EVZ-Fourier Harmonic Cycle Hybrid
Family: hybrid · Regime: ranging · Complexity: high · Asset classes: EUR/USD FX · Timeframes: 1H, 4H
Thesis
EUR/USD price action exhibits cyclical harmonics that are most tradable when implied volatility (EVZ) is low/stable. By identifying the first three harmonics via Ehlers FSI and confirming the 'turn' with synthetic volume delta (Footmap) and Fisher-transformed momentum (Solar Wind), we can enter at the start of a new cyclical swing while avoiding the 'broken' stochastic regimes identified by diagnostic units.
Components
- V54 stoch-independent-bound-holes (regime) — Acts as a regime health check; ensures the stochastic momentum is within 'operable' bounds (20-80) and free of calculation anomalies.
- Footmap – Heat & Volume [v1] (direction) — Confirms cyclical turns with synthetic buy/sell pressure, ensuring volume delta supports the harmonic shift.
- Ehlers Fourier Series Indicator (FSI) (entry) — Triggers entries based on the reconstruction of the first three harmonics, capturing the core cyclical rotation.
- MACD (exit) — Provides a trend-momentum based exit to capture the meat of the swing before cyclical decay.
- ATR SL Finder (risk) — Provides volatility-adjusted stops and defines the risk unit for position sizing.
- Solar Wind NRP (MQL5) (confirmation) — Provides a secondary momentum confirmation using Fisher-transformed price data to filter out cycle noise.
- Euro FX VIX (EVZ) Data Loader (volatility_filter) — Filters out periods of extreme implied volatility where cyclical models typically fail due to parabolic price expansion.
Known failure conditions
- Implied Volatility (EVZ) remains consistently above its 20-period SMA for extended periods.
- Price enters a strong parabolic trend where Fourier harmonics (FSI) continuously lag the price expansion.
- Synthetic Delta from Footmap shows persistent divergence from price action (high volume but no movement).
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