HiLo Momentum Structural Scalper

Family: hybrid · Regime: trending · Complexity: medium · Asset classes: Crypto (BTC/USD), Forex (Majors) · Timeframes: M5, M15

Thesis

The hypothesis posits that scalping entries are most effective when momentum (RSI) aligns with an established Gann-based trend (HiLo), but only if the preceding market structure shows signs of escaping a low-volatility 'sideways' state. By using Bollinger Bands for targets and ATR-based SuperTrend for stops, the strategy captures the 'meat' of a momentum burst while protecting capital during trend reversals.

Components

• HiLo Activator (Pandini Version) (regime) — Acts as the primary trend filter to ensure entries are aligned with the prevailing intermediate-term direction.
• Array sort unsupported order (direction) — Used as a structural volatility filter; the hypothesis assumes that when a 10-bar price array fails a 'sideways' classification (simulated by the sorting logic), a momentum breakout is imminent.
• Scalping BTC/USD - EMA & RSI (entry) — Provides the execution trigger by combining a short-term trend filter (EMA) with a momentum oscillator (RSI).
• Bollinger Bands (exit) — Provides dynamic take-profit targets based on volatility expansion to the outer bands.
• SuperTrend MT5 (FxGeek) (risk) — Determines the hard stop-loss level and trailing mechanism, adjusting for ATR-based volatility.

Known failure conditions

• Consecutive stop-outs during a 'walking the bands' scenario where SuperTrend lags behind a vertical move.
• RSI remains pinned above 70 while price trends without hitting the upper Bollinger Band (extreme low volatility).

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).