Session Pivot Expansion Momentum

Family: trend_following · Regime: trending · Complexity: medium · Asset classes: FX, Indices, Commodities · Timeframes: M15, H1

Thesis

The strategy assumes that institutional 'smart money' respects session midpoints and extremes. By entering when directional momentum (ADX/HMA) shifts in the direction of the macro trend (SuperTrend) after price has cleared the central Pivot, we capitalize on the high-probability expansion toward the next session's liquidity zone. The inverted ADX logic acts as a filter that only allows entry after a minor counter-trend thrust has occurred.

Components

• SuperTrend & Pivots (regime) — Establishes the macro bias (SuperTrend) and identifies institutional interest zones (Daily Pivots).
• iSpy Agent (direction) — Synchronizes price data and event triggers between the chart and the execution logic.
• ADX Crossing INGM (entry) — Provides the specific entry trigger based on directional index crossovers (respecting the inverted logic provided).
• MA Channel (Framework Version) (exit) — Uses a trend-state counter to identify trend exhaustion and provide a dynamic exit boundary.
• Session Range (High/Low/Mid) (risk) — Defines the volatility anchor points (High/Low/Mid) for stop-loss placement and risk assessment.
• Hull Moving Average (HMA) (confirmation) — Filters out noise by ensuring the immediate short-term momentum aligns with the entry signal.
• Average True Range (NNFX Version) (volatility_filter) — Ensures the trade is only taken during periods of sufficient market activity.

Known failure conditions

• Price remains trapped between R1 and S1 for more than 3 consecutive sessions (low volatility regime).
• The Session Range 'Mid' level is breached more than 5 times in a single session, indicating lack of structural integrity.
• SuperTrend flips direction immediately after an ADX crossover, suggesting a false momentum surge.

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).