Wavelet Alligator – Separate Entry/Exit Experts & Wavelets-V2 — Strategy by wojlucz
By wojlucz
Performance Metrics
- Author: wojlucz
- Symbol: GPW:CCC
- Timeframe: 1 day
- Net P&L: +204,210.15 PLN (+2,042.10%)
- Win Rate: 50.9%
- Profit Factor: 2.886
- Max Drawdown: 47,781.80 PLN (30.74%)
- Total Trades: 112
Description
Wavelet Alligator – Strategy Explanation & How to Use1. Concept OverviewThe Wavelet Alligator strategy combines:- Wavelet transforms (Daubechies, Haar, Symlet, Mexican Hat, Morlet)- Fractional calculus kernels: Caputo-Fabrizio (CF) and Atangana-Baleanu (AB)- Three-layer “alligator-like” wavelet smoothing (soft → medium → strong)- Expert-based entry/exit routing (RAW, CF, AB, or Majority vote)- Independent wavelets for ENTRY and EXIT- Main trend defined by AB wavelet orderingThis creates a multi-structure, multi-kernel trend engine capable of capturing extended moves with high signal quality.2. Wavelet Alligator StructureEach source (RAW, CF, AB) is transformed into three wavelet layers:Soft = fastest reactionMedium = mid smoothingStrong = trend backboneWavelets:- Daubechies: stable trend- Haar: fast impulse detection- Symlet: balanced- Mexican Hat: curvature and reversal detection- Morlet: cyclic, oscillatory3. Entry LogicLong entry occurs when:- AB wavelet shows bullish structure (soft > medium > strong, medium rising)- Selected entry expert approves (RAW / CF / AB / Majority)- Wavelet condition: soft > strong AND medium crosses above strong4. Exit LogicExit is independent from entry:- Controlled by chosen exit expert- Wavelet reversal condition: soft < strong AND medium crosses below strong- Forced exit when AB trend turns neutral or bearish5. Background Color (Regime)- Green: bullish AB regime- Red: bearish AB regime- Gray: neutral/transition6. How to UseStep 1 – Choose entry waveletDaubechies: stable trendHaar: breakout scalpingMexican Hat: early reversalsSymlet: balancedMorlet: cyclic marketsStep 2 – Choose exit waveletMexican Hat: best precisionDaubechies: smooth exitsHaar: aggressive exitsStep 3 – Select entry/exit expertsCF only – fast fractional trendAB only – stable long-memory trendRAW only – pure price structureMajority – safest, noise-filteredStep 4 – Run the strategyEntries occur only during AB bullish trend.Exits occur on wavelet reversal or AB trend failure.7. Why This Strategy WorksIt fuses:- Fractional calculus (memory)- Wavelets (shape/curvature)- Alligator ordering (trend hierarchy)Result: high-quality entries, strong trend holding, noise-resistant signals.