Gaussian-Volumatic Momentum Hybrid
Family: trend_following · Regime: trending · Complexity: medium · Asset classes: Forex (Majors), Indices (SPX, DAX), Equities (High Volume) · Timeframes: H1, H4
Thesis
Strong trends are characterized by price remaining on one side of a Gaussian-weighted mean (ALMA) with sustained volume support. By requiring both MACD and Bulls Power to confirm momentum, we filter out false ALMA breakouts. Exiting via Jurik Adaptive Envelopes allows the strategy to capture the bulk of volatility expansions while using volume-based S/R levels ensures the stop loss is anchored to structural market participation.
Components
- ALMA with Floating Levels (regime) — Defines the market regime. We look for price to be above/below the floating median to confirm a trending environment over a Gaussian-smoothed baseline.
- Bulls Power (Elder Ray) (direction) — Ensures that even if the trend is positive, buying pressure is currently expanding (above zero) rather than exhausting.
- Arrows Indicator Template (entry) — Acts as the execution gate. The 'IsPass' logic triggers when the ALMA, MACD, and Bulls Power conditions align.
- Jurik Adaptive Envelope Bands (exit) — Provides a volatility-sensitive dynamic target that expands and contracts based on Jurik's dual-window distribution.
- Volumatic Support/Resistance Levels [BigBeluga] (risk) — Uses volume-weighted price extremes to set stop losses that are structurally significant, ensuring SLs aren't hit by noise.
- MACD Classic (confirmation) — Provides secondary momentum confirmation to prevent entering on minor ALMA fluctuations.
Known failure conditions
- MACD and Bulls Power diverge (e.g., MACD Histogram rising while Bulls Power falls).
- ALMA Floating Levels compress into a narrow range (indicating a low-volatility squeeze).
- Price stays within the Volumatic S/R band without reaching the Jurik Envelope for > 50 bars.
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).