RAE-Validated Infrastructure Trend Follower

Family: trend_following · Regime: trending · Complexity: high · Asset classes: FX, Equities, Crypto · Timeframes: 15m, 1h, 4h

Thesis

Market structure is not just price, but a 'Price Infrastructure' where participants react to synthetic levels (PiPi) only when the smoothed trend (Heiken Ashi) and internal volume delta (Footmap) align. By validating that these structural objects are mathematically present via coordinate getters and scaling risk according to the predictability of price (RAE), we filter noise and enter at structural inflection points with high conviction. The edge exists because price tends to respect 'validated' levels more than arbitrary points, especially when volume confirms the trend.

Components

• Unsupported drawing getter return qualifier (Test Fixture) (regime) — Acts as a 'Market Infrastructure Validator'. It ensures that the required structural drawing objects (levels/zones) are successfully instantiated and retrievable in the chart's memory before permitting trade logic execution.
• Heiken Ashi (direction) — Provides the directional bias. By smoothing price, it filters out minor counter-trend fluctuations that would otherwise trigger premature entries in the PiPi levels.
• PiPi (Price Infrastructure & Position Interface) (entry) — Identifies the specific entry 'Level Middle' or 'Fib Level' within a defined context. It treats market structure as a set of nested containers rather than just simple price points.
• SML — SUPPORT/RESISTANCE MATRIX (exit) — Dynamically identifies the terminal points of a move. Exits are triggered when price enters a validated SML zone that has been tested at least twice.
• Relative Absolute Error (RAE) (risk) — Quantifies the 'predictability' of the current price action. High RAE indicates price is deviating significantly from its mean error baseline, suggesting instability; this is used to scale down risk or widen stops.
• Footmap – Heat & Volume [v1] (confirmation) — Provides the final confirmation via synthetic delta. Entry is only permitted if the candle's volume distribution (proxied by close proximity to high/low) suggests aggressive participation in the direction of the HA trend.

Known failure conditions

• Heiken Ashi trend oscillates (whipsaw) more than 3 times within a single PiPi Level range.
• RAE values exceed 2.0, indicating the 'mean error' baseline is no longer representative of price volatility.
• The Drawing Getter fails to retrieve Level coordinates, signifying a breakdown in the script's architectural state.

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).