Asia Range Fractal Momentum Expansion

Family: breakout · Regime: trending · Complexity: high · Asset classes: FX, Equities, Crypto · Timeframes: 15m, 1h

Thesis

The 'London Breakout' logic suggests that the narrow range established during the Asian session represents a period of accumulation; a break of this range confirmed by smoothed momentum (TSI/HA) and backed by a shift in fractal sub-structure (CISD) indicates a high-probability expansion phase. By using fractal-based stops rather than fixed pips, the strategy aligns risk with actual market liquidity barriers.

Components

• Imported UDT typed UDF params Test (regime) — Serves as a regime filter by measuring the raw point-change delta between bars to confirm the presence of directional momentum (non-zero delta).
• Heikin-Ashi Candles (direction) — Filters noise and provides the primary trend direction; entries only occur in alignment with the smoothed HA candle color.
• Stochastic Oscillator (entry) — Provides the tactical entry trigger when momentum recovers from a pullback within the established trend.
• Pivot Point S&R with GMT Correction (exit) — Identifies objective liquidity targets (R1-R3/S1-S3) for profit-taking based on daily volatility.
• Open Source Fractal Model (risk) — Determines stop-loss placement based on Change in Sub-structure (CISD) and provides position sizing by measuring the distance to the HTF sweep.
• True Strength Index (TSI) with Signal Line (confirmation) — Acts as a secondary filter to ensure momentum is accelerating in the trade direction via TSI/Signal Line crossovers.
• Forex Asia Range Box Lite (volatility_filter) — Filters for volatility by requiring price to be outside the established Asian session range, seeking London/NY expansion.

Known failure conditions

• Price consistently reverses at the Asian Range boundaries without sustained expansion.
• The Fractal Model's CISD levels are frequently breached and repainted, leading to 'ghost' stops.
• Market enters a low-volatility 'chop' where Heikin-Ashi changes color every 1-2 bars.

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).