KNN-Pitchfork Conviction Trend System

Family: trend_following · Regime: trending · Complexity: high · Asset classes: Crypto (BTC/ETH USDT.P), Equities (High Liquidity) · Timeframes: 15m, 1H, 4H

Thesis

The strategy exploits the behavioral tendency of markets to defend high-momentum order blocks during a structural trend. The edge is derived from identifying when institutional 'Aggressive' participants (as seen in Open Interest) enter at these specific zones, while using a KNN algorithm to filter out standard moving average lag. We hypothesize that an Order Block touch supported by rising OI inside a Pitchfork channel has a higher probability of continuation than a simple pullback.

Components

• Auto Pitchfork (regime) — Defines the structural regime by establishing the trend channel based on recent fractal pivots. Ensures we only trade within a defined volatility corridor.
• Moving Average Ribbon (chingc) (direction) — Provides a macro trend filter. If the ribbon is fanned out and price is above the 100/200, we prioritize long setups.
• Sonarlab - Order Blocks (entry) — Identifies specific high-momentum supply/demand zones for entry execution, acting as the 'trigger' when price returns to these areas.
• Pivot Points (Classic) (exit) — Provides objective, non-repainting exit targets based on mathematical volatility levels from the prior session.
• Open Interest Suite [Aggregated] - By Leviathan (risk) — Validates the conviction behind an Order Block entry. We look for 'Large OI' increases to ensure aggressive participants are defending the zone.
• AI Trend Navigator [K-Neighbor] (confirmation) — Uses machine learning to filter out ribbon noise, ensuring the momentum direction is confirmed by historical price-state similarity.

Known failure conditions

• Auto Pitchfork median line flips slope more than twice within 50 bars (choppy regime).
• Open Interest shows significant 'Rekt' (liquidations) in the opposite direction of the trade, suggesting a trend exhaustion.
• Price stays within the MA Ribbon for extended periods (ribbon compression).

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).