SMC Float-Momentum Hybrid Strategy

Family: hybrid · Regime: trending · Complexity: high · Asset classes: FX, Equities, Crypto · Timeframes: H1 (HTF Analysis), M5 (Execution)

Thesis

The strategy assumes that price movements are driven by institutional liquidity imbalances (Order Blocks/FVGs) and that the sustainability of a structural shift (CHoCH) can be predicted by momentum acceleration (DOsMA) and the remaining 'volume room' (Float) in the current price swing. By using an adaptive exit (KAMA), it captures the meat of the move while protecting against the inevitable mean reversion that occurs when the 'float' has fully turned over.

Components

• Unsupported Map Test Script (regime) — Acts as a 'System Integrity' regime filter. If the map reference is null (as per the stub), the strategy treats the market as too fragmented/noisy to map, effectively pausing execution.
• Order Block / FVG Detector (direction) — Identifies the 'Institutional Interest' zones. A trade is only valid if price is interacting with a recently formed OB or FVG.
• TradeEase (entry) — Triggers the actual entry upon a Change of Character (CHoCH) or Break of Structure (BOS) near the identified OB/FVG zone.
• MultiKAMA (TyphooN) (exit) — Provides a volatility-adjusted trailing exit. The adaptive nature of KAMA tightens the stop during impulsive moves and widens it during consolidation.
• Open Source Fractal Model (risk) — Defines the Stop Loss at the Fractal High/Low or the 'CISD' level and determines position sizing based on standard deviation projections.
• Difference of OsMA (DOsMA) (confirmation) — Confirms that the structural breakout is backed by accelerating momentum rather than a low-volume drift.
• Float Indicator (volatility_filter) — Ensures the current price swing has not yet exceeded the 'Float turnover' volume, suggesting there is still liquidity available to push the move further.

Known failure conditions

• Market enters a low-volume environment where Float turnover takes weeks, rendering the momentum signals irrelevant.
• The 'Unsupported Map' logic causes frequent runtime halts, indicating the platform cannot handle the state-tracking requirements.
• Price frequently hits the Fractal SL before the MultiKAMA exit can trigger, indicating the SL is too tight for the volatility regime.

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