Institutional Intensity EVZ Momentum Flux

Family: hybrid · Regime: trending · Complexity: high · Asset classes: EUR/USD, EUR-crosses · Timeframes: M15, H1

Thesis

Institutional accumulation (captured by III) precedes sustained momentum in EUR/USD, provided that the move is not high-frequency noise (filtered by RSX) and occurs within an environment of sufficient implied volatility (EVZ). By using ATR-based Fibonacci extensions for profit taking, we capture moves during their high-velocity phase before mean-reversion exhaustion.

Components

• Unsupported Map Test Script (regime) — Serves as a structural 'System Sanity Check'; if the runtime environment handles map references poorly, the logic serves as a circuit breaker for the execution engine.
• Intraday Intensity Index (III) (direction) — Determines the directional bias by measuring institutional accumulation/distribution based on the close's position relative to the daily range.
• MACD (entry) — Provides the final execution trigger via histogram momentum and signal line crossovers.
• ATR Fib (exit) — Establishes take-profit targets and exhaustion levels based on symmetrical Fibonacci extensions of the session range.
• Euro FX VIX (EVZ) Data Loader (risk) — Uses external 30-day implied volatility data to determine if the volatility environment is conducive to momentum (high EVZ) or mean reversion.
• Corrected RSX (confirmation) — Filters out noise from standard RSI/Momentum indicators using a noise-reduction layer to confirm the trend.
• TMA Risk Panel (volatility_filter) — Calculates lot size based on account equity and ATR-derived stop loss distance.

Known failure conditions

• EVZ external data file (EVZ_Data.txt) is missing or outdated.
• Runtime error triggered by the Map Test Script due to null reference.
• Market remains in a low-volume consolidation where III stays near zero.

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