OI-Flow Adaptive Signal Processor
Family: hybrid · Regime: trending · Complexity: high · Asset classes: Futures, Crypto Futures (OI-enabled) · Timeframes: 15m, 1H, 4H
Thesis
Asset price trends are sustained only when accompanied by rising institutional participation (Open Interest). By isolating the cyclical frequency of a market using the Swiss Army Knife BandPass filter and entering on smoothed RSI-of-MA signals, we can capture the meat of a trend while using adaptive Jurik bands to exit before mean reversion occurs. The 'unsupported sort' regime acts as a proxy for structural stability, ensuring we do not trade in computationally chaotic or low-liquidity environments.
Components
- Unsupported array.sort Order Test (regime) — Acts as a 'Market Orderliness' check; if the logic fails to sort properly due to the series-float error, it indicates high-volatility price action that breaks the expected array structure.
- Open Interest Stochastic Money Flow Index (direction) — Uses institutional positioning (OI) instead of retail volume to confirm the underlying directional conviction of the move.
- RSIOMA (RSI of Moving Average) (entry) — Provides the primary trigger via a smoothed momentum cross, reducing the 'sawtooth' noise typical of standard RSI.
- Jurik Adaptive Envelope Bands (exit) — The adaptive nature of the bands provides dynamic profit targets that expand during expansions and contract during mean-reversions.
- FractalScanner (risk) — Defines hard structural support/resistance points for stop-loss placement and risk-to-reward calculation.
- Swiss Army Knife Indicator (SAK) (volatility_filter) — Used in BandPass (BP) mode to isolate the dominant cycle; trades are only taken when price energy is concentrated in the trend frequency.
Known failure conditions
- OI data feed latency exceeding 1 minute on lower timeframes.
- Persistent 'sideways' markets where Fractal levels are too tight to allow for spread/commission coverage.
- Total loss of correlation between price and Open Interest (e.g., short squeezes driven by liquidations rather than new positioning).
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