UDT-Volume Cycle Momentum Hybrid

Family: hybrid · Regime: trending · Complexity: high · Asset classes: Equities, FX, Crypto · Timeframes: 15m, 1h, 4h

Thesis

Market momentum (CCI) is most reliable when it originates from high-volume structural nodes (POC) and is confirmed by short-term cyclic synchronicity (Stochastic/DSP). By only trading when the data integrity is verified (UDT diagnostic), we filter out periods of undefined market state or calculation errors. Trade risk is anchored to institutional gamma/resistance walls (Q-Levels) rather than arbitrary volatility math.

Components

Local non-scalar UDT typed-na history diagnostic (regime) — Acts as a 'data integrity' filter; trading only occurs when the UDT diagnostic returns 0, suggesting the local runtime environment and historical data pointers are valid and non-null.
Commodity Channel Index (CCI) (direction) — Establishes the primary trend direction by identifying when price is significantly above or below its statistical mean.
Volume Profile + Pivot Levels [ChartPrime] (entry) — Identifies High Volume Nodes (POC) and significant pivots to ensure entry occurs at areas of high market participation or structural breaks.
Ehlers Detrended Synthetic Price (DSP) (exit) — Signals the exhaustion of the short-term cycle, allowing for exits before the trend mean-reverts.
Q-Levels V2.2 (risk) — Provides hard support/resistance levels based on external 'gamma wall' or institutional data (via text string) for non-dynamic risk management.
Stochastic Oscillator (Stoch) (confirmation) — Provides a high-sensitivity trigger to time entries on minor pullbacks within the larger CCI-defined trend.

Known failure conditions

Volume Profile POC fails to act as support/resistance in high-volatility news events.
Manual Q-Level strings are not updated, leading to 'ghost' levels that price ignores.
Market enters a multi-month 'dead' zone where the DSP cycle length is significantly longer than the fixed 40 period.

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