Gann-Bandpass Volume Zone Trader

Family: hybrid · Regime: trending · Complexity: medium · Asset classes: FX, Equities, Crypto · Timeframes: H1, H4

Thesis

Profitable trade opportunities occur when a cyclical price oscillation (captured by BPF) aligns with a structural trend (Gann HiLo) and sufficient momentum/volatility, provided that risk is anchored to areas of high-volume market participation (Pivots). The hypothesis is that volume-confirmed pivots act as more reliable structural barriers than standard pivots.

Components

• HiLo Activator (Gann Style) (regime) — Establishes the macro trend bias; ensures we are only entering longs when price is above trailing high-MA and shorts below low-MA.
• Momentum (direction) — Provides a secondary momentum confirmation via zero-line crossover to ensure the trend has immediate velocity.
• Bandpass Filter (BPF) (entry) — Acts as the timing trigger by isolating cyclical price swings within the established trend, entering as the cycle turns upward.
• Auto Fibonacci (exit) — Provides dynamic profit targets based on market structure retracement levels (0.618 level).
• Volume and Pivot Points Correlation with Full Control (risk) — Determines structural support/resistance zones based on high-volume anomalies; used for SL placement and position sizing.
• ATR Heiken Ashi (volatility_filter) — Filters out low-volatility environments where the BPF and HiLo indicators are prone to whipsaws.

Known failure conditions

• The Bandpass Filter produces constant oscillations during a prolonged linear trend with no pullbacks.
• Volume-confirmed pivots fail to form for extended periods, leaving the strategy without valid stop-loss levels.
• Price repeatedly hits Fibonacci 0.236 and reverses before reaching the 0.618 target.

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).