Macro-Cyclic Bandpass Trend Follower

Family: trend_following · Regime: trending · Complexity: high · Asset classes: Equities, FX (Majors), Gold (XAUUSD) · Timeframes: H4, D1

Thesis

The edge exists because institutional 'risk-off' regimes (captured by the Macro Dashboard) invalidate technical patterns; by filtering for macro stability and using frequency-domain filters (BPF) to time trend-aligned cycles, we avoid low-probability entries during structural shifts.

Components

• Macro Risk Dashboard v8.2 (regime) — Defines the risk-on/risk-off environment. High macro stress (Z-score > 2) inhibits long positions regardless of technicals.
• t_ma (Smoothed LWMA) (direction) — Provides the directional bias; the overlap of the 34-period LWMA and its 6-bar smoother filters out minor noise.
• Bandpass Filter (BPF) (entry) — Identifies cycles. Entries are triggered when price momentum cycles back into the trend direction after a period of consolidation.
• MultiKAMA (TyphooN) (exit) — Uses volatility-adjusted KAMA as a trailing pivot; if price crosses this adaptive level, the trend is considered exhausted.
• ATR Stop Loss Finder (risk) — Dynamically scales the risk based on local volatility, ensuring the SL is outside the 1.5 ATR 'noise' floor.
• Trend Trigger Factor (TTF) with T3 Smoothing (confirmation) — Confirms that the momentum is sufficient to break out of the local range, ensuring the BPF signal isn't a minor flick.
• XAU Trend Volatility Filter (XAU_TVF) (volatility_filter) — Ensures TrendScore and VolPressure are aligned so trades aren't taken in low-volatility 'zombie' markets where lag-sensitive indicators fail.

Known failure conditions

• Multi-month stagnation in the Macro Risk Dashboard leading to regime blindness.
• A period of 'volatility-free trending' where VolPressure remains below thresholds but price moves significantly.
• Failure of the t_ma 11-bar loop logic to capture sufficient historical context for a 34-period MA.

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).