Structural Momentum MTF Heatmap Strategy

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

Thesis

Market momentum is most tradable when structural levels are being actively filled and high-timeframe trends are aligned. By combining a volatility-band RSI (TDI) with an MTF heatmap and structural activity counts (Linefill Tracker), we can identify windows of high-conviction momentum. The use of a fixed-time expiration (OptionX) bets that momentum will persist for a specific duration rather than a specific distance, exploiting the 'vigor' of the move before it mean-reverts.

Components

• Linefill All Tracker (regime) — Used to ensure the strategy only operates when market structure 'fills' (active price zones) are being dynamically generated, acting as a proxy for liquidity/activity regime.
• MTF Heatmap Template (direction) — Ensures trade direction is synchronized with the higher-order trend across H1 and D1 horizons.
• Traders Dynamic Index (TDI) (entry) — Provides the specific entry trigger based on momentum (RSI) breaking out from its smoothed signal line within volatility bands.
• Relative Vigor Index (RVI) (exit) — Identifies the point of exhaustion by detecting when price closing conviction (vigor) begins to lag relative to its range.
• Legacy Trading Connector (OptionX) (risk) — Governs trade execution and risk via a time-decay (expiration) model or buffer-based signal capturing, typical of binary or fixed-term contracts.

Known failure conditions

• Market enters a low-volatility 'squeeze' where Linefill objects are not generated.
• TDI RSI Price Line remains pinned to extremes (0 or 100) during parabolic moves.
• MTF Heatmap displays conflicting colors across M15-H4, suggesting a lack of trend cohesion.

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).