Fractal-Momentum TimeBlock Hybrid

Family: hybrid · Regime: trending · Complexity: high · Asset classes: Forex (Majors), Equities (Mid-Cap) · Timeframes: M15, H1

Thesis

Intraday price action is most reliable when momentum, volume-weighted average price (VWAP), and specific candlestick formations align within fixed time blocks. By filtering for 'clean' structural regimes via Linefill tracking and using volatility-adjusted exits (ATR HA), the strategy captures the meat of intraday trends while using structural pivots (Fractals) to define objective risk.

Components

Linefill All Tracker (regime) — Serves as a logic gate to ensure the system's structural object-tracking array is active and managing data, indicating a valid environment for price action analysis.
Momentum (MOM) (direction) — Provides the underlying bias by measuring the raw rate of change over the last 10 periods.
Pattern Recognition Master (entry) — Provides the specific trigger for entries by identifying high-probability Japanese candlestick reversals or continuations.
ATR Heiken Ashi (exit) — Uses synthetic smoothed volatility to provide a trailing exit that is less sensitive to minor noise than standard ATR.
Williams Fractals (risk) — Identifies local structural extremes for stop-loss placement, acknowledging the inherent 2-bar confirmation lag.
Unsupported ta.macd Fast Length (Test Case) (confirmation) — Acts as a high-frequency trend filter using a 1.5/26/9 configuration to confirm momentum before trade execution.
TimeBlocks (Multifunctional Period Separator) (volatility_filter) — Filters trades based on intraday time blocks and price relative to the volume-weighted average price (VWAP) balance.

Known failure conditions

The MACD 1.5 length parameter causes a compile-time failure or undefined behavior in the specific execution environment.
Market regime shifts to extremely low volatility where momentum (MOM) fluctuates around zero without trend direction.
VWAP balance remains static for multiple time blocks, indicating a complete loss of volume-based conviction.

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).