Fractal OI Momentum Flux

Family: trend_following · Regime: trending · Complexity: high · Asset classes: Futures, Crypto (Perpetuals) · Timeframes: H1, H4, D1

Thesis

Market trends are most sustainable when price expansion (Keltner) is confirmed by a net increase in institutional positioning (Open Interest Stochastic MFI) and triple-smoothed momentum (TRIX). By waiting for a Williams Fractal break, we enter only when market structure yield to the prevailing regime identified by the HMA, using the Ehlers CG to exit before the cycle mean-reverts.

Components

• Hull Moving Average (HMA) (regime) — Determines the immediate trend regime; only trade in the direction of the HMA slope to minimize lag impact.
• Open Interest Stochastic Money Flow Index (direction) — Filters for momentum backed by capital inflow/commitment rather than just price action.
• Williams Fractals (entry) — Identifies local structural liquidations/breakouts; triggers entry upon breach of previous swing points.
• Ehlers Center of Gravity (CG) (exit) — Identifies cyclic exhaustion; used for timing exits before trend reversal occurs.
• ATR Heiken Ashi (risk) — Provides smoothed volatility bounds for stop-loss placement, preventing premature exits from noise.
• TRIX (confirmation) — Triple-smoothed momentum serves as the final barrier to ensure trend persistence.
• Keltner Channels (volatility_filter) — Volatility filter to ensure the market is expanding; avoids entries during low-volatility 'dead zones'.

Known failure conditions

• OI data becomes siloed or unavailable for the specific contract.
• HMA produces persistent whipsaws in a regime where price mean-reverts at the HMA frequency.
• ATR HA-based stops are consistently hit before the first TRIX momentum peak.

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).