Adaptive Liquidity Maturity Trend Breaker

Family: trend_following · Regime: trending · Complexity: high · Asset classes: FX, Equities, Crypto · Timeframes: 15m, 1h, 4h

Thesis

The strategy exploits the structural inefficiency of Low Volume Nodes (LVNs). It assumes that once price enters a zone of low liquidity (the 'Supply/Demand Zone' component), and this move is supported by adaptive momentum (Jurik) and trend confirmation (Ichimoku), the price will 'slip' through that zone rapidly. The 'varip' tick-counter ensures that the volume profile used to identify these nodes is based on a statistically significant amount of data for the current session.

Components

• Supported user type array varip declaration (regime) — Acts as a session maturity filter, ensuring a minimum tick/execution count has been reached before trusting the volume profile distribution.
• Jurik Adaptive Envelope Bands (direction) — Determines the primary trend bias using adaptive smoothing that reduces lag during high-volatility expansions.
• Dynamic Supply and Demand Zones [AlgoAlpha] (entry) — Identifies Low Volume Nodes (LVNs) which act as 'slippery' entry points where price is likely to move quickly once breached.
• Bollinger bands / Connectable [Azullian] (exit) — Used for mean-reversion based exits when price reaches a statistical extreme relative to the recent range.
• Annualized ROC / HV Ratios (risk) — Dynamic risk scaler: adjust position size based on the quality of recent momentum relative to historical volatility.
• Ichimoku Kinko Hyo (confirmation) — Provides trend confirmation; price must be on the correct side of the Kumo (Cloud) to validate the Jurik bias.
• Average True Range (NNFX Version) (volatility_filter) — Ensures trades are only taken when realized volatility is sufficient to hit targets.

Known failure conditions

• Price consistently oscillates within the Ichimoku Cloud while the ROC/HV ratio remains near zero.
• Total execution count (size_total) remains below the threshold for the majority of the trading session (low liquidity).
• High-frequency reversals at the Jurik JMA Base indicating a choppy, non-trending environment.

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