GMMA ABC

Strategy Overview

The strategy is built on the Guppy Multiple Moving Average (GMMA) framework with three different entry types (A, B, C).
It adds multiple anti-chop filters (ATR, ADX, RSI, box filter, candle filters) to reduce false signals in sideways markets.

🟢 Type A – Structure Breakout

Looks for tight EMA compression (spread below threshold).

Confirms trend sequence alignment (short > mid > long EMAs for bullish, inverse for bearish).

Requires a swing high/low breakout (close above recent high or below recent low).

Entry represents a trend reversal breakout after consolidation.

Tuning parameters:

spreadThresh → how tight EMAs must compress.

structLookback → lookback window for swing highs/lows.

strictSeq → whether EMA stacking must be strictly ordered or loosely aligned.

🟡 Type B – Trend Continuation

Detects strong price bars crossing multiple EMAs (body cross count ≥ threshold).

Requires short-term EMAs above mid-term and price above long-term EMAs (for long, opposite for short).

Includes anti-chop filters:

Minimum GMMA spread (ensures trend is already strong).

ADX filter (trend strength).

RSI filter (avoid overbought/oversold traps).

ADX and RSI can be combined using AND or OR logic.

Tuning parameters:

bodyThresh → how many EMAs the candle body must cross.

minSpreadB → minimum GMMA expansion required.

adxMin_B / rsiMinLong_B / rsiMaxShort_B → sensitivity of trend filters.

bLogic → whether both ADX and RSI are required (AND) or just one (OR).

🔴 Type C – Momentum Breakout

Identifies strong momentum candles crossing multiple EMAs (≥ cross threshold).

Candle body must be large relative to ATR (default ≥ 0.8 * ATR).

Typically captures impulsive breakout moves.

Tuning parameters:

crossThresh → number of EMAs crossed in a single bar.

atrMultC → required body size relative to ATR.

⚪ Global Filters

ATR filter: ensures the candle has enough body size relative to volatility.

Candle patterns: Pin bar, Engulfing, Marubozu can override ATR filter.

Box filter: suppresses signals when price is trapped inside a small consolidation range.

Weekend filter: disables trading on Saturday/Sunday.

📊 Trade Management

Stop loss (SL): last swing low (for long) or swing high (for short).

Take profits (TP):

TP1 = 1R, TP2 = 2R, TP3 = 3R (visual only, not automated exits).

Strategy only executes with SL, TP levels are drawn for reference.

🎯 Key Idea

Type A = breakout after consolidation (structure break).

Type B = continuation of established trend (trend reinforcement).

Type C = momentum impulse breakout.

Multiple filters (ATR, ADX, RSI, box filter) are combined to reduce false signals in choppy markets.

👉 In short:
This is a multi-logic GMMA strategy that adapts to different market phases:

Type A for early breakout,

Type B for trend continuation,

Type C for explosive momentum.
And it has strong noise filters to avoid being chopped up in sideways conditions.