D1-Anchored RVOL Momentum Breakout

Family: trend_following · Regime: trending · Complexity: medium · Asset classes: Forex, Equities, Indices · Timeframes: M15

Thesis

Significant intraday trends often originate from a breakout or rejection of long-term (90-day) volatility boundaries. By entering only when short-term momentum (MACD/HMA) aligns with this macro-regime and is supported by a surge in relative volume (RVOL), we filter for high-conviction moves while using ATR-based stops to adapt to changing intraday volatility.

Components

• D1 Bollinger Bands (Period 90) on M15 (Forward Shifted) (regime) — Defines the macro-volatility regime and trend bias using a very slow 90-day lookback, overlaid on intraday charts.
• Supported plot Input Show Last (direction) — Restricts entry validity to the most recent price action to ensure the setup is current and not a lagging signal from previous sessions.
• Moving Average Convergence Divergence (MACD) (entry) — Provides the primary momentum crossover signal for entry timing.
• ATR SL Finder (exit) — Generates dynamic, volatility-adjusted stop-loss levels based on current bar range.
• RVOL (Relative Volume) (risk) — Acts as a high-conviction filter, ensuring participation only during unusual market activity.
• Hull Moving Average (HMA) (confirmation) — Provides ultra-low-lag trend confirmation to filter out MACD whipsaws.

Known failure conditions

• RVOL remains consistently below 1.0 during price breakouts, indicating lack of institutional interest.
• Price oscillates around the D1 BB Middle Line for extended periods (mean reversion regime).
• MACD signals occur exclusively during low-volatility hours (Asian session for G7 pairs).

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).