Adaptive Jurik-Volume Flow System

Family: trend_following · Regime: trending · Complexity: high · Asset classes: Equities, Forex, Crypto · Timeframes: H1, H4, D1

Thesis

Sustainable trends are characterized by price being outside structural 'war zones' (volume-heavy pivot levels) and supported by rising institutional flow (ADL). By using an adaptive Jurik baseline to reduce lag and a Gann regime filter, we can isolate momentum bursts (Stochastic) that are likely to continue until a volatility-based structural reversal (SSL/SuperTrend) occurs.

Components

• HiLo_04 (Gann HiLo Activator) (regime) — Establishes the primary trend regime; trades are only taken in the direction of the HiLo trend.
• Jurik Adaptive Envelope Bands (direction) — Provides an adaptive volatility-adjusted baseline. Entry must be on the 'correct' side of the JMA base to ensure price acceleration.
• Stochastic Oscillator (entry) — Acts as the tactical trigger, identifying momentum exhaustion and recovery within the broader trend.
• SSL Channel (exit) — Used as a trend-reversal exit signal; when the channel flips against the trade, momentum is considered lost.
• SuperTrend (risk) — Defines the hard stop-loss and trailing mechanism based on volatility-adjusted price floors/ceilings.
• Accumulation/Distribution Line (confirmation) — Confirms that price movement is supported by volume flow, filtering out 'hollow' price spikes.
• Volume and Pivot Points Correlation with Full Control (volatility_filter) — Filters out entries occurring directly into high-volume supply/demand 'War Zones' to prevent buying at local resistance.

Known failure conditions

• ADL divergence persists for >20 bars while price trends, suggesting volume-price decoupling.
• Price enters a low-volatility 'squeeze' where SuperTrend and SSL flip multiple times within 10 bars.
• Average true range (ATR) drops below 1.5x transaction costs (spread + slippage).

Explore the full interactive blueprint with parameter ranges and evidence on WOBR StrategyVerse, or generate this strategy as an MT4/MT5 Expert Advisor with QuantMogul AI Engine (free download).