Session-Drift Momentum Hybrid

Family: hybrid · Regime: trending · Complexity: high · Asset classes: FX Majors, XAU/USD, Equity Indices · Timeframes: M15, H1

Thesis

The strategy hypothesizes that momentum-based entries (EMA Crossovers) have a higher probability of success when: 1) they occur during peak institutional hours (Sessions), 2) they are confirmed by statistical non-randomness (ADM Drift), and 3) bar-level pressure (Bulls Power) aligns with trend-following momentum (ASH). This filters out 'noise' crossovers common in low-liquidity or random-walk environments.

Components

• Market Sessions (DarthBuddha) (regime) — Limits trading to high-liquidity London and New York sessions where momentum breakouts are statistically more reliable.
• Bulls Power (Elder Ray) (direction) — Acts as a secondary directional filter to ensure current bar strength is positive (for longs) relative to the baseline EMA.
• MACD EMA Crossover Visualizer (entry) — Provides the primary execution signal based on standard EMA convergence/divergence.
• Restu Kaioh Scalping Indicator (exit) — Provides a sensitive mean-reversion exit signal to capture short-term momentum exhaustion.
• Average True Range (ATR) (risk) — Normalizes risk and stop-loss placement based on current market volatility.
• Absolute Strength Histogram (ASH) (confirmation) — Confirms the entry signal by ensuring the smoothed bullish/bearish differential supports the trade direction.
• Asset Drift Model (ADM) (volatility_filter) — Filters for assets exhibiting non-random walk behavior (statistically significant drift) to avoid choppy, mean-reverting ranges.

Known failure conditions

• Market enters a multi-week low-volatility regime where ADM cannot find significant drift.
• The Restu Kaioh exit triggers immediately due to high volatility 'spikes' rather than trend exhaustion.
• Consistent failure of EMA crossovers to lead to follow-through during NY session opens.

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