Total Keltner Impulse Strategy
Family: breakout · Regime: trending · Complexity: medium · Asset classes: Forex, Indices, Crypto · Timeframes: H1, H4
Thesis
Market price movement is non-linear; periods of low-volatility 'sideways' sorting (detected via array logic) lead to high-velocity breakouts when bull/bear dominance shifts. By entering these breakouts when RSI momentum confirms the direction and exiting via a combination of trend-trailing (HiLo) and time-decay (Expiration), we can capture the most efficient part of a trend impulse while limiting exposure to failed breakouts.
Components
- Relative Strength Index (Standard) (regime) — Acts as a macro-momentum filter to ensure trades are taken in the direction of the prevailing 14-period force, avoiding counter-trend exhaustion.
- Array sort unsupported order (direction) — Used as a symbolic logic gate; if the 'sideways' parameter is invoked and the price displacement (values[0] vs values[1]) is negligible, the market is deemed non-directional.
- Keltner Channels (entry) — The primary execution trigger. A close outside the bands signifies a volatility breakout from a prior period of compression.
- HiLo Activator (Gann Style) (exit) — Provides a dynamic, trend-following trailing stop that moves with price to protect profits as the trend matures.
- Legacy Trading Connector (OptionX) (risk) — Enforces a fixed-time risk exit (expiration) and ensures trades are only taken if the risk/reward (payout) meets a minimum threshold.
- Total Power Indicator (confirmation) — Provides the necessary secondary confirmation that one side (Bulls or Bears) has achieved statistical dominance over the lookback period.
Known failure conditions
- Price remains within Keltner Channels for extended periods (low volatility), causing RSI to oscillate around 50.
- Total Power Bull/Bear values remain balanced (<10% difference) despite price movement.
- The 'sideways' array logic returns a constant value, indicating a failure to detect trend/range transitions.
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