Heikin-Gator Structural Breakout

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

Thesis

Trends are most likely to persist when price breaks a structural reversal level (Roshaneforde) in the direction of smoothed momentum (Heikin-Ashi) during periods of increasing volatility (ATR HA). By exiting when the Gator Oscillator signals 'satiety' (mean reversion of the triple SMMA spreads), the strategy captures the meat of a trend while avoiding late-stage exhaustion.

Components

Indicator Sample (Template) (regime) — Acts as a 'Market Maturity' filter, ensuring the strategy only executes on symbols with enough historical data (e.g., > 200 bars) to allow the smoothing indicators (HA, ATR HA, Gator) to stabilize.
Heikin-Ashi Candles (direction) — Determines the primary trend direction by filtering out noise. We only take trades in the direction of the current HA candle color.
Roshaneforde Pivot Levels (entry) — Provides the structural breakout trigger. A breach of a prior reversal level (Buy/Sell levels) indicates a shift in local market structure.
Gator Oscillator (exit) — Used to identify the 'Sated' phase. When the oscillator histograms begin to contract, it signals the trend's exhaustion, triggering an exit.
ATR SL Finder (risk) — Calculates the technical stop-loss based on standard price volatility to ensure the stop is placed outside of normal market noise.
ATR Heiken Ashi (volatility_filter) — A volatility filter to ensure the breakout occurs during a period of expanding or sufficient volatility, preventing entries in flat, 'sleeping' markets.

Known failure conditions

Strategy generates more than 5 consecutive losses in a sideways ranging market where Heikin-Ashi alternates color frequently.
Average win/loss ratio falls below 1.5, indicating that the lagging nature of HA and Gator is eating too much of the trend.

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