ASI-Mitigation Volume Confluence System

Family: hybrid · Regime: trending · Complexity: high · Asset classes: FX, Equities, Commodities · Timeframes: H1, H4, D1

Thesis

The market follows a sequence: displacement (trend), correction (liquidity hunt), and mitigation. By using the ASI to find the 'true' displacement and the VPCI to ensure volume participation, we can enter trades specifically when 'trapped' liquidity is mitigated (ICT Mitigation Block), using volume-gap zones for stop-loss protection. This edge exists because it filters for high-conviction moves where price and volume are in sync after a structural shakeout.

Components

• Accumulation Swing Index (ASI) (regime) — Determines the 'true' directional bias by filtering out noise and accounting for the asset's specific limit moves, acting as a high-level trend regime filter.
• Ichimoku Kinko Hyo (direction) — Defines the primary trend direction and structural support/resistance. Price must be on the correct side of the cloud and Tenkan/Kijun must be aligned.
• ICT Mitigation Block Scanner (entry) — Identifies the specific market structure shift where a previous failed order block is 'mitigated', providing the high-probability entry trigger.
• Bollinger Bands (Standard) (exit) — Provides a mean-reversion and volatility-expansion target. The outer bands serve as exhaustion targets while the middle band serves as a trailing stop.
• Dynamic Supply and Demand Zones [AlgoAlpha] (risk) — Uses volume profile gaps to identify 'Key Zones' of institutional interest, providing objective levels for stop-loss placement based on liquidity.
• Volume Price Confirmation Indicator (VPCI) (confirmation) — Ensures that price moves are backed by volume participation, filtering out 'hollow' price action that lacks institutional backing.
• ATR Projection (volatility_filter) — Ensures the entry signal occurs within a statistically normal volatility range, preventing 'buying the top' of an exhaustive move.

Known failure conditions

• ASI value remains stagnant while price trends (suggests 'Limit Move' T is set incorrectly for the asset).
• Frequent Mitigation Block signals within a narrow Bollinger Band squeeze (indicates lack of expansion).
• Price persistently fails to reach the first BB target despite VPCI confirmation.

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