Structural Volume-Force KNN Hybrid

Family: hybrid · Regime: trending · Complexity: high · Asset classes: EUR/USD FX · Timeframes: 15m, 1h

Thesis

The strategy hypothesizes that institutional order flow creates 'Change of Character' (CHoCH) events followed by a retest of 'Low Volume Nodes' within supply/demand zones. By entering at these nodes when momentum (Average Force) and KNN-classified volume trends align, we capture high-conviction moves. The inclusion of EVZ data allows the strategy to differentiate between standard price noise and structural volatility shifts, improving risk-adjusted returns compared to purely ATR-based approaches.

Components

• BOS_CHoCH_Detector (regime) — Defines the structural regime; entries are only permitted in the direction of the latest structural break or character change.
• Average Force (direction) — Filters out low-momentum reversals; ensures price is positioned favorably within its recent range before entry.
• Dynamic Supply and Demand Zones [AlgoAlpha] (entry) — Identifies Low Volume Nodes (LVNs) which act as magnets or springboard zones for high-probability entries.
• Pivot Points (Classic) (exit) — Provides objective, non-repainting targets for profit-taking based on session-based liquidity levels.
• Euro FX VIX (EVZ) Data Loader (risk) — Adjusts risk exposure based on market expectations of EUR/USD volatility; higher EVZ necessitates wider stops and reduced size.
• Volume SuperTrend AI (Expo) (confirmation) — Uses KNN to classify the volume-weighted trend, providing a secondary 'intelligence' layer to confirm the BOS/CHoCH signal.

Known failure conditions

• Prolonged periods where EVZ (Euro VIX) remains compressed while realized volatility spikes, leading to stop-outs.
• Market environments characterized by 'choppy' structure where BOS and CHoCH flip-flop within the same 50-pip range.
• External data feed failure for the EVZ CSV/text file.

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