Laguerre-CCI Momentum Continuity System

Family: trend_following · Regime: trending · Complexity: medium · Asset classes: FX (Majors), Equities (High Volatility), Crypto (BTC/ETH) · Timeframes: H1, H4

Thesis

The strategy hypothesizes that market trends exhibit 'momentum persistence' after an initial volatility breakout (CCI > 100). By waiting for a refined, low-lag pullback signal (Laguerre RSI) while price is above a fast trendline (Dynamic EMA), we enter during a temporary price inefficiency before the larger trend resumes. This edge exists because human traders often overreact to minor pullbacks within a larger directional move, creating short-term liquidity that the algorithm captures.

Components

• Commodity Channel Index (CCI) (regime) — Establishes the volatility-momentum regime; trades are only taken when CCI is outside the +/- 100 range, indicating a strong trend bias.
• Dynamic EMA with Box Method Selector (direction) — Acts as a high-sensitivity immediate trend filter to ensure the current candle momentum aligns with the larger CCI regime.
• Laguerre RSI (entry) — Provides the specific entry trigger by identifying the end of a micro-pullback within the broader trend. Laguerre's smoothing reduces noise common in standard RSI.
• MACD Classic (3-Line) (exit) — Used for exit signaling; the MACD/Signal line crossover captures momentum exhaustion more reliably than price-only targets in trending regimes.
• GAS Price Levels (risk) — Uses the internal Bollinger Band component to provide volatility-adjusted stop-loss levels and dynamic structural support/resistance.

Known failure conditions

• CCI remains between -100 and 100 for extended periods (ranging market) causing zero signal generation.
• Laguerre RSI remains pinned at 0 or 1 during vertical price moves, preventing entry on the first leg of a trend.
• GAS Price Level volatility bands contract excessively, causing immediate stop-outs on minor noise.

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