Overview
WindlassGrid is a rules-first participation framework that filters noise first, then reads money flow. It uses the old-school Point & Figure grid to discretise price into boxes — a box is only drawn when price actually travels a full grid step, so sideways chop draws nothing and time & micro-noise are filtered out by construction. A breakout sets the direction; the Chaikin Oscillator (money-flow accelerator) then confirms that real buying/selling pressure agrees. Only when both align do we participate.
Signal Logic
LONG window
- P&F up-breakout: a new X-column tops the prior X-column high (or reversal O → X column)
- Money-flow accelerator > 0: inflow accelerating, agrees with direction
- → go LONG
SHORT window
- P&F down-breakout: a new O-column breaks the prior O-column low (or reversal X → O column)
- Money-flow accelerator < 0: outflow accelerating, agrees with direction
- → go SHORT
Parameters
| P&F box size | 0.15 × ATR(14) |
|---|---|
| Reversal | 3 boxes |
| Money-flow (Chaikin) | fast EMA 3 / slow EMA 10 |
| Stop-loss | 1.5 × ATR |
| Reward : Risk | 1.6 |
| Max per day | 10 windows |
| Timeframe | H1 |
| Instruments | FX / Indices / Crypto |
Execution Flow
Frequency Self-check
On synthetic H1 candles, the raw Point & Figure signal fires about 1.1/calendar-day and 1.6/trading-day; after money-flow confirmation it settles near 0.8/calendar-day and 1.1–1.2/trading-day (weekend-closed basis), inside the healthy [1,10] band. Real trending markets typically trigger more often. Please backtest 1–2 years of H1 data in the Strategy Tester first.