Sigmoid-Filtered TEMA Momentum Navigator
Family: trend_following · Regime: trending · Complexity: medium · Asset classes: FX, Equities, Crypto · Timeframes: H1, H4, D1
Thesis
Trend-following strategies often fail because they enter at the peak of momentum (exhaustion). By using a Logistic Sigmoid function to define an 'acceleration window' (between 0.55 and 0.85), we enter trends after they have established direction but before they hit mathematical saturation. Combining this with discretized Murrey Math levels ensures that our risk is pegged to structural price octaves rather than arbitrary point distances.
Components
- Supported matrix.swap_columns Test (regime) — Used as a 'heartbeat' regime filter; the successful swap of data positions confirms the data pipeline is active and helps distinguish between unique bars in a high-frequency environment.
- Supported map history demonstration (direction) — Retreives the previous bar's closed price via map structure to calculate a discrete momentum vector relative to the map size.
- Triple Exponential Moving Average (EMA) (entry) — Provides the core trend-following entry signal when the three averages are aligned in sequence.
- Heikin-Ashi Candles (exit) — Used as a trend-smoothing exit mechanism to ignore minor noise and only exit when a structural reversal occurs in the smoothed candle color.
- Murrey Math Line X (risk) — Establishes discrete geometric price levels for static stop-loss placement and volatility-adjusted position sizing based on 'Octave' ranges.
- Logistic Function (SIGMOID) (volatility_filter) — Filters out trades when price is at mathematical extremes (saturation) or stalled at the midpoint, ensuring entry only during active momentum acceleration.
Known failure conditions
- Murrey Math levels remaining static for extended periods indicating a dead market.
- Sigmoid function hovering at 0.5 (midpoint) suggesting no directional bias.
- Triple EMA lines becoming entangled (mean reversion regime).
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