Structural Session Momentum Hypothesis

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

Thesis

Market trends are most exploitable when price momentum (DEMA/ADX) and structural bias (HiLo) align during high-liquidity sessions, provided that fundamental news shocks are avoided. The edge lies in the combination of technical confirmation and environmental filtering (time and news), entering only on structural retracements (PiPi) to improve the reward-to-risk ratio.

Components

• MQL5 Calculation Sample (regime) — Used as a diagnostic check to ensure the data stream is synchronized (prev_calculated > 0) before executing logic.
• HiLo Activator (Pandini Version) (direction) — Provides the primary directional bias based on Gann HiLo logic (Close vs SMA of Highs/Lows).
• PiPi (Price Infrastructure & Position Interface) (entry) — Identifies Fibonacci retracement levels (Factor 0.382) within the current local range for precise entry at 'discount' or 'premium' areas.
• TopTrend (BBands Stop) (exit) — Provides a volatility-adjusted trailing stop based on Bollinger Bands to protect capital and lock in gains.
• AlgoMaster News Indicator (NNFX-style) (risk) — Filters entries during periods of extreme fundamental volatility; no trades are initiated if high-impact news is imminent.
• DEMA 200 & ADX Combined HUD (confirmation) — Confirms that the market is in a high-probability trending regime with sufficient momentum (ADX > 20) and macro-alignment (Price vs DEMA 200).
• Calendar Session Utility (volatility_filter) — Restricts trading to high-liquidity sessions where trend following is statistically more robust.

Known failure conditions

• ADX remains below 20 for extended periods, indicating a regime shift to mean-reversion.
• Price consistently oscillates across the HiLo Activator line without reaching PiPi Fib levels.
• External news data feed failures rendering the risk filter blind.

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