Alpha-GAS Momentum Acceleration Strategy

Family: trend_following · Regime: trending · Complexity: high · Asset classes: FX, Equities, Crypto · Timeframes: H1, H4

Thesis

Trend continuation is most probable when price acceleration (DOsMA) aligns with structural volatility levels (GAS) and volatility magnitude (ATR) is expanding. By entering on a relative price recovery (Stochastic) within a confirmed regime, we capture 'momentum bursts' while using lagging fractals to define risk based on hard structural floors/ceilings.

Components

• GAS Price Levels (regime) — Provides the structural regime filter. By weighting Alpha 238, 51, and 262, it identifies where price sits relative to dynamic volatility-adjusted levels.
• Difference of OsMA (DOsMA) (direction) — Acts as the directional bias by measuring the acceleration (derivative) of momentum, rather than just the level.
• Stochastic Oscillator (ta.stoch) (entry) — Identifies short-term price exhaustion or relative strength within the broader regime for precise entry timing.
• HiLo Activator (Pandini Version) (exit) — Serves as the trend-following exit mechanism, trailing price based on the average of highs/lows to capture the meat of the move.
• Williams Fractals (risk) — Determines structural support/resistance for stop-loss placement and defines the 'risk' distance for position sizing.
• Average True Range (ATR) (volatility_filter) — Filters out 'dead' markets; entry is only permitted when volatility is sufficient to cover trading costs and slippage.

Known failure conditions

• Price persists in a low-volatility state where ATR remains below its 50-period SMA for extended durations.
• DOsMA produces high-frequency oscillations (whipsaws) without price actually moving out of the GAS level ranges.
• Stochastic signals fail to trigger within 5 bars of a DOsMA direction change, indicating a decoupling of momentum and acceleration.

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