Adaptive Order Flow & Session Extension Hybrid
Family: hybrid · Regime: trending · Complexity: high · Asset classes: Equities, Futures (Indices/Energy), High-Liquidity Crypto · Timeframes: 5m, 15m
Thesis
The hypothesis posits that session-defining volatility (Opening Range) creates predictable expansion targets when aligned with institutional liquidity zones (SNAP) and confirmed by both cyclical momentum (SAM) and proxy-based order flow (GHOST). The edge exists because major participants often reposition during the RTH open, creating a directional imbalance that adaptive oscillators can capture better than static ones.
Components
- GHOST — OrderFlow Intelligence (regime) — Filters for high-conviction order flow regimes by requiring a dominant buy/sell sentiment and cumulative volume delta alignment.
- Ichimoku Kinko Hyo (direction) — Provides the macro directional filter; price must be on the correct side of the Kumo (Cloud) to ensure trend alignment.
- Smoothed Adaptive Momentum (entry) — Identifies cyclical turning points by adapting the momentum lookback to the current dominant cycle via Homodyne Discriminator.
- Trepidity Opening Range with Extensions (exit) — Provides session-specific take-profit targets based on the initial volatility expansion of the RTH session.
- SNAP HTF_LTF Indicator (risk) — Identifies institutional supply/demand zones and liquidity pools to serve as logical, non-arbitrary stop-loss anchors.
- Heikin Ashi (confirmation) — Acts as a noise filter to prevent premature entries; requires sustained price action momentum confirmation.
Known failure conditions
- Price remains pinned within the Ichimoku Kumo for more than 4 hours, indicating a trendless environment.
- SAM dominant cycle estimate exceeds 50 bars, suggesting the market has entered a low-volatility drift phase where cycle analysis fails.
- Trepidity OR range is less than 0.2% of the asset price, providing insufficient extension room for profitable RR.
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