Fisher-FVG Structural Continuity Strategy

Family: hybrid · Regime: trending · Complexity: high · Asset classes: FX, Equities, Crypto · Timeframes: H1, H4

Thesis

Markets move in cycles (Solar Wind) but leave structural imbalances (Fair Value Gaps) during high-velocity moves. A trade edge exists by waiting for a retracement into these gaps ONLY when volatility is stable (MAPE) and point-level momentum (UDF Regime) is persistent, targeting a return to the cycle's volatility extremes (Bollinger Bands).

Components

• Imported UDT typed UDF params Test (regime) — Acts as a 'Directional Persistence' regime filter by measuring the delta between point-based Close values.
• Solar Wind NRP (MQL5) (direction) — Uses the Fisher Transform to identify the dominant cyclical direction, providing the 'bias' for the trade.
• ICT + FVG + RSI V1.2.12 (entry) — Identifies liquidity voids (FVGs) as entry triggers once the price retraces into the gap during a confirmed trend.
• Bollinger Bands (Standard) (exit) — Provides a volatility-adjusted target; exiting at the opposite band assumes a mean-reversion exhaustion after the impulse.
• ATR SL Finder (risk) — Ensures stop losses are placed outside of local noise based on current volatility.
• Mean Absolute Percentage Error (MAPE) (volatility_filter) — Filters out periods of 'Exhaustion Volatility' where price deviates too far from its rolling average (high MAPE), preventing late entries.

Known failure conditions

• Solar Wind flips direction frequently in tight ranges (whipsaw).
• Fair Value Gaps are consistently blown through without reaction, indicating a regime shift away from ICT-based liquidity behavior.
• MAPE remains consistently above the threshold, suggesting a permanent increase in asset volatility that makes the 20-period BB target unreachable.

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