Open Interest Confluence Exhaustion (OICE)

Family: hybrid · Regime: high_vol · Complexity: high · Asset classes: Futures, Spot FX (with Tick Volume/OI), Commodities · Timeframes: H4, D1

Thesis

Market reversals occur when institutional exhaustion (OI-MFI) coincides with price reaching extreme volatility boundaries (TMA), provided there is a critical mass of technical confluence (IAE) and volume distribution (CMF). This edge exists because large players leave footprints in OI that precede price reversal at the boundaries of standard deviation.

Components

MQL5 Structural Sample Logger (regime) — Ensures the trading environment has sufficient historical depth (prev_calculated) and connectivity before signals are processed.
Open Interest Stochastic Money Flow Index (direction) — Identifies institutional momentum and potential exhaustion by applying stochastic oscillators to OI-weighted money flow.
IAE — Technical Confluence Score (entry) — Aggregates 10 layers of technical data to filter for high-probability entries only when multiple conditions align.
ATR Stop Loss Finder (exit) — Sets dynamic, volatility-adjusted exit levels to protect against sudden price spikes.
Equity Line Projection (risk) — Visualizes potential drawdowns and uses current floating P&L to adjust position sizing relative to the account balance.
Chaikin Money Flow (CMF) (confirmation) — Confirms that price movement is supported by actual accumulation or distribution volume.
TMA CG 2024 (Centered Moving Average) (volatility_filter) — Defines the volatility extremes where mean-reversion is likely to occur.

Known failure conditions

Open Interest data feed latency exceeds 24 hours (for daily strategies).
IAE score remains in the 40-60 range for >50 bars, indicating a non-trending 'chop' regime.
Equity Line Projection shows a 20% drawdown, triggering a strategy halt.

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