Fractal-HP Econometric Breakout System

Family: hybrid · Regime: trending · Complexity: high · Asset classes: FX, Equities, Gold (XAUUSD) · Timeframes: H1, H4

Thesis

Market breakouts are most reliable when they occur at institutional 'Fractal' pivot points during a favorable macroeconomic cycle (HP Filter) and are supported by adaptive volatility (VIDYA). By requiring confluence between smoothed RSI momentum (QQE) and selling-pressure dissipation (Bears Power), the strategy identifies high-probability 'structural shifts' while using Heiken Ashi to ignore minor counter-trend noise during the trade's duration.

Components

• Hodrick-Prescott Filter (HP) (regime) — Identifies the underlying macroeconomic/cyclical trend direction to ensure trades align with the lower-frequency market regime.
• Mn Fractal Store (direction) — Defines the structural breakout levels and provides static support/resistance points for stop-loss placement.
• QQE (Qualitative Quantitative Estimation) (entry) — Acts as the final trigger by detecting shifts in volatility-adjusted RSI momentum, filtering out small price fluctuations.
• Heiken Ashi (exit) — Used for exit logic to filter out noise; a change in HA candle color suggests a trend reversal or significant momentum loss.
• GHOST OrderFlow Dashboard — DerivEAPro v10 (risk) — Provides the risk-on/off sentiment filter based on volume delta and CVD confluence to determine position sizing and trade validity.
• Bears Power (confirmation) — Used to confirm that selling pressure is dissipating during a long entry or intensifying during a short entry.
• Variable Index Dynamic Average (VIDYA) (volatility_filter) — Ensures the market has sufficient adaptive volatility/momentum to sustain a breakout beyond the fractal levels.

Known failure conditions

• Price remains trapped within Mn Fractal high/low range for extended periods leading to HP Filter 'flattening'.
• GHOST Dashboard external data feed latency or disconnection.
• Frequent Heiken Ashi color flips in a low-volatility 'doji' environment.

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).