Relative Volatility & OI Convergence Hybrid

Family: hybrid · Regime: high_vol · Complexity: high · Asset classes: FX, Crypto · Timeframes: H1, H4

Thesis

Price trends are most tradable when local asset volatility decouples from global currency volatility benchmarks, provided the move is confirmed by aggressive Open Interest expansion. By using Gann HiLo for direction and ATR for risk, we capture the meat of a 'high-conviction' expansion phase while filtering out low-participation noise.

Components

• Range Volatility Monitor (regime) — Provides the top-level regime filter, ensuring trades only occur when the target asset's volatility exceeds the global FX baseline.
• HiLo_04 (Gann HiLo Activator) (direction) — Establishes the primary trend direction using price action relative to high/low moving averages.
• GOM KOLA SIDO — Full Integration (entry) — Acts as the precision execution trigger, using Supertrend crossovers and KOLA pivot touches.
• Average True Range (Standard MQ4) (exit) — Calculates the distance for the take-profit target based on recent realized volatility.
• ATR Stop Loss Finder (risk) — Provides a dynamic, volatility-adjusted protective stop to prevent premature exits during noise.
• Open Interest Suite [Aggregated] - By Leviathan (volatility_filter) — Filters for high-conviction entries by requiring aggressive participation (OI growth) to support the volatility spike.

Known failure conditions

• Asset volatility consistently stays below the 4-pair FX mean, preventing any regime activation.
• Extreme OI spikes (liquidations) leading to immediate price reversals that hit the ATR stop before the trend matures.
• Gann HiLo whipsaws in a 'volatile-but-directionless' environment.

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).