Cumulative Memory & Fractal Structure Hybrid
Family: hybrid · Regime: trending · Complexity: high · Asset classes: FX, Equities, Crypto · Timeframes: H1, H4, D1
Thesis
The strategy hypothesizes that market 'memory' increases over time, and price must maintain a cumulative historical bias (Dynamic EMA) to sustain a trend. Edge is found by entering during high-intensity momentum bursts (TDFI) that coincide with volume POC reclaims (WaveTrend), using fractal-based structural barriers to define risk, assuming that institutional liquidity sweeps (HTF Sweeps) provide the most reliable support/resistance zones.
Components
- Indicator Base Template (regime) — Provides the boilerplate environment and array management for multi-indicator integration in a production MQL environment.
- Unsupported const if expression reassignment qualifier (direction) — Acts as a 'cumulative memory' anchor; as the period grows with the bar index, it creates a hyper-smoothed baseline that price must respect to define the long-term trend direction.
- WaveTrend v3 [WavesUnchained] (entry) — Identifies high-probability entry points by combining CCI-based oscillators with volume POC reclaims and market structure alignment.
- Stochastic Oscillator (exit) — Provides a discrete momentum-based exit signal to capture profits before mean reversion occurs.
- Open Source Fractal Model (risk) — Uses identified HTF candle sweeps and Change in Sub-structure (CISD) levels to define hard stop-loss points and risk-adjusted position sizing.
- Trend Direction and Force Index (TDFI) (confirmation) — Filters out low-intensity price action using cubic momentum, ensuring entries only occur during high-conviction directional moves.
Known failure conditions
- Dynamic EMA length expansion causes calculation overflow or lag that renders the 'direction' filter unresponsive to multi-year price shifts.
- The 'HTF Sweep' logic in the Fractal Model creates stop-loss levels too far from entry, resulting in unfavorable R:R ratios.
- TDFI remains in the 'dead zone' during prolonged low-volatility trending markets, leading to missed opportunities.
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