Fractal Multi-Timeframe Execution (H4→M15→M2) with AoV-Anchored CHoCH Triggers

Fractal Multi-Timeframe Strategy (H4→M15→M2) — Developer Spec

This document specifies a fractal trading workflow leveraging H4 for regime identification, M15 for Area of Value (AoV) location, and M2 for execution using CHoCH-based triggers. The goal is a robust, developer-friendly specification that minimizes ambiguity and matches the operational style already discussed (Liquidity → Order Block → FVG/Imbalance priority).

·         Language: MQL5 (no AI/ML).

·         Multi-timeframe (H4, M15, M2) and multi-symbol scanning supported.

·         SMC core logic must be native if third-party indicators are not available in MQL5.

1) Risk Baseline

2) SMC Indicator Integration — Attach or reproduce LuxAlgo SMC logic to track AoVs, BOS/CHoCH, OBs, Liquidity, and FVG/Imbalance. If a native MQL5 version is unavailable, implement an in-house SMC core with configurable parameters.

3) H4 Trendline Logic — Implement H4 trendlines inspired by the 'Trendline Chortkee' approach on TradingView (free). If a direct MQL5 port is not available, reproduce the methodology: swing pivots (n), minimum spacing, ATR-based noise filter.

4) Top-Left HUD — Display exactly one of these states at any time: • H4: Bullish & Impulsive Leg → M2: Buy  • H4: Bullish & Pullback Leg → M2: Sell  • H4: Bearish & Impulsive Leg → M2: Sell  • H4: Bearish & Pullback Leg → M2: Buy

·         H4: Find Main High/Low; detect BOS (body-close rule); classify phase: MAIN vs PULLBACK; set directional bias.

·         M15: Map AoVs with priority: Liquidity → Order Block → FVG/Imbalance; swing breaks = alerts only.

·         M2: Execute only with CHoCH on/near an AoV; optional candle confirmations (Pin/Engulf/Inside).

·         On/near AoV definition: distance ≤ 0.3–0.5×ATR(M15,20).

·         Valid CHoCH: body-close beyond the origin high/low that formed the last opposing swing, plus 0.1×ATR(M15,20) noise buffer.

·         Optional: IOB → CHoCH → retest of newly-formed FVG before entry (higher quality).

·         Risk per trade: 1–1.5% equity; Initial SL behind structural invalidation on M2 + buffer = max(2×spread, 0.2–0.3×ATR(M2,14)).

·         TP1 at 1.0–1.2R or first opposing AoV/liquidity on M15; close 60–70%; move SL → BE+ after 1R or successful post-CHoCH FVG retest.

·         Trailing Phase 1 (<2R): trail on M2 behind last confirmed swing; once-per-bar updates; min step = 0.5×ATR(M2,14); exit on reverse CHoCH on/near AoV.

·         Trailing Phase 2 (≥2R or next M15 AoV): upgrade to M15 Swing Trailing or Chandelier Stop (Close − k×ATR(M15,20), k=2.3–2.8; use the farther stop).

·         Full exit: H4 boundary touch (Main High/Low), or valid reverse CHoCH on M15 on/near AoV, or session cut-off, or SL hit.

·         ATR periods: M2=14, M15=20; Chandelier k=2.3–2.8.

·         Once-per-bar gates for signals/updates; timer interval 1–5s for scans; spread/slippage/margin guards.

·         Session cut-off: configurable (e.g., no overnight/weekend).

·         Single EA can monitor multiple symbols via SymbolSelect/CopyRates; respect resource limits.

·         HUD refresh once-per-bar; event logging for CHoCH detections (origin/time/price), entries, exits, and SL moves.

·         AoV — Area of Value (Liquidity, Order Block, FVG/Imbalance)

·         BOS — Break of Structure (body-close)

·         CHoCH — Change of Character (body-close beyond origin)

·         IOB — Internal Order Block

·         R — Risk multiple (profit measured in units of initial risk)

·         EA compiles without errors/warnings; no AI/ML libraries used.

·         HUD displays one of the four regime states correctly and updates once-per-bar.

·         BOS/CHoCH detection follows body-close rule and origin logic; on/near AoV distance is configurable.

·         Entry/exit logic behaves as specified in backtest (≥6 months) and forward test (session-based) with HTML reports.