D032 · SwellPilot
Range Bulge Reversal + Slope Direction + Force Check (ATR)
Overview
SwellPilot waits for three conditions to align before considering any opportunity: the trading range itself must "bulge" and settle back down (built on the classic Mass Index concept), a 14-bar trend line slope must confirm which side to look at, and current volatility (ATR) must be strong enough to matter. Only when all three line up does the framework consider an opportunity, in either direction.
Signal Rules
Long Side
- Range Bulge fires (Mass Index peaks 1%+ above its 6-bar average, then crosses back below)
- 14-bar slope is positive
- Force Check: ATR(14) >= 0.5x its 50-bar average
- -> Enter long at bar close
Short Side
- Range Bulge fires (Mass Index peaks 1%+ above its 6-bar average, then crosses back below)
- 14-bar slope is negative
- Force Check: ATR(14) >= 0.5x its 50-bar average
- -> Enter short at bar close
Execution Flow
Parameters
| Parameter | Default |
|---|---|
| Range (H-L) EMA period | 5 |
| Mass Index sum period | 9 |
| Mass Index average period | 6 |
| Bulge lookback window | 8 bars |
| Bulge factor | 1.01x |
| Slope (linear regression) period | 14 bars |
| ATR period / average period | 14 / 50 bars |
| Force threshold | 0.5x |
| Timeframe | H1 (M30-H4 workable) |
| Symbols | Indices, FX majors, Oil |
Frequency Check
Simulated on 365 days of synthetic H1 data across 10 random seeds with default parameters: approximately 1.5 signals per day, within the required 1-10 signals/day range. A signal-drought watchdog also alerts if no trade fires for 3 consecutive days, so the framework stays observable in live use.