Global Drift MACD Volatility Squeeze

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

Thesis

Financial assets with a proven historical drift (measured by lifetime candle counts) are more likely to continue in that direction when momentum (MACD) and volatility (Trendilo) align. Entering on Bollinger Band mean-reversion points within this larger trend captures 'pullback' energy while SuperTrend and Chandelier Exits protect against momentum exhaustion.

Components

• Candle Count History (regime) — Establishing global bias; if BullCounter > BearCounter over the entire history, the asset has a structural upward drift (common in equities).
• MACD Classic (direction) — Confirms secondary momentum direction to ensure we are trading with the intermediate trend.
• Bollinger Bands (entry) — Entries are triggered by mean-reversion impulses (touching the opposite band) within the confirmed trend.
• SuperTrend (exit) — Acts as a trailing profit-taking mechanism that adapts to trend strength.
• Chandelier Exit Heiken Ashi Variant (risk) — Provides a tight volatility-adjusted stop loss based on smoothed Heiken Ashi extremes.
• Trendilo MT5 (volatility_filter) — Filters out low-volatility 'noise' by requiring the Trendilo oscillator to cross above its offset bandwidth.

Known failure conditions

• Successive losses during a regime where candle count bias and MACD alignment flip frequently.
• Asset volatility drops below the Trendilo threshold for extended periods rendering signals non-existent.

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).