KNN-HA Structural Momentum Navigator
Family: hybrid · Regime: trending · Complexity: high · Asset classes: FX, Indices, Equities · Timeframes: H1, H4
Thesis
This strategy hypothesizes that market trends are best captured by identifying 'local memory' patterns via KNN, then validating the strength of that pattern using Heikin-Ashi momentum and institutional price levels. By only entering when volatility is expanding (ATM logic) near documented support/resistance (Q-Levels), we filter out noise and capture the meat of the move.
Components
- ProfitRobots Dashboard Text Template (regime) — Acts as a multi-symbol scanner to ensure the strategy only executes on pairs with active data and current market structure visibility.
- AI Trend Navigator [K-Neighbor] (direction) — Uses non-parametric pattern matching (KNN) to establish the primary trend direction based on historical price proximity.
- Stochastic Oscillator (ta.stoch) (entry) — Provides the final execution trigger when momentum aligns with the smoothed KNN trend.
- Chandelier Exit (exit) — Provides a dynamic volatility-based trailing stop to capture extended moves while protecting capital.
- Q-Levels V2.2 (risk) — Defines the risk parameters and stop-loss placement by identifying institutional levels and gamma walls provided via external text input.
- OTLIB Stochastic Oscillator (Heikin-Ashi based) (confirmation) — Filters out noise by ensuring momentum is confirmed by Heikin-Ashi smoothed price action before entry.
- Frankenstein Ultimate Pro - ATM Logic (volatility_filter) — Ensures the market is in an expansion phase (ATR filter) and that short-term price (TEMA) is on the correct side of the long-term trend (LSMA).
Known failure conditions
- OTLIB Stochastic repainting causes historical signals to vanish on chart refresh.
- KNN lag exceeds the duration of the momentum burst, leading to entries at trend exhaustion.
- Q-Level text input is stale or formatted incorrectly, leading to undefined risk parameters.
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.