Ghost-Pitchfork Structural Expansion

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

Thesis

Markets exhibit structural persistence within linear corridors; an edge is found when statistical fit (Regression R2) aligns with geometric midpoints (Pitchfork) and is confirmed by a simultaneous surge in multi-period directional volatility (Triple ADX). By filtering for 'Urgency', the strategy avoids entering exhausted trends.

Components

• Ghost Channels [mph1nance] (regime) — Defines the volatility-adjusted boundaries (regime) and filters for 'Urgency' to avoid entry during terminal blow-off phases (Urgency > 85).
• Auto Pitchfork (direction) — Provides the geometric directional bias; ensures the trade is positioned in the direction of the dominant pivot-based slope.
• Easy Trend Visualizer (ETV) (entry) — Acts as the high-conviction trigger by requiring three different ADX timeframes to show rising trend intensity simultaneously.
• MACD (exit) — Captures the decay in momentum to exit before the trend structural reversal.
• FractalScanner (risk) — Provides objective, structural swing highs/lows for stop-loss placement and risk calculation.

Known failure conditions

• Persistent R2 values below 0.40 in Ghost Channels indicating a non-linear/chaotic market structure.
• Pitchfork median line slope frequently flipping within 10-bar windows (whipsaw).
• Consecutive stop-outs where the Fractal SL is hit before the MACD signal line exit.

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).