KedgeHaul
The idea: two different dimensions cross-check each other
🌊 Money Tide · Klinger Volume Oscillator
Blends volume with how hard price is being pushed into one oscillator that shows money flowing in or draining out. When it crosses up over its signal line money turns to the buy side; crossing down, to the sell side — that is the timing and the direction.
🧭 Big Current · Coppock Curve
Adds two rates of change over different look-backs, then weight-smooths them into a slow, long-line momentum read. Above zero = up-current, below zero = down-current. It answers one thing: which way is the whole ocean drifting right now.
One-line logic: the money tide flips (timing + direction) → the big current must point the same way → act only if both agree.
Entry / exit rules (plain talk)
| Up window | KVO crosses up over its signal and Coppock > 0 → join to the upside |
|---|---|
| Down window | KVO crosses down under its signal and Coppock < 0 → join to the downside |
| Protective line | 1.5 × ATR from entry |
| Target | reward-to-risk 1.6 (target distance = 1.6 × protective distance) |
| Sizing | 1% per window; one window at a time; max 10/day; watchdog on silence |
Parameters (defaults)
| Money-tide KVO | fast EMA 13 · slow EMA 21 · signal EMA 8 |
|---|---|
| Big-current Coppock | long ROC 24 · short ROC 18 · weighting 12 |
| ATR / risk | ATR 14 · SL 1.5×ATR · R:R 1.6 |
| Pace | ≤10/day · one window at a time · silence alert 3 days |
Frequency self-check
Replaying the entry logic on simulated H1 data: raw money-tide crosses ≈ 2.1/calendar-day; after the big-current same-sign filter trims ~35% and the one-window-at-a-time rule, about 1.2/calendar-day (≈1.7 per active day) — comfortably inside the healthy 1–10 band. Backtest 1–2 years of H1 in the strategy tester to confirm the trigger frequency first.