The Order Flow MTF strategy is VECTRA's most advanced and recommended strategy. It combines Multi-Timeframe Analysis, Premium/Discount Zones, Fair Value Gaps, CVD Divergence, Market Structure detection, full Regime Adaptation, Correlation Awareness, and Order Flow Imbalance into a single, highly-selective signal generator.
Category: Multi-Timeframe Order Flow
Timeframe: Triple (HTF + MTF + LTF)
Best Regime: All (regime-adaptive)
Typical Hold Time: 1-4 hours
Min Confidence: 0.70-0.78 (preset-dependent)
Timeframe Presets
Preset
HTF
MTF
LTF
Typical Hold
Best For
Low-frequency, high-confidence
Strategy Parameter Presets
Preset
Min Confluences
Min Confidence
SL Mult
TP Mult
ADX Range
Multi-Timeframe Analysis Flow
Higher Timeframe (HTF) Analysis
EMA alignment (20/50/200) for trend direction
Market Structure (HH/HL = bullish, LH/LL = bearish)
ADX for trend strength measurement
RSI for extreme exhaustion detection
Lower Timeframe (LTF) Signal Generation
The LTF analysis gathers up to 10+ independent confluences:
Premium/Discount Zone
Is price in the favorable zone for the trade direction?
Is there an unfilled gap confirming the setup?
Market Structure
Is structure aligned with the trade direction?
Does the higher timeframe confirm or contradict?
Volume Expansion
Is volume above average, confirming interest?
Is the pullback to a meaningful Fibonacci level (0.382)?
Fibonacci Golden Pocket
Is price in the 0.618 golden pocket zone?
Order Flow Imbalance
Is the flow favoring the trade direction?
Is there a divergence confirming reversal potential?
Liquidity Sweep
Has a sweep occurred and held, showing structural strength?
Confidence Scoring Model
The Order Flow MTF strategy uses a sophisticated sigmoid-based confidence model that replaced the earlier multiplicative approach.
Sigmoid Parameters:
Midpoint: 5.0 confluences (center of the curve)
Steepness: 0.5 (controls spread of scores)
Pre-clamp: 0.85 (prevents early saturation)
Final cap: 0.95 (maximum possible confidence)
Regime-Indexed Weights — The weight of each confluence type changes based on the detected market regime. For example, in a Strong Trend, structure alignment gets ×1.15 boost while in Ranging markets, FVG zones get ×1.15.
RSI Regime Thresholds — Overbought/oversold levels adapt to regime:
Strong Trend: 85/15 (momentum can sustain extreme RSI)
Ranging: 72/28 (mean reversion kicks in earlier)
Volatile: 75/25 (slightly tighter)
Correlation Awareness
Before executing a trade, the strategy checks:
Cross-asset correlation with existing positions
Sector exposure (L1, L2, DeFi, Meme sectors)
Same-symbol opposite-direction hedge prevention (Hyperliquid uses net positioning)
Maximum portfolio gross exposure
Adaptive Learning
The strategy maintains per-symbol trade history and calculates adaptive adjustments based on recent performance. If a particular symbol has been producing losses, the confidence requirement tightens automatically. If it has been profitable, it stays at default.
Kelly Criterion Sizing
When sufficient trade history is available, the strategy calculates the optimal Kelly fraction for position sizing, capped at half-Kelly for safety.
Integration Points
Tier 2 Quality Enhancement — Signal quality scoring layer
Tier 4 Advanced Analyzers — News sentiment, volume profile, smart money flow
Microstructure Analysis — Spread, depth, and liquidity assessment
Coinglass Intelligence — OI, Funding, LSR, Liquidation data