Bridge-Session Fisher Scalper

Family: hybrid · Regime: trending · Complexity: medium · Asset classes: BTC/USD, EUR/USD, GBP/USD · Timeframes: M5, M15

Thesis

Intraday momentum is most persistent during the 'liquidity bridge' between the London and New York sessions. By combining a non-repainting cycle oscillator (Solar Wind) with a volatility-filtered entry (GAS/RSI), the strategy captures the expansion phase of the daily range while using adaptive smoothing (MultiKAMA) to exit before session-end mean reversion occurs. news-event filtering handles the exogenous shocks common in BTC/USD.

Components

• Market Sessions (DarthBuddha) (regime) — Provides the regime filter by isolating high-liquidity London/NY crossover periods while avoiding the low-volume 'dead zones' between sessions.
• Solar Wind NRP (MQL5) (direction) — Identifies cyclical momentum shifts via Fisher-transformed price normalization; NRP mode ensures signals are fixed for backtesting.
• Scalping BTC/USD - EMA & RSI (entry) — Triggers entries when price momentum (RSI) aligns with short-term trend direction (EMA) within the subwindow.
• MultiKAMA (TyphooN) (exit) — Uses volatility-adjusted smoothing to trail exits; the Efficiency Ratio ensures the stop tightens only when price moves efficiently in the trade direction.
• News Indicator NMNNFX (risk) — Functions as a hard risk filter to prevent entry during high-impact news spikes and manages event-based volatility.
• GAS Price Levels (volatility_filter) — Filters out entries where combined Alpha factor volatility (Bollinger/CCI-derived) is too low to sustain a scalp.

Known failure conditions

• Strategy fails if MultiKAMA Efficiency Ratio remains below 0.3 for extended periods, causing 'stair-stepping' exits in sideways markets.
• Hypothesis is invalidated if BTC/USD volatility exceeds News Indicator's ability to filter slippage-inducing news events.

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).