Aroon-Solar VWAP Momentum Squeeze

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

Thesis

The strategy operates on the hypothesis that sustainable trends are formed when institutional volume (VWAP) aligns with high-conviction time-series trends (Aroon) and cyclical momentum (Solar Wind). By entering on a Bollinger Mid-band cross (volatility expansion) after these filters align, the system captures the 'acceleration' phase of a move while using tight ATR stops to exit quickly if the momentum is a false outlier.

Components

• Aroon (regime) — Defines the trend regime; ensures we are only entering when a new trend has recently established (Aroon Up/Down > 70).
• Solar Wind NRP (MQL5) (direction) — Filters for cyclical momentum; ensures the 'solar' cycle is aligned with the trend direction to avoid late-stage entries.
• Bollinger Bands (entry) — The trigger mechanism; uses the 'cross above/below middle' signal to enter on momentum surges following volatility contraction.
• ATR Projection (exit) — Provides an alternative volatility-based exhaustion level for secondary profit-taking or trailing.
• VWAP + EMA Cross Pullback (risk) — Provides institutional context; ensures EMA 20 and VWAP alignment while defining the strict SL/TP math.
• TRIX (confirmation) — Acts as a triple-smoothed momentum filter to eliminate 'head-fakes' and minor noise that Solar Wind might miss.

Known failure conditions

• Price oscillates across the VWAP/EMA 20 junction more than 3 times in 10 bars (high-frequency chop).
• Aroon Up and Down both stay below 50 for extended periods, indicating a total lack of trend.
• Solar Wind NRP flips signal more than twice within the TRIX smoothing window.

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).