TSI-Elder Temporal Momentum Alignment

Family: trend_following · Regime: trending · Complexity: medium · Asset classes: FX, Equities, Indices · Timeframes: M15, H1

Thesis

The strategy assumes that when multi-period momentum (MACD/Bulls Power) and short-term acceleration (TSI_CD) align during high-volatility periods (ADX), price is likely to continue in that direction until a shift in momentum (GoldenChart MACD) occurs. Behavioral edge comes from capturing the 'fat tail' of trend distributions while using time-block boundaries to define logical support/resistance levels for risk.

Components

• Indicator Sample (Template) (regime) — Acts as the 'Heartbeat' regime filter; by checking total bar count, it ensures the strategy only operates on sufficiently mature datasets/symbol histories to avoid initialization anomalies.
• Bulls Power (Elder Ray) (direction) — Determines the directional bias; requires the bulls to show strength (positive) for longs or bears to show dominance (implied negative) for shorts relative to the underlying EMA.
• TSI Convergence Divergence (TSI_CD) (entry) — Provides the specific entry trigger by identifying acceleration/deceleration in momentum through TSI histogram color shifts.
• GoldenChart MACD (exit) — Determines trade termination when the color-coded histogram shifts against the trade direction, signaling trend exhaustion.
• TimeBlocks (Multifunctional Period Separator) (risk) — Provides high/low boundaries of the current time block for stop loss placement and uses the VWAP balance to scale position sizing based on price deviation.
• Moving Average Convergence Divergence (MACD) (confirmation) — Acts as a secondary trend confirmation; ensures that the faster TSI momentum signal is aligned with a slower MACD trend cycle.
• Average Directional Index (volatility_filter) — Prevents entry during low-volatility or directionless 'theta-burn' periods where momentum indicators produce frequent whipsaws.

Known failure conditions

• ADX remains above 25 but TSI_CD and GoldenChart MACD show persistent divergence in opposite directions.
• Price consistently breaches TimeBlock high/low boundaries without initiating a sustained trend move.

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).