Institutional Intensity Momentum Circuit-Breaker

Family: hybrid · Regime: trending · Complexity: medium · Asset classes: Equities, Forex · Timeframes: H1, D1

Thesis

Institutional 'smart money' accumulation is visible through volume placement within a candle's range (Intraday Intensity); by entering only when this accumulation aligns with momentum and exiting when counter-momentum (Bears Power) surfaces, we capture the meat of a trend driven by high-conviction players. The DMI test ensures the strategy only runs in environments where 'na' handling is standard.

Components

• Supported ta.dmi na lengths (regime) — Acts as a 'Circuit Breaker' regime filter; the strategy only operates if the technical environment returns a consistent NA/0 state for invalid parameters, ensuring runtime stability.
• Intraday Intensity Index (III) (direction) — Identifies institutional directionality by measuring where price closes relative to its daily range, weighted by volume.
• Arrows Indicator Template (entry) — Serves as the signal execution engine, triggering when III direction aligns with momentum exhaustion.
• Bears Power (exit) — Used to detect momentum exhaustion for exits; a return of selling pressure (Bears Power < 0) signals a trend reversal or correction.
• FakeCandle (risk) — Provides the structural anchor for risk; stop losses are placed at the high/low of the visually adjusted 'FakeCandle' to account for noise.

Known failure conditions

• Institutional volume (III) remains flat while price trends on low volume.
• Bears Power remains below 0 during a sustained price rally (EMA divergence).
• The DMI environment test returns non-zero values, indicating an unstable calculation engine.

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).