KNN-Volume Murrey Momentum Hybrid

Family: hybrid · Regime: trending · Complexity: high · Asset classes: Forex, Equities, Crypto · Timeframes: H1, H4

Thesis

The strategy hypothesizes that market momentum is most reliable when 'volume-validated' by KNN classification and confirmed by immediate short-term price direction (3-bar offset). By entering only when CCI signals a cycle break and exiting at discrete Murrey Math fractal levels, the system avoids the noise of trailing stops while capturing high-probability trend extensions.

Components

• Type Declaration Coverage Template (regime) — Serves as the structural 'state engine' using UDTs to organize multi-indicator data into a single persistent regime state (varip).
• Profile Dynamic Series Max Bars Back Test (direction) — Provides a rigid historical price anchor (close vs close[3]) to ensure the strategy trades in the direction of immediate 3-bar momentum.
• Commodity Channel Index (Rosasurfer Framework) (entry) — Triggers entry when mean deviation cycles indicate a breakout (+100) or recovery (-100).
• Murrey Math Line X (exit) — Identifies discrete fractal price levels for target profit taking (8/8) and stop loss anchoring (0/8).
• iExposure (risk) — Manages net lot exposure and ensures risk is calculated based on aggregate position profit/loss.
• Volume SuperTrend AI (Expo) (confirmation) — Uses KNN classification of VWMA-based trends to confirm that momentum is backed by volume-weighted price action.

Known failure conditions

• Price oscillates within the Murrey 4/8 (Pivot) line for extended periods (low volatility regime)
• KNN KNN label classification flips frequently within a 5-bar window, indicating noise dominance over signal.
• CCI remains pinned above 200 or below -200 during high-volatility parabolic moves, leading to missed entries.

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.