Trend Authenticity (RWI) + Volume Energy (OBV) Confirmation System
TrueFlow only opens a position when two independent signals agree: a statistical "is this move real or just random wandering" reading (Random Walk Index), and a volume-energy reading (On Balance Volume) confirming genuine buying or selling pressure behind the move. An ATR-based energy filter keeps the system out of dead, low-volatility sessions. Designed for H1 charts on instruments with reliable trade volume.
| Parameter | Default | Meaning |
|---|---|---|
| RWI_Period | 10 | Random Walk Index lookback bars |
| RWI_Threshold | 1.0 | Trend authenticity breakout level |
| OBV_MA_Period | 20 | OBV moving average period |
| ATR_Period / ATR_AvgPeriod | 14 / 50 | ATR energy filter periods |
| ATR_MinRatio | 0.5 | Minimum ATR vs its own average |
| StopLossATRMult | 1.5x ATR | Stop loss distance |
| TakeProfitATRMult | 2.4x ATR | Take profit distance |
| RiskPercent | 1% | Risk per trade |
| MaxTradesPerDay | 10 | Daily trade cap |
Timeframe: H1 (M30-H4 also workable). Best fit: Index futures / US Stocks / Crypto (instruments with reliable real trade volume, since OBV needs genuine volume data). Simulated frequency check on synthetic H1 data: ~2.0 signal windows/day at default settings.