Adaptive Structural Cycle Trend System

Family: trend_following · Regime: trending · Complexity: high · Asset classes: FX, Equities, Indices · Timeframes: H1, H4

Thesis

Market trends are most efficiently exploited when entries occur at the confluence of structural psychological levels (Point Based Grid), adaptive trend alignment (MultiKAMA), and the resumption of cyclical momentum (DSP) after a pullback. By using a zero-lag execution trigger (MCNMA), we capitalize on the 'break' back into the trend before the move is exhausted, using time-segmented volatility (TimeBlocks) to define hard risk boundaries.

Components

• Point Based Grid (regime) — Establishes structural 'nodes' where price liquidity is likely to cluster. Trades are only initiated when price is moving between or away from these fixed horizontal levels.
• MultiKAMA (TyphooN) (direction) — Provides the primary trend bias. The adaptive nature of KAMA filters out noise during low-efficiency periods, ensuring we only trade in established trends.
• McNicholl EMA (MCNMA) (entry) — Provides a low-lag trigger. By using six cascaded stages, it identifies local trend shifts faster than standard EMAs, allowing for entry at the start of a momentum burst.
• Qualitative Quantitative Estimation (QQE) (exit) — Used as a trailing exit and momentum exhaustion filter. A cross of the RSI_MA and the Trailing Level indicates a reversal of the short-term trend.
• TimeBlocks (Multifunctional Period Separator) (risk) — Determines risk boundaries based on time-segmented price action. High/Low boundaries of the current block serve as structural stops.
• Ehlers Detrended Synthetic Price (DSP) (confirmation) — Confirms that the entry is occurring at a cyclical low (for longs) or high (for shorts) relative to the trend, preventing buying at the 'top' of a trend extension.

Known failure conditions

• Price oscillates around a single Grid level for extended periods without reaching the next level.
• DSP shows no clear cyclicality (flatlining), indicating a non-trending/non-cyclical noise environment.
• Average True Range (ATR) falls below 50% of the Point Based Grid increment (InpP1).

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