Trepidity Order Block Expansion Strategy

Family: breakout · Regime: trending · Complexity: high · Asset classes: Equities, Indices, FX · Timeframes: 5m, 15m

Thesis

Market 'Smart Money' often reveals intent within the first 30 minutes of trade; when price expands beyond the previous day's high and the initial opening range extension while ADX trend strength is high, there is a structural likelihood of institutional trend continuation. The Order Block acts as a 'protection' zone where liquidity was previously injected.

Components

• Trepidity Opening Range with Extensions (regime) — Defines the session boundary and volatility-based targets to filter for expansion regimes.
• Chandelier Exit (direction) — Provides the primary trend direction filter using volatility-adjusted trailing logic.
• DEMA 200 & ADX Combined HUD (entry) — Uses momentum strength (ADX) and fast-reacting trend (DEMA) to trigger entries.
• HiLo Activator (Gann Style) (exit) — Acts as the trend-following exit trigger when short-term momentum shifts against the position.
• GAS Price Levels (risk) — Uses Alpha-weighted volatility factors to set dynamic stop-loss levels.
• Sonarlab - Order Blocks (confirmation) — Confirms entries occur within areas of institutional supply/demand (OB zones).
• Daily High Low MTF (volatility_filter) — Ensures the strategy only operates when price is outside previous day's extremes to avoid inside-day chop.

Known failure conditions

• Price remains trapped between the Previous Day High and Low for >70% of the session.
• Opening Range Extensions are breached but price fails to hold the extension level for more than 3 bars (failing expansion).

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