Diagnostic Momentum Scalper

Family: hybrid · Regime: trending · Complexity: medium · Asset classes: FX, Equities, Crypto · Timeframes: M1, M5, M15

Thesis

The strategy hypothesizes that market momentum is most exploitable when price breaks outside a high/low EMA channel (volatility expansion) and recent micro-trends (t_ma) align. By ignoring standard price-order sorting (diagnostic regime) and focusing on raw momentum (CCI) and volatility-adjusted stops (Chandelier), the strategy attempts to capture the 'fast' portion of a trend leg while exiting before structural reversals (Ichimoku).

Components

• Unsupported array.sort Order (Diagnostic Test) (regime) — Acts as a 'System Integrity' check; because the sort order is invalid (passed a float series), the strategy operates under the assumption that price sequence order is non-linear during high-momentum events.
• t_ma (Smoothed LWMA) (direction) — Identifies the core trend direction by comparing a 34-period LWMA to its 6-period smoothed average. Given its 11-bar hardcoded lookback, it focuses on ultra-recent micro-trends.
• Commodity Channel Index (CCI) (entry) — Uses the cross of the -100/100 levels to time entries when price recovers from a local oversold/overbought state within the broader trend.
• Ichimoku Kinko Hyo (exit) — Used for exit logic; the Kijun-sen (Base Line) acts as a trailing structural exit, while Cloud (Kumo) penetration signals trend exhaustion.
• Chandelier Exit Heiken Ashi Variant (risk) — Provides the immediate hard stop-loss and trailing mechanism based on Heiken Ashi volatility. The tight ATR parameters reflect a scalping-oriented risk profile.
• Candles Overlay Template (confirmation) — Provides a visual 'Go' signal; due to the hardcoded 'Top stream' logic, it effectively acts as a bullish-only filter or a presence-of-momentum check.
• MA Channel (Framework Version) (volatility_filter) — Filters out low-volatility 'inside channel' noise. Only permits trades when the price has successfully broken out of the envelope of high/low moving averages.

Known failure conditions

• The 11-bar lookback limit of the t_ma indicator causes it to lose trend context on timeframes higher than M15.
• Chandelier Exit (ATR 1, Mult 0.75) produces a stop-loss narrower than the bid-ask spread of the asset.
• Persistent 'invalid sort' errors in the diagnostic regime prevent the execution of logic in specific environments.

Explore the full interactive blueprint, parameter ranges and evidence on WOBR StrategyVerse, or generate this strategy as an MT4/MT5 Expert Advisor with QuantMogul AI Engine.