Round-Number Volume Force Strategy
Family: hybrid · Regime: trending · Complexity: medium · Asset classes: Forex, Indices, Large-cap Equities · Timeframes: M15, H1
Thesis
Price discovery often clusters at psychological round numbers (Grid Points). A trend continuation edge exists when price interacts with these levels while supported by positive volume-weighted momentum (Volume Force) and broad trend alignment (XARD Channel). The use of Heiken Ashi ATR for risk management filters out the localized noise often found at these liquidity clusters.
Components
- Linefill All Tracker (regime) — Used to monitor the density of price-action objects; acts as a structural filter ensuring the strategy only operates when sufficient price data/objects are initialized.
- Volume Force (VF) (direction) — Provides the directional momentum bias by weighting price movement against volume, ensuring entries have participation backing.
- Grid Points Utility (entry) — Identifies psychological 'round number' levels where institutional liquidity and order clusters typically reside, serving as precise entry triggers.
- Average True Range (ATR) (exit) — Determines the Take Profit target based on standard volatility to ensure exits are realistic within current market ranges.
- ATR Heiken Ashi (risk) — Provides a smoothed volatility metric for calculating the Stop Loss distance, reducing the likelihood of being stopped out by minor noise.
- XARD Channel (confirmation) — Acts as a trend filter to ensure entries are taken in the direction of the dominant long-term momentum (MA144).
Known failure conditions
- Price remains pinned to a Grid Point for extended periods with declining Volume Force (indicates consolidation).
- Volume Force stays near zero regardless of price movement (indicates low-liquidity/dark pool activity).
- XARD Channel colors flip frequently within a 10-bar window (indicates high-frequency chop).
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