EVZ-Filtered Ghost Node Continuation

Family: pullback · Regime: trending · Complexity: high · Asset classes: EUR/USD (FX) · Timeframes: H1, H4

Thesis

EUR/USD trends are most reliable when external sentiment (EVZ) is calm and price is supported by significant historical volume nodes (Supply/Demand). By entering at these nodes using a momentum confirmation (CCI) within a regression-defined trend (Ghost Channels), we can capture high-probability continuation moves with volatility-adjusted risk.

Components

• Unsupported array sort_indices bool namespace (regime) — Serves as a 'data integrity' or 'market structure consistency' check; if the boolean sort operation fails or returns non-sequential indices for price action blocks, the regime is considered too fragmented to trade.
• Ghost Channels [mph1nance] (direction) — Establishes the primary trend direction and defines the 'fair value' corridor using regression slope and fit quality (R2).
• Dynamic Supply and Demand Zones [AlgoAlpha] (entry) — Identifies specific liquidity pockets (Low Volume Nodes) where price is likely to find support/resistance within the Ghost Channel.
• HiLo Activator (Pandini Version) (exit) — Acts as a trend-following trailing exit to capture the meat of the move once price leaves the supply/demand zone.
• Chandelier Exit (risk) — Provides a volatility-adjusted hard stop-loss and determines position sizing based on ATR.
• Commodity Channel Index (CCI) (confirmation) — Confirms momentum shift when price exits a demand or supply zone to prevent 'catching a falling knife'.
• Euro FX VIX (EVZ) Data Loader (volatility_filter) — Filters out trades during periods of extreme external volatility or institutional fear in the EUR/USD pair.

Known failure conditions

• EVZ data file becomes unavailable or fails to update.
• Ghost Channel R2 Fit Quality falls below 0.3, indicating a non-trending/chaotic market.
• Supply/Demand zones span >50% of the Ghost Channel width, negating the risk/reward profile.

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