K-Neighbor Momentum Broadcast Strategy

Family: trend_following · Regime: trending · Complexity: high · Asset classes: Forex, Indices, Crypto · Timeframes: M15, H1

Thesis

Market momentum is most predictive when a breakout from a multi-timeframe volatility squeeze (Inside Bar) is confirmed by a nearest-neighbor consensus of price action and validated by price position relative to ATR-based institutional support zones. This hypothesis assumes that 'inverted' DI crosses (per the INGM logic) signal the start of sustained directional imbalances.

Components

• Dynamic Plot Style Support (regime) — Used to visually segment 'active' vs 'passive' regimes based on whether the current high exceeds the previous high (switchStyle).
• iSpy Agent (direction) — Acts as the data backbone, broadcasting tick-level price action to ensure the KNN and ADX components are processing synchronized market data.
• ADX Crossing INGM (entry) — Triggers entries based on DI crossovers. Note: Strategy adheres to the indicator's internal logical inversion.
• Auto Fibonacci (exit) — Provides dynamic profit-taking levels (0.618 and 1.0) based on the recent range of the impulse move.
• GOM KOLA SIDO — Full Integration (risk) — Defines the risk parameters via KOLA Zones (ATR-based S/R) and provides the hard stop-loss boundary.
• AI Trend Navigator [K-Neighbor] (confirmation) — Confirms the trend by comparing the current price state to historical clusters, filtering out low-probability ADX crosses.
• Inside Bars (MTF Framework) (volatility_filter) — Acts as a volatility filter; entries are only permitted when the market is not currently compressed within an H1 Inside Bar.

Known failure conditions

• The ADX logical inversion (+DI < -DI for long) fails to capture momentum in high-efficiency markets.
• The K-Neighbor algorithm suffers from 'over-smoothing' where the k-nearest clusters are too far removed from current volatility.
• Price continuously oscillates within the KOLA Zone ATR tolerance, triggering multiple stop-outs.

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).