Gann-Ehlers Diagnostic Cycle Trader

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

Thesis

Market momentum is fractal and cyclic; however, these cycles are only tradeable when aligned with the medium-term structural trend. By using a zero-lag Ehlers Center of Gravity to enter trades in the direction of the Gann HiLo trend, while filtering for 'clean' volatility using Heiken Ashi-based ATR, we can capture high-probability reversals. The Boxline provides a non-arbitrary risk boundary based on the most recent consolidation range.

Components

• Max Bars Back Function Contexts Test (regime) — Acts as a pre-flight execution gate; ensures the runtime environment has cached sufficient historical bars to calculate lagged Gann HiLo and Ehlers CG values accurately.
• HiLo Activator (Gann Style) (direction) — Determines the primary trend bias by comparing the close price to the moving average of previous highs/lows.
• Ehlers Center of Gravity (CG) (entry) — Identifies the 'balance point' of the price distribution to pinpoint cyclic reversals within the broader Gann trend.
• Relative Strength Quality Index (RSX) (exit) — Provides a noise-filtered momentum exit, closing positions when Jurik-smoothed RSI reaches extreme overbought/oversold levels.
• Boxline (Dynamic Range Breakout) (risk) — Establishes the hard stop-loss based on the boundaries of the most recent structural consolidation (the 'box').
• Local non-scalar UDT typed-na history diagnostic (confirmation) — Internal logic validator ensuring that the non-scalar data types (like RSX smoothing arrays) are not returning 'na' values before firing signals.
• ATR Heiken Ashi (volatility_filter) — Filters out low-volatility regimes where cyclic oscillators (CG) and trend followers (HiLo) are prone to horizontal whipsaws.

Known failure conditions

• Price enters a 'low-volatility drift' where ATR HA remains below its 50-period SMA for extended periods.
• Gann HiLo Activator flip-flops more than 3 times in 10 bars, indicating a lack of directional conviction.
• Max Bars Back Diagnostic fails to return a positive integer, indicating a broker/platform history gap.

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