MAPE-PiPi Structural Trend Strategy

Family: hybrid · Regime: trending · Complexity: high · Asset classes: FX, Equities, Crypto · Timeframes: M15, H1, H4

Thesis

Market structure levels (PiPi) act as high-probability pivots when they coincide with VWAP equilibrium (TimeBlocks). By using MAPE to quantify the 'noise' or forecast error of the current price relative to a mean model, we can set stops that are wider when the market is erratic and narrower when it is efficient, while Gator ensures we hold through the meat of the trend expansion.

Components

• Switch Timeframes Keys (regime) — Used to synchronize 'Contexts' across timeframes; the regime requires the H4 trend (direction) and M15 entry structure (PiPi) to align.
• Unsupported matrix remove_col (direction) — Despite its semantic error, the underlying 'plot(close)' provides the raw price series used to determine the immediate trend slope (Close > Close[n]).
• PiPi (Price Infrastructure & Position Interface) (entry) — Identifies 'Levels' (Fibonacci retracements) within defined 'Contexts' to provide precise entry points at market structure nodes.
• Gator Oscillator (Standard) (exit) — Signals the end of a trend expansion (the 'Sated' phase) when the balance lines converge, prompting a position exit.
• Mean Absolute Percentage Error (MAPE) (risk) — Quantifies the deviation of price from its EMA-based model; used to widen stops during high-error (volatile) periods and shrink position size.
• TimeBlocks (Multifunctional Period Separator) (volatility_filter) — Filters for volatility by ensuring price is within a VWAP balance zone and has not yet exhausted its daily range prediction.

Known failure conditions

• MAPE remains stagnant during parabolic moves, failing to adjust risk.
• The semantic error in the Matrix indicator prevents EA compilation/execution in strict environments.
• PiPi memory overhead causes terminal lag, resulting in delayed order execution.

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