Ichimoku-Ashi Momentum Hybrid
Family: trend_following · Regime: trending · Complexity: medium · Asset classes: FX, Equity Indices, Commodities · Timeframes: H1, H4, D1
Thesis
Price trends exhibit inertia when smoothed price averages (Heiken Ashi) align with multi-timeframe equilibrium support (Ichimoku) and momentum power (ASH). This strategy captures the meat of a move by entering during structural breakouts and exiting when volatility-adjusted trailing stops are breached, assuming the underlying data architecture (UDT) and risk control (w8) remain stable.
Components
- UDT Array Push Identity Test (regime) — Used as a 'Data Integrity Regime' filter; the strategy only operates if the underlying data structure/UDT identity test returns a valid scalar (close > 0), ensuring the runtime environment is stable.
- Heiken Ashi (direction) — Provides the primary directional filter by smoothing price action and filtering out minor noise to establish a clear trend bias.
- Ichimoku Kinko Hyo (entry) — Acts as the primary entry trigger; utilizes the Kumo Cloud and Tenkan/Kijun cross to identify high-probability breakout points in alignment with the broader trend.
- UTBot Alerts (exit) — Provides an ATR-based dynamic trailing stop to capture maximum trend extension while protecting capital against sharp volatility reversals.
- w8-hold-size-renamed-control-v6-v1 (risk) — Serves as the fixed risk multiplier; the constant value of 1 ensures a standardized 1% risk-per-trade model based on account equity.
- Absolute Strength Histogram (ASH) (confirmation) — Confirms the entry by ensuring that the absolute strength of the bullish/bearish component is increasing, preventing entries into exhausted trends.
Known failure conditions
- Price enters a prolonged consolidation phase inside the Ichimoku Kumo Cloud.
- Low volatility environments where ATR-based UTBot exits are triggered by minor noise (whipsaws).
- Market regimes where Heiken Ashi smoothing hides sharp, immediate reversals.
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