Impulse Size Multi-Workflow Hybrid

Family: hybrid · Regime: trending · Complexity: medium · Asset classes: Forex, Crypto, Large-Cap Equities · Timeframes: H1, H4

Thesis

Market trends are most tradable when 'impulse' candles (measured by body size delta) significantly outweigh 'counter-impulse' candles. By combining this candle-size regime with a multi-timeframe Ichimoku structural filter and double-smoothed TSI momentum, we can isolate high-probability expansion phases. The edge exists because candle body size peaks (SHL2) often precede trend continuation, while the adaptive KAMA exit allows the trade to persist through minor volatility that would stop out static trailing stops.

Components

• Size Highs and Lows 2 (regime) — Establishes the 'power regime' by identifying whether the largest bullish expansion candle in the lookback window is larger than the largest bearish expansion candle.
• MMT Ichi Workflow Overlay Profiles (direction) — Provides a multi-timeframe structural score; ensures entry occurs in the direction of the daily trend and higher-tier Ichimoku cloud state.
• True Strength Index (TSI) with Signal Line (entry) — Double-smoothed momentum used to trigger entries on the 'true' shift in price velocity after the regime and direction are aligned.
• MultiKAMA (TyphooN) (exit) — Used as an adaptive trailing stop/exit; the efficiency ratio helps flatten the exit line during noise but tightens it during strong trends.
• Constant Range Channel (risk) — Provides a non-dynamic, price-action based volatility anchor for stop-loss placement and fixed-risk position sizing.
• Commodity Channel Index (CCI) (confirmation) — Filters out entries where price is not yet deviating from its mean in the direction of the intended trade.

Known failure conditions

• Asset displays 'mean-reverting' candle sizes where large bullish candles are immediately followed by large bearish candles (Delta oscillation).
• HTF Ichimoku score remains neutral (0) for extended periods while LTF indicators generate noise signals.
• Constant Range Channel StepTicks are smaller than the average spread or slippage of the asset.

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).