Aggregated FXTSI Structural Trend Strategy

Family: hybrid · Regime: trending · Complexity: medium · Asset classes: Forex (Major/Minor Pairs) · Timeframes: H1, H4

Thesis

Directional edge exists when an individual currency pair's local trend (HiLo Activator) is corroborated by a broad-market relative strength ranking (FXTSI). By entering on DI-crossover cooling-off periods (ADX INGM), the strategy bets that the prevailing macro trend will resume, with exits triggered only when price structure fundamentally shifts (ZigZag reversal).

Components

• HiLo Activator 02 (regime) — Determines the primary trend regime by creating a volatility-based channel; price must be outside this 'staircase' to confirm momentum.
• Forex True Strength Index (FXTSI) (direction) — Aggregates momentum across 28 pairs to ensure the specific pair's move is supported by underlying currency strength/weakness rather than idiosyncratic noise.
• ADX Crossing INGM (entry) — Provides the specific entry trigger based on DI crossovers; note the internal logical inversion where +DI crossing below -DI is used for Longs (potential mean-reversion within a trend).
• ZigZag Color (Classic) (exit) — Identifies structural trend shifts; a change in the color of the ZigZag leg indicates a reversal of the current swing.
• TMA Risk Panel (risk) — Standardizes risk across different volatility regimes using ATR-based stops and percentage-based equity sizing.

Known failure conditions

• Aggregated FXTSI readings converge to zero across all majors (period of global low volatility).
• ADX Crossing INGM triggers frequently without HiLo staircase breaks (high-frequency whipsaw).
• ZigZag color changes occur within 3 bars of entry (immediate structural failure).

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