IAE-ALMA Confluence Integrity System

Family: trend_following · Regime: trending · Complexity: high · Asset classes: Equities, Crypto, Forex · Timeframes: 1H, 4H, 1D

Thesis

Market momentum is most exploitable when technical confluence (IAE) aligns with smoothed price action (ALMA), provided that the underlying data feed is liquid and the market is not in a 'sideways' state as defined by ordinal price stasis. Behavioral edge is found in waiting for a consensus of 10 technical layers before entry.

Components

• Local non-scalar UDT typed-na history diagnostic (regime) — Acts as a 'Data Integrity Regime' filter; if the diagnostic detects 'na' in UDT history, it signals insufficient liquidity or data gaps, pausing the strategy.
• Array sort unsupported order (direction) — Utilized as a 'Sideways Regime' filter; if the price array remains static such that an attempted sort returns 'sideways' (no ordinal change), entry is inhibited.
• IAE — Technical Confluence Score (entry) — Provides the primary signal trigger by aggregating 10 layers of technical data; entry occurs when confluence exceeds a high-probability threshold.
• ADX / Connectable [Azullian] (exit) — Monitors trend exhaustion; an ADX reversal from peak levels provides the primary signal to exit before momentum fully dissipates.
• Chandelier Exit (risk) — Provides the hard stop-loss and trailing mechanism based on volatility (ATR), protecting capital from sudden trend reversals.
• Arnaud Legoux Moving Average (ALMA) (confirmation) — Used to confirm the immediate trend direction with reduced lag, ensuring the entry is aligned with Gaussian-smoothed momentum.

Known failure conditions

• IAE Score remains in the 40-60 range for extended periods (indecision).
• Market regime exhibits 'mean-reverting' behavior where ALMA crossovers lead to immediate reversal.
• Low-volume environments trigger the UDT 'na' diagnostic, causing high opportunity cost.

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).