Recursive Flow Grid Expansion Strategy

Family: trend_following · Regime: trending · Complexity: high · Asset classes: FX (Major/Minor), Equities (High Volume), Crypto (Top 10) · Timeframes: H1, H4

Thesis

The strategy assumes that sustainable trends are born from volatility expansions where price and volume increase in tandem, and that net money flow (CVD) must lead price movement. By filtering for Quadrant 1/4 (PVR) and applying a recursive smoothing filter, we isolate 'institutional' trends while using a confluence score to exit before the inevitable recursive overshoot occurs during a reversal.

Components

• Price Volume Rank (PVR) (regime) — Establishes the macro 'Quadrant' state; entry is only permitted in Quadrants 1 (Bullish Expansion) or 4 (Bearish Expansion) where volume confirms price direction.
• Recursive Moving Average Unlimited (direction) — Provides a high-order smoothed trendline to filter out noise; price must be on the correct side of the Composite Trigger.
• ADX / Connectable [Azullian] (entry) — Acts as the final trigger for execution once the DI cross and trend threshold are synchronized.
• IAE — Technical Confluence Score (exit) — Aggregates multiple data layers into a single exit signal; allows for early profit taking or loss mitigation when confluence drops below a threshold.
• Point-Based Price Grid (risk) — Defines structural hard stops and profit targets based on fixed point-intervals rather than dynamic indicators, providing a rigid risk framework.
• Buddha Money Flow (confirmation) — Confirms that the volume expansion seen in PVR is actually driven by net buying/selling pressure (CVD) rather than churn.
• NNFX Squeeze (Volatility Breakout) (volatility_filter) — Ensures entry only happens during a volatility release (breakout) from a low-volatility squeeze state.

Known failure conditions

• Sustained low-volume price drift (PVR remains in quadrants 2 or 3 while price moves).
• Recursive MA lag exceeds the average duration of a trend cycle (overshoot).
• Fixed grid levels fail to capture volatility if ATR exceeds the grid interval (InpP1).

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.