Triple-Filter Adaptive Trend Pulse

Family: trend_following · Regime: trending · Complexity: high · Asset classes: Forex, Indices, Crypto · Timeframes: H1, H4

Thesis

Market trends are most reliable when confirmed across three distinct dimensions: temporal momentum (Aroon), moving average stacking (Ribbon), and magnitude-based price structure (Three-Line Break). By requiring confluence among these dimensions and entering on structural shifts (GOM KOLA), the strategy identifies high-probability 'trend pulses' while using volatility-adaptive exits to account for the non-linear expansion of price.

Components

Moving Average Ribbon (chingc) (regime) — Establishes the macro-regime; entries are only permitted when short-term ribbon is stacked above/below long-term averages.
Aroon (direction) — Detects the momentum of the current trend; requires high AroonUp/Down to ensure we are not trading an exhausted move.
GOM KOLA SIDO — Full Integration (entry) — Provides the tactical entry trigger based on Market Structure (Supertrend direction change) and volume-weighted spike probability.
Jurik Adaptive Envelope Bands (exit) — Acts as a volatility-sensitive dynamic target; the adaptive nature allows for wider exits during high-velocity moves.
Chandelier Exit Heiken Ashi Variant (risk) — Calculates the hard stop-loss based on HA price extremes, providing a tighter trailing mechanism than standard price.
Three-Line Break (TLB) with MA (volatility_filter) — Filters out minor price fluctuations (noise) that do not represent a structural change in trend direction.

Known failure conditions

Price oscillates within the 100-200 MA corridor (regime indecision).
Chandelier Exit triggers stop-outs on 50%+ of trades before Jurik mid-line is reached.
Aroon Up/Down stay below 50 for extended periods, indicating a low-momentum environment.

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).