Aggregated OI & Volume Exhaustion Trend-Follower

Family: hybrid · Regime: trending · Complexity: high · Asset classes: Crypto (BTC/ETH Perpetuals), Forex (Major Pairs) · Timeframes: H1, H4

Thesis

Significant market trends are initiated by aggressive institutional positioning visible in Open Interest and finalized when retail exhaustion (measured by cumulative volume turnover or 'Float') is reached. By entering only when momentum and trend regime align with these structural shifts, and filtering for exogenous news shocks, the strategy captures the 'meat' of the move while minimizing exposure to low-conviction volatility.

Components

• SMA3x5+BB - pjdhiro (regime) — Establishes the macro-trend (SMA200) and medium-term volatility regime (BB Basis) to ensure trades align with dominant flow.
• GoldenChart MACD (direction) — Provides momentum direction through the histogram; ensures entries occur during active price expansion.
• Float Trader Indicator (entry) — Identifies exhaustion levels via cumulative volume; entry occurs when price clears a volume-heavy 'float' zone.
• SuperTrend (exit) — Acts as the trailing stop-loss and final exit signal, adapting to current volatility.
• News Indicator NMNNFX (risk) — Critical risk management by filtering out entry signals during high-volatility news events that bypass technical logic.
• Open Interest Suite [Aggregated] - By Leviathan (confirmation) — Confirms that price movement is supported by aggressive market participants (aggressive longs/shorts) rather than low-liquidity spikes.

Known failure conditions

• Open Interest thresholds fail to trigger for extended periods due to exchange-side data throttling.
• Price oscillates around the BB Basis (20) during low-volatility 'squeeze' periods leading to consecutive SuperTrend whipsaws.
• Market volume consistently fails to reach the 'Float' parameter, preventing volume reset triggers.

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).