GAS-Alpha Fractal Range Explorer

Family: trend_following · Regime: trending · Complexity: high · Asset classes: Equities, Major Forex Pairs, Commodities · Timeframes: H1 drama/M15 entry, H4 trend/H1 entry

Thesis

This strategy hypothesizes that market trends are most tradeable during periods of high 'Alpha factor' conviction (GAS Levels) following a structural range narrowing. By utilizing Williams Fractals (delayed extremes) as triggers and Boxlines (range bounds) as risk anchors, the system captures late-cycle momentum while minimizing entries during low-alpha noise. Efficiency is sacrificed for confirmation.

Components

GAS Price Levels (regime) — Filters for high-conviction trend/volatility environments using multi-factor alpha weighting.
Simple Moving Average (SMA) (direction) — Acts as the primary trend filter to ensure trades align with the dominant momentum.
Williams Fractals (entry) — Identifies structural breakout points after local swing high/low formation.
Donchian Channels (exit) — Provides a volatility-adjusted exit mechanism once price breaks the N-period extreme.
Boxline (Dynamic Range Breakout) (risk) — Uses the physical 'box' floor/ceiling to define hard stops and position sizing based on structural range.
Stochastic Oscillator (confirmation) — Confirms the entry by ensuring price is not overextended and has internal momentum.
Bollinger Bands (volatility_filter) — Prevents entry during low-volatility 'squeezes' where fractal breakouts are often false.

Known failure conditions

Price displays 'sawtooth' behavior where fractal breaks occur inside the Boxline range without expansion.
GAS Price Level alpha weights converge to zero or flip-flop frequently, indicating a lacks of structural alpha.
Stochastic oscillator remains pinned at extremes for extended periods while price remains stagnant.

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).