VHF-Force Gravity Trend System

Family: trend_following · Regime: trending · Complexity: medium · Asset classes: Equities, Spot Gold (XAUUSD), Major Indices · Timeframes: H1, H4, D1

Thesis

Asset price trends are most sustainable when supported by broad-based currency strength and high volume-weighted momentum. By filtering for trending regimes (VHF) and entering on volatility breakouts (Keltner), we capture the 'meat' of the move, while the Ehlers Center of Gravity identifies the mathematical point of cycle exhaustion to exit before the inevitable mean reversion. The 'Close > 2' constraint focuses the strategy on higher-value instruments where institutional volume is more impactful.

Components

• Vertical Horizontal Filter (VHF) (regime) — Acts as a regime filter to ensure the market is in a trending state rather than a range-bound congestion phase.
• Force Index (NNFX Variant) (direction) — Provides direction by combining price change with tick volume, filtering out low-conviction price moves.
• Plotshape Test Indicator (entry) — Used as the final trigger for execution; its hardcoded price threshold (Close > 2) limits the strategy to high-nominal value assets.
• Ehlers Center of Gravity (CG) (exit) — Identifies the turning point of the current price cycle to exit before a significant mean-reversion move occurs.
• ATR SL Finder (risk) — Provides dynamic volatility-adjusted stops and defines the initial risk for position sizing.
• Darwinex Labs Currency Index (confirmation) — Confirms that the asset's underlying base currency is showing broad-based strength relative to a basket.
• Keltner Channels (volatility_filter) — Acts as a volatility breakout filter, ensuring entry only when price momentum pierces the expected volatility envelope.

Known failure conditions

• Prolonged periods where VHF remains below 0.30, indicating a permanent shift to range-bound behavior.
• Assets with nominal prices below 2.0 (e.g., penny stocks) where the Plotshape indicator cannot trigger.
• High correlation between the chosen asset and the Darwinex Index currency resulting in redundant signals.

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).