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MOMENTUM FUSION PRO X

📘 MOMENTUM FUSION PRO X
Momentum Fusion Pro X is a proprietary, event-driven trading strategy built around a custom price-step (brick-based) market structure.
The strategy is designed to engage only when price movement demonstrates meaningful commitment and directional continuity, while intentionally avoiding random or low-quality intraday fluctuations.
Unlike conventional time-based systems that continuously recalculate indicators on every candle, this model operates on a conditional execution framework. Market evaluation is triggered only after price completes a predefined structural step, which helps reduce noise and improves signal selectivity, especially on lower timeframes.
🔍 Structural & Calculation Framework
The strategy internally constructs a custom price-step abstraction that converts raw market data into discrete movement units.
Indicator values are refreshed only after confirmed price-step completion, ensuring decisions are based on committed price movement rather than transient volatility.
Multiple independent momentum and trend dimensions are assessed simultaneously. No single component is sufficient on its own; participation requires internal directional alignment across these dimensions.
📈 Trade Participation Logic
Trade Activation:
Positions are initiated only when internal directional alignment reaches sufficient consensus following confirmed structural price movement.
Trade Management:
The system maintains controlled exposure, without averaging, martingale, or position scaling techniques.
Trade Exit:
Positions are closed immediately when any core momentum or trend component weakens, prioritizing capital protection.
Market Inactivity:
During ambiguous or low-information phases, the strategy remains inactive by design.
⏱️ Backtesting Context & Data Scope
The strategy operates on a 1-minute execution layer using an event-driven price-step structure.
Due to this architecture, historical execution data begins from 20 October 2025 onward.
Trade frequency is intentionally limited, as signals are generated only after confirmed structural conditions.
Backtest results should be interpreted as behavioral validation of the strategy logic rather than statistical optimization or performance forecasting.
⚙️ Intended Use
Instruments: Liquid index instruments
(example: MIDCAPNIFTY)
Timeframe: Lower intraday timeframes (1-minute execution layer)
Application: Intraday momentum and directional structure observation
The strategy is suitable for research and analytical use and should be combined with independent risk management, position sizing, and forward testing.
🧠 Intellectual Property Notice
Internal alignment behavior, activation thresholds, and execution conditions are intentionally abstracted.
This description explains conceptual operation without exposing mechanical implementation details, preserving the originality of the model.
⚠️ Disclaimer
This strategy is provided strictly for educational and research purposes.
Market conditions change, and past performance does not guarantee future results.
Users are responsible for validating behavior, managing risk, and making trading decisions.
Momentum Fusion Pro X is a proprietary, event-driven trading strategy built around a custom price-step (brick-based) market structure.
The strategy is designed to engage only when price movement demonstrates meaningful commitment and directional continuity, while intentionally avoiding random or low-quality intraday fluctuations.
Unlike conventional time-based systems that continuously recalculate indicators on every candle, this model operates on a conditional execution framework. Market evaluation is triggered only after price completes a predefined structural step, which helps reduce noise and improves signal selectivity, especially on lower timeframes.
🔍 Structural & Calculation Framework
The strategy internally constructs a custom price-step abstraction that converts raw market data into discrete movement units.
Indicator values are refreshed only after confirmed price-step completion, ensuring decisions are based on committed price movement rather than transient volatility.
Multiple independent momentum and trend dimensions are assessed simultaneously. No single component is sufficient on its own; participation requires internal directional alignment across these dimensions.
📈 Trade Participation Logic
Trade Activation:
Positions are initiated only when internal directional alignment reaches sufficient consensus following confirmed structural price movement.
Trade Management:
The system maintains controlled exposure, without averaging, martingale, or position scaling techniques.
Trade Exit:
Positions are closed immediately when any core momentum or trend component weakens, prioritizing capital protection.
Market Inactivity:
During ambiguous or low-information phases, the strategy remains inactive by design.
⏱️ Backtesting Context & Data Scope
The strategy operates on a 1-minute execution layer using an event-driven price-step structure.
Due to this architecture, historical execution data begins from 20 October 2025 onward.
Trade frequency is intentionally limited, as signals are generated only after confirmed structural conditions.
Backtest results should be interpreted as behavioral validation of the strategy logic rather than statistical optimization or performance forecasting.
⚙️ Intended Use
Instruments: Liquid index instruments
(example: MIDCAPNIFTY)
Timeframe: Lower intraday timeframes (1-minute execution layer)
Application: Intraday momentum and directional structure observation
The strategy is suitable for research and analytical use and should be combined with independent risk management, position sizing, and forward testing.
🧠 Intellectual Property Notice
Internal alignment behavior, activation thresholds, and execution conditions are intentionally abstracted.
This description explains conceptual operation without exposing mechanical implementation details, preserving the originality of the model.
⚠️ Disclaimer
This strategy is provided strictly for educational and research purposes.
Market conditions change, and past performance does not guarantee future results.
Users are responsible for validating behavior, managing risk, and making trading decisions.
僅限邀請腳本
僅作者批准的使用者才能訪問此腳本。您需要申請並獲得使用許可,通常需在付款後才能取得。更多詳情,請依照作者以下的指示操作,或直接聯絡AlgoVisionX。
TradingView不建議在未完全信任作者並了解其運作方式的情況下購買或使用腳本。您也可以在我們的社群腳本中找到免費的開源替代方案。
作者的說明
Event-driven market evaluation model with conditional signal activation, active from Oct 2025 data.
免責聲明
這些資訊和出版物並非旨在提供,也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。
僅限邀請腳本
僅作者批准的使用者才能訪問此腳本。您需要申請並獲得使用許可,通常需在付款後才能取得。更多詳情,請依照作者以下的指示操作,或直接聯絡AlgoVisionX。
TradingView不建議在未完全信任作者並了解其運作方式的情況下購買或使用腳本。您也可以在我們的社群腳本中找到免費的開源替代方案。
作者的說明
Event-driven market evaluation model with conditional signal activation, active from Oct 2025 data.
免責聲明
這些資訊和出版物並非旨在提供,也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。