TSI-GOM Displacement Hybrid

Family: hybrid · Regime: trending · Complexity: high · Asset classes: Indices (US30, GER40), Boom/Crash Indices, FX Majors · Timeframes: M15, H1

Thesis

Market displacement occurs when institutional sessions open, and is measurable via candle body expansion. By filtering for TSI momentum and Alligator trend alignment, entries triggered by structural 'direction changes' (GOM KOLA) capture the high-probability meat of a trend, while Bollinger Bands provide a dynamic proxy for the 'noise floor' to set risk levels.

Components

• Calendar Session Utility (regime) — Limits trading to high-liquidity sessions where institutional order blocks (GOM) are most likely to be respected.
• TSI Convergence Divergence (TSI_CD) (direction) — Provides the medium-term momentum bias through double-smoothed EMA convergence.
• GOM KOLA SIDO — Full Integration (entry) — Triggers entries based on Supertrend-style direction changes and Smart Money Concept (SMC) order block interactions.
• Connect MACD (Azullian) (exit) — Modular exit signal that captures the waning of momentum more responsively than the double-smoothed TSI.
• Bollinger Bands (risk) — Used for volatility-adjusted stop-loss placement and position sizing.
• Bill Williams Alligator (confirmation) — Ensures the market is in an active trend phase (lines fanned out) before entry, reducing whipsaws.
• Size Highs and Lows 2 (volatility_filter) — Filters for 'displacement' — only enters when recent candle expansion (delta) favors the trade direction.

Known failure conditions

• Consistent intertwining of Alligator lines (Jaws/Teeth/Lips) indicating a dead range.
• Market price 'walking the bands' with TSI_CD remaining near zero for extended periods.
• Failure of the external TSI dependency (TSIs.mq5) to load.

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