Fisher-Phase Pivot Mean Reversion

Family: mean_reversion · Regime: ranging · Complexity: medium · Asset classes: FX, Indices, Commodities · Timeframes: M15, H1

Thesis

The hypothesis is that intraday price action tends to respect the previous day's high/low boundaries unless a significant fundamental shift occurs; specifically, when price approaches Pivot S1/R1 levels within this range, a momentum shift (detected by Solar Wind) provides a high-probability mean-reversion entry toward the Bollinger Band mean.

Components

• Daily High Low MTF (regime) — Defines the structural range (Daily Low/High) to ensure we are trading near the extremes of the previous day's value area.
• Solar Wind NRP (MQL5) (direction) — Filters for directional momentum using Fisher Transform logic to identify cyclical shifts within the range.
• Pivot Points (Classic) (entry) — Acts as the tactical trigger; seeking mean-reversion entries at S1/R1 levels within the daily structure.
• Bollinger Bands (Standard) (exit) — Provides a volatility-adjusted exit target (Middle Band for conservative, Opposite Band for aggressive).
• Williams Fractals (risk) — Identifies structural pivot points for stop-loss placement, ensuring stops are logically placed behind recent swing points (accounting for 2-bar lag).
• ATR Stop Loss Finder (volatility_filter) — Ensures that the trade is only taken if current volatility is compressed enough to allow a favorable risk/reward ratio before hitting the BB exit.

Known failure conditions

• Solar Wind NRP remains in one state for >15 days (indicates a trending regime where mean reversion fails).
• Success rate drops below 40% when price is consistently trading outside the Daily High/Low MTF bounds.
• Average ATR increases by 300% in under 5 bars (volatility spike).

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