Laguerre-Alpha Volatility Hybrid

Family: hybrid · Regime: trending · Complexity: medium · Asset classes: FX, EQUITIES, CRYPTO · Timeframes: M15, H1

Thesis

Market edges exist in the transition from low-volatility consolidation to high-momentum breakouts. By using Alpha factors to identify structural strength (GAS) and Laguerre polynomials to filter price noise, we can enter 'cleaner' momentum legs. The high-sensitivity Chandelier Exit (ATR 1) based on Heiken Ashi candles captures the 'tail' of the move while protecting capital against the immediate mean-reversion characteristic of failed breakouts.

Components

• GAS Price Levels (regime) — Identifies structural regime shifts using alpha factors (concavity/momentum/volatility) to filter noise.
• Buddha Price Line (direction) — Confirms micro-trend directionality through immediate bar-to-bar price action bias.
• Laguerre RSI (entry) — Provides low-lag momentum entry signals by identifies cycles within the smoothed Laguerre domain.
• Equity Line Projection (exit) — Manages exits based on account-level P&L targets projected against price structure.
• Chandelier Exit Heiken Ashi Variant (risk) — Determines hard stop levels and position sizing based on Heiken Ashi volatility/trend boundaries.
• Gain Loss Info (Visual Overlays) (volatility_filter) — Filters out low-volatility environments where price moves fail to meet minimum point/percent thresholds.

Known failure conditions

• The strategy fails if Laguerre RSI remains 'pinned' at 1 or 0 for extended periods while price trades against the trend.
• Frequent ATR-based whipsaws due to the ATR period of 1 in the Chandelier component.
• Equity projection fails to trigger if global symbol spreads widen significantly beyond the projected line.

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).