Double-Smoothed Momentum Block Scalper

Family: trend_following · Regime: trending · Complexity: high · Asset classes: Equities, Forex, Crypto · Timeframes: 1H, 4H

Thesis

This strategy hypothesizes that sustainable trends are characterized by the alignment of micro-price deltas, 10-period momentum, and double-smoothed TSI crossovers. By requiring ADXR confirmation and using time-based 'blocks' for risk, the strategy aims to enter high-probability moves and exit only when the medium-term equilibrium (Kijun-sen) is broken, capturing the core of a trend's volatility.

Components

• Imported UDT typed UDF params Test (regime) — Used as a micro-regime filter to ensure the current price point delta is positive/negative before initiating momentum trades.
• Momentum (direction) — Provides the primary directional bias; ensures price is higher/lower than it was 10 periods ago to filter out counter-trend TSI signals.
• True Strength Index (TSI) with Signal Line (entry) — The double-smoothed momentum provides a cleaner entry signal via signal-line crossovers, reducing the noise associated with raw price action.
• Ichimoku Kinko Hyo (exit) — The Kijun-sen (Base Line) acts as a trailing stop and equilibrium level; a cross below it signals the end of the trend.
• TimeBlocks (Multifunctional Period Separator) (risk) — Provides structural price boundaries (Block High/Low) for hard stop-loss placement and VWAP balance for volatility-adjusted sizing.
• Average Directional Movement Index Rating (ADXR) (volatility_filter) — Filters out entries during low-volatility/non-trending environments where TSI is prone to whipsaws.

Known failure conditions

• ADXR remains below 20 for extended periods, leading to no trade activity during long-term ranging markets.
• Price repeatedly whipsaws the Kijun-sen while Momentum remains positive, leading to multiple small losses.
• The micro-regime UDT logic (point delta) becomes inverted due to high-frequency volatility noise.

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.