Lorentzian Volume-Momentum Hybrid

Family: hybrid · Regime: trending · Complexity: high · Asset classes: Equities, Forex, Crypto · Timeframes: 15M, 1H, 4H

Thesis

Market participants behave differently in similar 'feature-space' environments. By using Lorentzian Classification to find these historical parallels and confirming with Volume-Weighted AI trends, we identify windows of high-probability momentum. Laguerre RSI acts as the 'coiled spring' trigger, entering as price breaks from volatility-filtered consolidation zones, with risk defined by structural 'boxes' and profit taken at psychological grid levels.

Components

• Lorentzian Classification (regime) — Provides the primary regime filter by finding historical price-action similarities in a non-Euclidean feature space.
• Volume SuperTrend AI (Expo) (direction) — Combines volume-weighted trend detection with KNN classification to ensure the direction is supported by volume flow.
• Laguerre RSI (entry) — Acts as the momentum trigger; its low-lag polynomial structure captures entries precisely after minor pullbacks.
• Grid Points Utility (exit) — Defines objective Take-Profit targets based on psychological round numbers (fixed point intervals).
• Boxline (Consolidation Zones) (risk) — Defines the dynamic Stop-Loss based on the floor/ceiling of the most recent consolidation zone.
• On-Balance Volume (OBV) (confirmation) — Confirms that the price move is backed by cumulative volume accumulation/distribution.
• Modern Ichimoku Cloud [GBB] (volatility_filter) — Filters out 'dead zones' where ATR-normalized cloud thickness suggests insufficient volatility for the ML models to function.

Known failure conditions

• Lorentzian Classification returns 'Neutral' or oscillates rapidly between labels.
• Market remains in a 'Boxline' consolidation for >50 bars, indicating a breakdown of directional momentum.
• OBV diverges significantly from Price SuperTrend AI signals for more than 3 candles.

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.