Quiet Volume Trend Navigator

Family: trend_following · Regime: trending · Complexity: medium · Asset classes: Equities, Forex, Crypto · Timeframes: H1, H4

Thesis

Institutional trends are best captured when price moves forcefully (ROC) during high-liquidity sessions (ATLS) following periods of 'quiet' accumulation or distribution (NVI). By using DEMA and ADX as a filter, we ensure the strategy only engages when a clear trend is established, using structural support/resistance (Roshaneforde) to manage risk more effectively than static indicators.

Components

• DEMA 200 & ADX Combined HUD (regime) — Establishes the macro-regime; entries are only permitted when price is on the correct side of the DEMA and trend strength (ADX) exceeds the threshold.
• Negative Volume Index (NVI) / Positive Volume Index (PVI) (direction) — Acts as a directional filter based on the theory that 'smart money' accumulates or distributes during periods of lower volume, preceding major moves.
• Rate of Change (ROC) (entry) — Provides the tactical entry trigger by identifying the moment price velocity shifts in the direction of the macro trend.
• TSI Convergence Divergence (TSI_CD) (exit) — Uses double-smoothed momentum to identify exhaustion; the exit is triggered when the histogram flips against the trade direction.
• Roshaneforde Pivot Levels (risk) — Defines hard stop-loss and take-profit anchors based on recent engulfing-based support/resistance levels.
• ATLS: Session Atlas (volatility_filter) — Restricts trading to high-liquidity sessions (EU/NY) to avoid the noise of low-performance/low-volatility doldrums.

Known failure conditions

• Hypothesis is invalidated if the strategy consistently enters trades that immediately hit the Roshaneforde pivot stop during high ADX readings (indicative of 'blow-off' tops).
• Failure occurs if NVI remains flat during significant price trends, suggesting the 'quiet accumulation' logic does not apply to the specific asset.

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