HiLo Gap-Level Momentum Strategy

Family: trend_following · Regime: trending · Complexity: medium · Asset classes: FX (Majors), Equities (High Volume), Crypto (BTC/ETH) · Timeframes: M15, H1

Thesis

Institutional 'Breakaway Gaps' occur when supply/demand imbalances are large enough to skip price levels; by entering these moves only when confirmed by a HiLo trend and VWAP momentum, we capture the meat of a volatility expansion while using institutional 'Q-Levels' as structural protection.

Components

• HiLo Activator (Pandini Version) (regime) — Serves as the primary trend regime filter; ensures trades are only taken in the direction of the smoothed SMA-based price bias.
• MindTheGap (direction) — Used to identify institutional liquidity imbalance or volatility bursts that suggest a directional bias.
• Arrows Indicator Template (entry) — Acts as the execution trigger when the specific momentum/trend conditions align.
• Risk Reward Indicator Tool (exit) — Determines the Take Profit and Stop Loss levels based on trade-specific RR ratios.
• Q-Levels V2.2 (risk) — Utilized for risk management by aligning stop levels with external institutional data points (Gamma walls/SR levels).
• KandleKings™ WatchTower v1.0 (confirmation) — Provides confirmation via volume-weighted breakouts and RSI momentum thresholds.
• Constant Range Channel (volatility_filter) — Filters out noise by ensuring the trade is taken only when price creates a new 'StepTick' expansion, confirming volatility.

Known failure conditions

• Extended periods of sub-threshold volatility where 'StepTicks' are never triggered.
• Consistent failure of price to respect Q-Levels (indicating high-gamma or chaotic liquidity).
• Frequent 'MindTheGap' occurrences that are immediately filled (exhaustion gaps vs. breakaway gaps).

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