Laguerre Momentum Multi-Dashboard Hybrid
Family: trend_following · Regime: trending · Complexity: medium · Asset classes: FX, Equity Indices · Timeframes: M15, H1
Thesis
Market trends exhibit momentum persistence that can be isolated by filtering price noise through Laguerre polynomials. By synchronizing this filtered momentum with multi-timeframe trend alignment and volatility-adjusted risk, we can capture the 'meat' of a move while exiting at the first mathematical sign of deceleration (OsMA color shift). The edge relies on the structural tendency for established trends to continue rather than reverse abruptly without a loss in momentum.
Components
- Indicator Sample Logging Diagnostic (regime) — Acts as a 'Data Integrity' gatekeeper; trades are only processed if the diagnostic confirms new bar calculation (rates_total > prev_calculated) and valid time sync.
- ProfitRobots Dashboard Template (direction) — Establishes the macro directional bias by requiring agreement across the current and higher timeframe (H1/H4) before any trade is considered.
- Laguerre RSI (entry) — Provides the trigger signal; its smoothed nature via Laguerre polynomials reduces noise-induced whipsaws while capturing momentum shifts faster than standard RSI.
- MACD & OSMA Cloud Hybrid (exit) — Detects momentum exhaustion; the 4-color OsMA logic provides an early warning (color change) to exit before a full trend reversal.
- TMA Risk Panel (risk) — Standardizes risk per trade using volatility-adjusted stops and automated lot calculation based on account equity.
- GFRMa Pivot HTF3 Dashboard (confirmation) — Ensures that the price is currently in a breakout state (CCI > 0 and price above HSL boundaries) to confirm the Laguerre trigger.
Known failure conditions
- Prolonged low-volatility 'flat' markets where Laguerre RSI oscillates around 0.5 without reaching extremes.
- Broker spread widening beyond 20% of the ATR-based stop loss distance.
- Diagnostic logs showing high frequency of missed bars (prev_calculated consistently lagging rates_total by >1).
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.