Volume-Anchored Structural Imbalance Strategy (VASIS)

Family: hybrid · Regime: trending · Complexity: high · Asset classes: FX, Indices, Crypto · Timeframes: 15m, 1H

Thesis

Institutional liquidity is most visible during high-volume pivot formation; when momentum (CCI/TSI) creates a subsequent displacement gap (FVG) from these zones, it confirms institutional participation. The edge lies in trading with 'smart money' footprints rather than retail momentum alone.

Components

• Volume and Pivot Points Correlation with Full Control (regime) — Defines the macro 'War Zones' based on volume-validated structural pivots, ensuring trades are taken near historical liquidity clusters.
• CCI Arrows (direction) — Provides the primary momentum direction signal via zero-crossings to catch intermediate-term trend shifts.
• ICT + FVG + RSI V1.2.12 (entry) — Identifies the specific entry trigger through Fair Value Gaps (imbalances) and RSI overextended conditions.
• Bears Power (exit) — Used to detect the exhaustion of selling pressure (or emergence of it) relative to an EMA for dynamic exits.
• Order Block & FVG Detector (risk) — Provides the physical price levels for Stop Loss and Take Profit based on institutional footprints.
• True Strength Index (TSI) with Signal Line (confirmation) — Acts as a secondary filter to ensure momentum is double-smoothed and confirmed by a signal line crossover, reducing CCI noise.
• Volumatic Support/Resistance Levels [BigBeluga] (volatility_filter) — Filters for volatility-weighted structural levels, ensuring the entry occurs near volume-validated price floors or ceilings.

Known failure conditions

• Price ignores Fair Value Gaps (FVGs) entirely, indicating a low-liquidity/high-slippage environment.
• TSI and CCI provide conflicting signals for more than 5 consecutive bars.
• Asset volatility exceeds ATR-based FVG filters by 300%, rendering static percentage 'War Zones' obsolete.

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