GHOST-V7 Fractal Expansion Strategy

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

Thesis

Price breakouts confirmed by cumulative volume delta and buyer sentiment are more likely to persist if the current volatility error (MAPE) is low and the market is operating outside of the previous day's value area. The V7 probe acts as a synthetic 'lookahead' to determine if the local price vector is accelerating in the direction of the breakout.

Components

• V7 history-fraction-near-zero-v6-v1 (regime) — Used as a 'future-state' regime filter to identify periods where the price vector deviates from the immediate fractional past (a technical anomaly check).
• GHOST — OrderFlow Intelligence (direction) — Provides the directional 'engine' by requiring a confluence of buyer sentiment and cumulative volume delta growth.
• QQE (Qualitative Quantitative Estimation) (entry) — Acts as the execution trigger by identifying momentum acceleration via smoothed RSI volatility bands.
• HiLo Activator (Pandini Version) (exit) — Provides a trend-following trailing exit that adapts to price action high/low averages.
• Mean Absolute Percentage Error (MAPE) (risk) — Uses the percentage deviation from the EMA to calculate a volatility-adjusted stop loss and position size.
• Daily High Low MTF (volatility_filter) — Ensures trades are only taken during expansion phases outside of the previous day's range.

Known failure conditions

• The V7 component lookahead bias produces results that cannot be replicated in a live environment.
• MAPE exceeds 5% on the H1 timeframe, indicating price instability where percentage error becomes non-linear.
• GHOST sentiment and CVD diverge for more than 5 consecutive bars.

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