Session Money Flow Matrix Strategy

Family: hybrid · Regime: trending · Complexity: medium · Asset classes: FX Major Pairs (e.g., EURUSD, GBPUSD) · Timeframes: M15, H1

Thesis

Intraday momentum is most reliable when price direction (3-bar offset) aligns with systemic currency strength and is confirmed by expanding tick volume (VOLMA/MFI). By anchoring risk to session-based structural levels (Session Range), the strategy attempts to capture the 'meat' of a daily trend while exiting via volatility-adjusted trailing stops (ATR). The edge relies on the assumption that institutional flows during active sessions create persistent momentum.

Components

• Indicator Sample (Template) (regime) — Acts as a data-integrity gate; ensures the terminal has a minimum bar count history before calculations begin to prevent initialization errors.
• Profile Dynamic Series Max Bars Back Test (direction) — Provides a short-term price momentum reference by comparing current price to a 3-bar historical offset (memory-allocated lag).
• Money Flow Index (MFI) (entry) — Identifies volume-weighted momentum shifts, signaling when price movement is supported by relative money flow.
• Average True Range (ATR) (exit) — Provides a volatility-sensitive trailing exit to protect profits as market expansion or contraction occurs.
• Session Range (High/Low/Mid) (risk) — Establishes structural floors and ceilings based on the current day's active session to define stop-loss levels.
• Currency Strength Matrix (All) (confirmation) — Filters trades by ensuring the base currency is objectively stronger/weaker than the quote currency across the broader market.
• Volume Moving Average (VOLMA) (volatility_filter) — Ensures that entries only occur during periods of expanding tick volume relative to the recent average.

Known failure conditions

• Currency Strength Matrix logic remains at zero due to lack of real-time price feed integration.
• Trading in low-liquidity pairs where tick volume (VOLMA) is not representative of actual market depth.
• Market regime shifts into a 'choppy' sideways state where Session Range midpoints are hit repeatedly before ATR exits trigger.

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