VWAP-BOS Grid Momentum Hybrid

Family: hybrid · Regime: trending · Complexity: medium · Asset classes: FX, Indices, Equities · Timeframes: M5, M15

Thesis

Market participants often move price in discrete intervals between institutional 'value' (VWAP) and liquidity pools (BOS). By entering only when intra-day volume confirms a structural break, and managing risk using fixed psychological point intervals (Grid), we exploit the tendency of trends to move in 'steps' rather than smooth curves. The edge lies in the confluence of volume-weighted value and fractal structure breakout.

Components

• EA Conditions Display Template (regime) — Provides a binary filter to ensure the intra-day volume bias (VWAP) and candle momentum are synchronized before allowing entries.
• Daily Volume-Weighted Average Price (VWAP) (direction) — Acts as the primary anchor for intra-day value; price above VWAP indicates institutional buying pressure.
• BOS_CHoCH_Detector (entry) — Identifies specific price-action triggers (Break of Structure for continuation, Change of Character for reversal) that signal momentum.
• Moving Averages (Multi-Method) (exit) — Provides a dynamic trailing exit that captures the 'meat' of a move while closing out when short-term momentum fades.
• Point Based Grid (risk) — Determines the fixed-point distance for stop-losses and position sizing, ensuring risk is normalized to static market intervals.

Known failure conditions

• Price oscillates across the VWAP level more than 5 times in a single session (choppy regime).
• The Point Based Grid interval (InpP1) is smaller than the average 1-minute candle body.
• Successive BOS and CHoCH signals occur within the same 5-candle window, indicating a lack of structural clarity.

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