XAU Structural Volatility-Filtered Trend Navigator

Family: trend_following · Regime: trending · Complexity: high · Asset classes: XAUUSD, Forex Majors (USD pairs) · Timeframes: H1, H4

Thesis

Strong price trends are most exploitable when technical momentum (MACD) aligns with low fundamental news uncertainty. By filtering for volatility 'pressure' and using structural price infrastructure (PiPi) for stop placement, we avoid noise while capturing sustained movements in high-liquidity assets like Gold.

Components

• Type Declaration Coverage Template (regime) — Ensures the coding environment supports the complex UDT and Map structures required by the PiPi risk framework and XAU_TVF logic.
• XAU Trend Volatility Filter (XAU_TVF) (direction) — Filters for high-conviction momentum by normalizing EMA spreads against ATR, ensuring trades occur in trending environments.
• MACD (entry) — Provides the precise execution trigger via histogram momentum shifts and signal line crossovers.
• ATR Heiken Ashi (exit) — Uses smoothed volatility curves to generate trailing exits that are less sensitive to noise than standard ATR.
• PiPi (Price Infrastructure & Position Interface) (risk) — Uses Fibonacci-based market structure levels (Levels) and organizational containers (Contexts) to set dynamic stop losses.
• News Indicator NMNNFX (volatility_filter) — Acts as an operational gatekeeper to prevent entry during high-impact economic releases that disrupt technical trends.

Known failure conditions

• Trend Volatility Filter (TVF) remains near zero for extended periods (flat market).
• MACD signals occur exclusively within News Impact markers, leading to no trade execution.
• Price consistently ignores PiPi Fibonacci levels, indicating a lack of structural respect.

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