Impulse Pivot Range Strategy

Family: hybrid · Regime: trending · Complexity: high · Asset classes: Indices (specifically US30), Equities · Timeframes: H1, H4

Thesis

Market impulses (Elliott Waves 3 and 5) represent periods of high directional conviction. By filtering these moves with McGinley's adaptive trend and ASI's swing strength within a hardcoded 'Probable' price range, an edge can be found by capturing the meat of a cycle before it violates established historical boundaries.

Components

• Elliott Wave [LuxAlgo] (regime) — Provides the structural regime; only permits entries during perceived Motive waves (3 or 5) to capture the strongest part of the cycle.
• McGinley Dynamic (direction) — Acts as a 'smart' moving average that filters out noise and ensures the entry is aligned with the immediate dynamic trend.
• Commodity Channel Index (CCI) (entry) — Identifies momentum breakouts from oversold/overbought zones or zero-line crosses within the identified wave.
• Risk Reward Indicator Tool (exit) — Calculates the terminal exit points based on the distance to the static risk levels.
• Probable High Low (risk) — Provides rigid, non-adaptive structural boundaries for stop-loss placement and volatility-defined risk limits.
• Accumulation Swing Index (ASI) (confirmation) — Confirms 'true' price direction by accounting for open/high/low/close relationships, ensuring momentum is backed by volume-weighted price action.

Known failure conditions

• Price remains consistently outside the 32889.21 - 33678.81 range for more than 50 bars.
• Elliott Wave pivots fail to form (flat market), leading to indefinite regime suspension.
• ASI values converge to zero, indicating a complete lack of price swing volatility.

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.