MACD Demo Implementation (direction) — Provides the core momentum directional bias to ensure we are trading with the medium-term flow.
• Commodity Channel Index (CCI) (entry) — Acts as the trigger by identifying local mean-reversion entries (pullbacks) within the established trend.
• HiLo Activator 02 (exit) — Provides a structural trend-based exit that trails price once the local momentum has likely exhausted.
• SuperTrend MT5 (FxGeek) (risk) — Uses ATR-based volatility to define the hard stop-loss and calculate position size.
• Float Indicator (volatility_filter) — Filters out trades where the 'float' has already been turned over, suggesting a trend may be reaching volume exhaustion.

Known failure conditions

• Price exhibits high kurtosis (frequent 'fat tail' gaps) that bypasses the HiLo and SuperTrend stops.
• The 'Float' parameter is mismatched to the asset's actual liquidity, causing the filter to block all valid trades.
• Persistent low-volatility 'grinds' where FRAMA stays flat but price moves significantly.

Explore the full interactive blueprint with parameter ranges and evidence on WOBR StrategyVerse, or generate this strategy as an MT4/MT5 Expert Advisor with QuantMogul AI Engine (free download).