KNN-Pitchfork Conviction Trend System

Family: trend_following · Regime: trending · Complexity: high · Asset classes: Crypto (BTC/ETH USDT.P), Equities (High Liquidity) · Timeframes: 15m, 1H, 4H

Thesis

The strategy exploits the behavioral tendency of markets to defend high-momentum order blocks during a structural trend. The edge is derived from identifying when institutional 'Aggressive' participants (as seen in Open Interest) enter at these specific zones, while using a KNN algorithm to filter out standard moving average lag. We hypothesize that an Order Block touch supported by rising OI inside a Pitchfork channel has a higher probability of continuation than a simple pullback.

Components

• Auto Pitchfork (regime) — Defines the structural regime by establishing the trend channel based on recent fractal pivots. Ensures we only trade within a defined volatility corridor.
• Moving Average Ribbon (chingc) (direction) — Provides a macro trend filter. If the ribbon is fanned out and price is above the 100/200, we prioritize long setups.
• Sonarlab - Order Blocks (entry) — Identifies specific high-momentum supply/demand zones for entry execution, acting as the 'trigger' when price returns to these areas.
• Pivot Points (Classic) (exit) — Provides objective, non-repainting exit targets based on mathematical volatility levels from the prior session.
• Open Interest Suite [Aggregated] - By Leviathan (risk) — Validates the conviction behind an Order Block entry. We look for 'Large OI' increases to ensure aggressive participants are defending the zone.
• AI Trend Navigator [K-Neighbor] (confirmation) — Uses machine learning to filter out ribbon noise, ensuring the momentum direction is confirmed by historical price-state similarity.

Known failure conditions

• Auto Pitchfork median line flips slope more than twice within 50 bars (choppy regime).
• Open Interest shows significant 'Rekt' (liquidations) in the opposite direction of the trade, suggesting a trend exhaustion.
• Price stays within the MA Ribbon for extended periods (ribbon compression).

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