Gator-Fisher Volume Trend System

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

Thesis

Market trends are most sustainable when price momentum (Fisher) is backed by rising relative volume (VPCI) and structural trend intensity (TII) following a period of low-volatility consolidation (Gator). By entering only when these conditions align and exiting via an accelerating volatility stop (PSAR), the strategy captures the 'meat' of the trend while filtering out noise.

Components

• Gator Oscillator (regime) — Identifies transition from 'Sleeping' (low vol) to 'Awakening/Eating' (high vol/trend) cycles.
• UTBot Alerts (direction) — Provides the core trend bias using an ATR-based trailing stop to filter noise.
• Fisher Transform (EarnForex) (entry) — Normalized momentum trigger; identifies cycle turning points within the broader trend.
• Volume Price Confirmation Indicator (VPCI) (exit) — Detects volume-price divergence to signal when a trend is losing institutional backing.
• Parabolic SAR (risk) — Provides a non-discretionary trailing stop that accelerates with trend maturity.
• Trend Intensity Index (TII) (confirmation) — Confirms the structural strength of the trend relative to a long-term average.
• MA-Candlesticks (volatility_filter) — Smoothes price action to prevent premature entry on minor intraday volatility.

Known failure conditions

• Gator Oscillator remains in 'Sleeping' phase (small dual-sided bars) for >50% of the lookback period, leading to signal starvation.
• Price remains bound within the Parabolic SAR and UTBot Trail for extended periods, causing frequent stop-outs.
• VPCI oscillates around zero with low amplitude, indicating a lack of volume-driven conviction.

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