Structure-Volume Expansion Strategy

Family: trend_following · Regime: trending · Complexity: high · Asset classes: FX, Equities, Commodities · Timeframes: H1, H4, D1

Thesis

Market structure shifts (CHoCH) are only sustainable if backed by volume flow (KVO) and occurring outside of price contraction zones (Inside Bars). By ensuring counter-trend strength (Bears Power) is weak and the structural trend is intact (BOS), we enter high-probability expansion phases where volatility-based exits (Pivots) provide objective targets.

Components

• BOS_CHoCH_Detector (regime) — Defines the structural regime by identifying the last break of structure or character shift.
• FakeCandle (direction) — Provides a filtered price overlay to ensure trade direction aligns with smoothed price action.
• Klinger Volume Oscillator (KVO) (entry) — Triggers entry based on volume flow momentum relative to the price trend.
• Pivot Point S&R with GMT Correction (exit) — Provides objective horizontal liquidity levels for profit-taking based on daily volatility.
• Average True Range (NNFX) (risk) — Determines dynamic stop-loss placement and position sizing based on realized volatility.
• Bears Power (confirmation) — Confirms the absence of significant counter-trend pressure (selling strength) during bullish entries.
• Inside Bars (MTF Framework) (volatility_filter) — Acts as a volatility filter; entries are restricted when price is in a contraction (Inside Bar) state.

Known failure conditions

• Price remains in a prolonged range where BOS/CHoCH signals flip frequently without trend development.
• Volume data is unavailable or unreliable, rendering KVO signals meaningless.
• High frequency of Inside Bars indicates a permanent loss of liquidity in the specific instrument.

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