D037 · CurrentHelm
An unconventional, fully rule-based trading system built around a close-location-weighted money flow line and a Kaufman-style clean-trend clarity filter.
Timeframe: H1
FX Majors / Indices / Crude Oil
Sim: ~1.5 signals/day
Core Logic
- Money Current Line (Chaikin Money Flow, 14-bar) — a volume-weighted measure of where price closes within each bar's range, showing whether buying or selling pressure is winning. Crossing above zero signals buying current takes over; crossing below zero signals selling current takes over.
- Course Clarity Filter (Kaufman Efficiency Ratio, 8-bar, threshold 0.25) — measures how directly price has traveled versus how much it zig-zagged. Only trades when the reading is 0.25 or higher, meaning the recent path is clean rather than choppy.
- Market Motion Check (ATR14 ≥ 70% of its 50-bar average) — confirms the market is actively moving, filtering out dead, flat conditions.
- Entry fires at bar close only when all three align in the same direction.
Execution Flow
Risk Management
Stop Loss
1.5x ATR
Take Profit
2.5x ATR
Risk / Trade
1%
Max Trades / Day
10
Parameters
CMF_Period = 14 — Money Current Line lookbackER_Period = 8 — Course Clarity lookbackER_Threshold = 0.25 — Course Clarity minimum readingATR_Ratio = 0.7 — Market Motion activity thresholdATR_AvgPeriod = 50 — Market Motion average lookbackStopLossATR = 1.5 · TakeProfitATR = 2.5RiskPercent = 1.0 · MaxTradesPerDay = 10MagicNumber = 20370601 · NoSignalAlertDays = 3