Lorentzian-TLB Structural Hybrid

Family: hybrid · Regime: trending · Complexity: high · Asset classes: Forex, Equity Indices, Gold · Timeframes: M15, H1

Thesis

Markets demonstrate 'fractal memory' where price patterns repeat in multi-dimensional space. By filtering these patterns (Lorentzian) through a structural noise-reduction filter (Three-Line Break) and ensuring multi-timeframe alignment (Dashboard), we can isolate high-probability trend continuations while ignoring the noise of low-volatility ranging periods.

Components

• Three-Line Break (TLB) with MA (regime) — Acts as a noise filter; only transitions when a structural price breakout occurs, defining the primary market regime.
• ProfitRobots Dashboard Template (direction) — Aggregates directional bias across multiple timeframes to ensure trade execution aligns with the broader market trend.
• Lorentzian Classification (entry) — Uses non-Euclidean distance to identify similar historical price patterns, providing a high-probability entry trigger.
• Average True Range (NNFX Version) (exit) — Standardizes take-profit levels based on current volatility to adapt to changing market cycles.
• Chandelier Exit Heiken Ashi Variant (risk) — Provides a dynamic, volatility-adjusted stop loss that accounts for Heiken Ashi price smoothing.
• Rank Correlation Index (confirmation) — Confirms that the momentum is statistically significant via Spearman correlation before entry.

Known failure conditions

• Lorentzian Classification 'Neighbors Count' exceeds available memory or produces noise in low-liquidity periods.
• TLB fails to transition for extended periods during low-volatility 'sawtooth' price action.
• Chandelier Exit .ex5 resource failure or path mismatch in MetaTrader directory.

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).