Log-Grid Momentum Scaler

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

Thesis

Market trends are most tradable when momentum (MACD) aligns with psychological price structures (Grid). By entering only near these structural levels and using volatility bands (BB) for targets, we capture high-velocity moves while the Parabolic SAR mitigates the risk of momentum exhaustion or 'bull/bear traps'. The core edge lies in the filtering of momentum signals through a dynamically scaled structural grid.

Components

Grid Utility (Rosasurfer Framework) (regime) — Defines the structural regime by establishing dynamic horizontal levels. Entry is only valid when price interacts with these grid 'steps', ensuring we are not entering in 'no-man's-land'.
Candles Overlay Template (direction) — Provides the visual directional bias. It programmatically colors the candles based on whether the trend is technically 'open' according to the MACD Classic logic.
MACD Classic (3-Line) (entry) — Acts as the primary entry trigger when the MACD line crosses the Signal line, indicating a momentum shift.
Bollinger Bands (Standard) (exit) — Used for dynamic profit taking. We exit when price reaches the outer volatility bands, capturing the meat of a momentum swing.
Parabolic SAR (risk) — Determines the initial stop-loss placement and provides an accelerating trailing stop to lock in profits as the trend matures.
MACD (confirmation) — Provides trend confirmation. Entry is only allowed if the MACD is on the correct side of the zero line (positive for long, negative for short).

Known failure conditions

Price remains stuck between two grid lines for more than 50 bars (lack of structural movement).
Frequent Parabolic SAR flips within a single Bollinger Band width (high-frequency chop).
MACD Histogram remains near zero while Bollinger Bands contract (low volatility regime).

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