Visible Range Momentum Integrator

Family: breakout · Regime: trending · Complexity: medium · Asset classes: Equities, Forex, Crypto · Timeframes: H1, H4, D1

Thesis

Sustainable market trends are preceded by a 'triple-breakout' event: breaking a long-term lookback (Sherif Hilo), a visual consolidation boundary (Visible Range), and a volatility-adjusted envelope (Keltner). By requiring all three, we filter for high-momentum participation while using fractals to provide a local structural anchor for risk.

Components

• Price Line and Visible Range High-Low (regime) — Establishes the macro-boundary; entries are only valid when price breaks the immediate visual consolidation range.
• Sherif Hilo (direction) — Determines the primary trend bias using a high-low lookback channel to filter out counter-trend volatility spikes.
• Keltner Channels (entry) — Provides the specific breakout trigger when volatility expands beyond the EMA-based envelope.
• Chandelier Exit (exit) — A dynamic trailing stop that hangs from trade-duration extremes to capture trend extension while protecting profits.
• FractalScanner (risk) — Defines the technical stop-loss level based on the most recent swing high/low, anchoring risk to local structure.
• Local non-scalar UDT typed-na history diagnostic (confirmation) — Serves as a data-integrity gatekeeper to ensure historical data arrays for non-scalar structures are populated before execution.

Known failure conditions

• Price remains trapped within the Visible Range for more than 50 bars.
• Sherif Hilo state toggles more than 3 times in 10 bars (high-whipsaw regime).
• Diagnostic check fails due to 'na' values in historical UDT lookbacks.

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).