Session-Gap SMC Flow Strategist

Family: hybrid · Regime: trending · Complexity: high · Asset classes: FX, Indices, Commodities · Timeframes: M5, M15

Thesis

Institutional 'smart money' often initializes positions at session opens, creating price gaps and market structure breaks (BOS/CHoCH). By filtering these impulses through a trend-following channel and volatility-based extensions, we can capture the session's directional expansion while avoiding low-liquidity noise.

Components

• Market Sessions (DarthBuddha) (regime) — Restricts trading to high-liquidity overlaps (London/New York) where session-open gaps are more meaningful.
• MA Channel (Framework Version) (direction) — Provides the primary trend filter; long only when price breaks above the upper high-MA boundary.
• MindTheGap (entry) — Identifies the initial impulse or 'exhaustion' gap at the start of a session or candle.
• Trepidity Opening Range with Extensions (exit) — Maps volatility-based price targets based on the specific session's initial range.
• Average True Range (Standard MQ4) (risk) — Calculates dynamic stop-loss distance based on recent volatility.
• TradeEase (confirmation) — Validates the gap entry using Market Structure (BOS/CHoCH) to ensure institutional flow alignment.
• Spread Monitor (Tick-Level) (volatility_filter) — Prevents entry during news events or low-liquidity periods where spread-induced slippage exceeds the edge.

Known failure conditions

• The MA Channel remains flat (sideways) for more than 48 hours, indicating a loss of trend regime.
• Session-open gaps are consistently filled and reversed within 3 bars, suggesting the 'MindTheGap' trigger is catching late retail instead of early institutional flow.
• ATR falls below the minimum tick value, indicating a volatility crush.

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