Experimental Map-Structure Pullback System

Family: pullback · Regime: trending · Complexity: medium · Asset classes: FX, Equities, Crypto · Timeframes: H1, H4, D1

Thesis

Market trends are rarely linear; they consist of expansion and consolidation phases. By identifying 'Consolidation Boxes', we can quantify the current volatility range. An RSI exhaustion signal occurring inside a trending Box suggests a high-probability mean-reversion move toward the Box's opposite boundary or beyond, until MACD momentum indicates the correction has exhausted. The edge lies in using the Boxline to define an objective 'failure point' for the mean-reversion hypothesis.

Components

• Unsupported Map Template (regime) — Acts as a state-persistence check; if the map reference is 'na' or the data structure fails to initialize, the strategy assumes a 'broken' market regime and halts operations.
• Unsupported table.new modes (direction) — Uses the raw price plot (close) to determine the primary directional bias via a simple N-period price slope or comparison.
• Relative Strength Index (RSI) (entry) — Identifies localized momentum exhaustion (oversold/overbought) to trigger entries on pullbacks.
• MACD (exit) — Provides a secondary momentum confirmation for exits, ensuring positions are closed when the trend momentum shifts or histogram decays.
• Boxline (Consolidation Zones) (risk) — Defines the physical boundaries of the current volatility regime; used for dynamic stop-loss placement and position sizing.

Known failure conditions

• Price breaches the Boxline 'top' or 'bottom' immediately after RSI signal, indicating a breakout rather than a reversal.
• RSI remains in extreme zones (>70 or <30) for more than 20 bars without a MACD signal cross.
• The Map data structure fails to store the state (runtime error), indicating a loss of script synchronization.

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