Intraday Delta, POC Clusters, and Swing-Failure Pattern Strategy

Summary

This strategy combines intrabar volume estimates, price-level delta displays, clustered points of control, and swing-failure-pattern entries. It classifies lower-timeframe volume as buying or selling based on whether each close is above or below the preceding close, assigning half to each side when unchanged. The price at the midpoint of the highest-volume lower-timeframe bar is recorded as a POC estimate; nearby repeated estimates with matching delta direction can form chart zones. Entries use a swing failure, optionally filtered by an EMA trend condition and trading sessions, with configurable percentage stops, targets, and trailing exits.

Key ideas

• Lower-timeframe volume is assigned to buying or selling based on close-to-close direction, making delta an estimate rather than direct aggressor-side data.
• The POC estimate uses the midpoint of the lower-timeframe bar with the largest volume.
• Repeated nearby POC estimates with matching delta direction are used to draw cluster zones.
• Swing failures trigger entries, with optional session filters and an EMA trend filter.
• The document gives no performance results; its signal request uses lookahead enabled, so historical signal behavior may not reflect information available in real time.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.