Wave-Klinger Structural Weather Hybrid

Family: trend_following · Regime: trending · Complexity: high · Asset classes: Crypto, FX, Equities · Timeframes: 1H, 4H, 1D

Thesis

Market trends are most tradeable when price turbulence (measured by MA crossings) is low and institutional volume flow (KVO) aligns with structural price reclaims (WaveTrend POC). By using a structural framework (PiPi) for risk, we align exits with price infrastructure rather than arbitrary math.

Components

• window-expression-state-current-v6-44 (regime) — Used to monitor the integrity of multi-timeframe data requests and state persistence in complex security calls.
• WaveTrend v3 [WavesUnchained] (direction) — Provides the primary directional bias using a combination of oscillator extremes and volume-weighted market structure scores.
• Klinger Volume Oscillator (KVO) (entry) — Acts as the execution trigger by identifying shifts in volume flow that confirm price momentum.
• UT Bot Alerts (MQL5) (exit) — Provides a volatility-adjusted trailing stop to lock in profits and exit when the immediate trend breaks.
• PiPi (Price Infrastructure & Position Interface) (risk) — Defines the structural environment (Levels/Contexts) for calculating stop-loss placement and position sizing.
• Bears Power (confirmation) — Filters entries by ensuring the relationship between candle lows and the EMA supports the intended direction.
• Market Weather Price MA Cross (volatility_filter) — Filters out regimes of high turbulence (frequent MA crosses) where trend-following oscillators often fail.

Known failure conditions

• Market Weather count stays consistently above 20% of the lookback window, indicating permanent high-noise regime.
• WaveTrend score remains below 3.0 for extended periods while price trends, indicating POC reclamation is not driving the 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).