Atlas-Float Session Momentum Strategy

Family: hybrid · Regime: trending · Complexity: medium · Asset classes: Forex, Equity Indices · Timeframes: M5, M15

Thesis

Intraday price movements are driven by institutional volume cycles during specific liquidity windows (EU/NY). By identifying points of volume exhaustion (Float Trader) that align with short-term momentum (SMA) and volatility-adjusted trends (NW Envelope), we can enter high-probability trades with tight risk (Chandelier HA) and target objective structural levels (Pivots).

Components

• ATLS: Session Atlas (regime) — Provides the time-of-day filter to ensure the strategy only operates during high-liquidity EU and NY sessions, avoiding low-volume Asia drifts.
• Nadaraya-Watson Envelope (EMA Proxy) (direction) — Determines the primary intraday trend direction and identifies overextension relative to the DEMA-proxy baseline.
• Float Trader Indicator (entry) — Triggers the entry by identifying volume exhaustion points (cumulative volume resets) at local swing points.
• Pivot Points (Classic) (exit) — Provides objective, non-repainting take-profit targets based on the previous day's volatility.
• Chandelier Exit (Heiken Ashi) (risk) — Provides a tight, volatility-adjusted trailing stop-loss that accounts for Heiken Ashi smoothed price action.
• Moving Averages (Multi-Method) (confirmation) — Acts as a momentum filter to ensure the entry is aligned with the short-term trend.

Known failure conditions

• Price repeatedly crosses the NW Envelope baseline without reaching Pivot targets, indicating a 'choppy' regime.
• Average Session Performance (from ATLS) drops below 0.05% for 3 consecutive days, indicating illiquidity.
• The Chandelier Exit triggers a stop within 2 bars of entry consistently, suggesting the ATR Multiplier is too tight for current volatility.

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).