Ichimoku Session Squeeze Expansion

Family: breakout · Regime: trending · Complexity: medium · Asset classes: FX, Indices, Commodities · Timeframes: M15, H1

Thesis

Institutional momentum is most likely to break out of volatility-compressed ranges during the overlap of the London and New York sessions. By combining Ichimoku trend filters with the Bollinger Squeeze, we can identify when a 'coiled' market is expanding in the direction of the dominant session trend, while using the Bullish Pivot Detector to provide structural, non-arbitrary risk management.

Components

• Market Sessions (DarthBuddha) (regime) — Restricts trading to high-liquidity London/New York overlaps where institutional momentum is most persistent.
• Ichimoku Kinko Hyo (direction) — Provides the primary trend filter; price must be above the Kumo cloud for long entries to ensure positive drift.
• Bollinger Squeeze Advanced (entry) — Detects the transition from low-volatility consolidation to high-volatility expansion (squeeze release).
• TSI Convergence Divergence (TSI_CD) (exit) — The double-smoothed EMA momentum histogram identifies the precise moment of trend exhaustion for exit.
• Bullish Pivot Detector (risk) — Calculates a structural 'Running Low' based on red-candle sequences, providing a non-arbitrary, price-action-based stop loss.
• Total Power Indicator (confirmation) — Confirms that the breakout is backed by a dominant percentage of 'bullish' bars rather than a single-candle fluke.
• MindTheGap (volatility_filter) — Filters out entries immediately following large price gaps which often indicate slippage or news-driven exhaustion.

Known failure conditions

• Strategy enters a deep drawdown if price remains inside the Ichimoku Cloud (Kumo) for >10 bars.
• High failure rate if the SqueezeRatio remains <1.0 for extended periods (multi-day squeeze).
• Signals fail if the external TSIs.mq5 file is not found in the Indicators folder.

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