Macro-Momentum RSIOMA Composite

Family: hybrid · Regime: trending · Complexity: high · Asset classes: FX, Equities, Indices · Timeframes: H1, H4

Thesis

Trading edges are found at the intersection of low systemic risk and high idiosyncratic momentum. By using RSIOMA to filter out the inherent noise of standard momentum oscillators, and the Macro Risk Dashboard to avoid systemic 'risk-off' regimes, we enter high-probability trends. The exit is governed by QQE to capture the meat of a move before volatility expansion indicates a reversal. The 'Unsupported Order' component serves as a proxy for structural stability, only allowing trades when market data is 'sortable' under standard parameters.

Components

• Unsupported array.sort_indices Order (regime) — Acts as a 'Structural Integrity' filter. The hypothesis assumes that when the underlying data sorting logic (market order) is unstable or anomalous, standard momentum signals are either invalid or represent high-alpha outliers.
• Momentum Oscillator (direction) — Provides the primary directional bias. Trades are only taken in the direction of the 14-period rate of change relative to the 100 level.
• RSIOMA (RSI of Moving Average) (entry) — Acts as a noise-filtered entry trigger. By applying RSI to a Moving Average, it confirms the trend is established enough to overcome short-term fluctuations.
• Qualitative Quantitative Estimation (QQE) (exit) — Uses the dynamic trailing stop (Fast Trailing Level) to exit positions as volatility-adjusted momentum decays.
• iExposure Utility (risk) — Monitors real-time net exposure and average price to calculate dynamic stop-loss levels and manage aggregate risk across the portfolio.
• Macro Risk Dashboard v8.2 (volatility_filter) — Filters trades during periods of extreme global market stress (high Z-scores), where idiosyncratic technical signals often fail due to correlated liquidity crashes.

Known failure conditions

• Macro Risk Composite remains above 80 for extended periods, suggesting a systemic regime shift where technical momentum is irrelevant.
• High correlation between RSIOMA and Momentum leads to redundant signals and 'whipsaw' during RSIOMA signal line crosses.
• iExposure NetLots fails to update in real-time, leading to over-leveraged positions.

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).