Concept
DaybreakSurge is a rule-based framework built around two ideas rarely paired together: a freshness filter (which side made a more recent high or low over the last 14 bars — a structure similar to the Aroon indicator) that identifies which side currently "owns" the trend, and a momentum tide-line (a fast Coppock-style curve built from short-term rate-of-change, smoothed with a weighted average) whose zero-line crossing confirms the timing. No Bollinger Bands, no RSI, no Stochastic, no MACD as primary signal — just structure and momentum.
Entry Rules
BUY WINDOW
- Fresh-high side leads by ≥15 (freshness gap)
- Tide-line crosses ABOVE zero
- Entry confirmed at bar close
→ Long entry
SELL WINDOW
- Fresh-low side leads by ≥15 (freshness gap)
- Tide-line crosses BELOW zero
- Entry confirmed at bar close
→ Short entry
Execution Flow
Risk Plan
Parameters
| Parameter | Default | Description |
|---|---|---|
| AroonPeriod | 14 | Freshness lookback period |
| AroonSpreadThreshold | 15 | Freshness gap threshold for regime |
| RocPeriod1 / RocPeriod2 | 5 / 3 | Tide-line rate-of-change inputs |
| WmaPeriod | 3 | Tide-line smoothing period |
| ATRPeriod | 14 | ATR period for risk sizing |
| SL_ATR_Mult / TP_ATR_Mult | 1.6 / 2.9 | Stop / target ATR multiples |
| MaxTradesPerDay | 10 | Daily entry cap |
| NoSignalAlertDays | 3 | Watchdog silence alert threshold (days) |
Simulation Note
Simulated on synthetic H1 data across multiple regime-switching market scenarios (9 random seeds): averages ~1.1–1.2 signals per day, within the target range of 1–10 signals/day.