GEX-Structure Pulse Hybrid

Family: hybrid · Regime: trending · Complexity: high · Asset classes: EQUITIES_INDEX · Timeframes: M5, M15

Thesis

Market structure shifts (CHoCH) are only high-probability when they occur during high-volume sessions (London/NY) and are supported by institutional gamma exposure (GEX) levels. By entering when smoothed momentum (RSIOMA) aligns with these structural breakouts, we can capture institutional repositioning while using GEX levels as definitive risk barriers.

Components

• RSIOMA (RSI of Moving Average) (regime) — Provides a smoothed momentum filter to ensure entries occur within a confirmed trend regime, avoiding low-momentum whipsaws.
• iSpy Agent (direction) — Functions as the data bridge for high-frequency tick pulses; it acts as the direction filter by validating that order flow activity is sufficient for a trade.
• BOS_CHoCH_Detector (entry) — Identifies the Change of Character (CHoCH) which signals the actual shift in market structure for entry timing.
• Supply & Demand Zones (NNFX) (exit) — Used to identify logical take-profit targets based on historical liquidity clusters rather than arbitrary R:R ratios.
• GEX Levels + Breakout Structure + Session AVWAP — NQ/NDX/QQQ (risk) — Uses Gamma Exposure 'Zero Gamma' and 'Walls' to define hard invalidation points for stop losses and calculate position size based on institutional hedging barriers.
• Session Levels (SMTbot) (volatility_filter) — Restricts trading to London and NY session windows where institutional volume is sufficient to respect GEX and BOS levels.

Known failure conditions

• Consecutive closes below Zero Gamma level during a long trade.
• RSIOMA crossing back through its signal line in the opposite direction of the trade.
• Market structure shifts to a bearish CHoCH immediately after a bullish BOS.

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.