Multi-Scale Imbalance & Cycle System

Family: hybrid · Regime: trending · Complexity: high · Asset classes: Forex, Indices, Equities · Timeframes: M15, M30, H1

Thesis

Market inefficiencies (Fair Value Gaps) represent institutional footprints that, when occurring during high-volatility session breakouts and aligned with multi-timeframe trend regimes, provide high-probability entry points. By using a median-based volatility measure for stops and a cyclic oscillator for exits, the strategy aims to capture trend impulses while minimizing exposure to the outliers and 'churn' that often defeat standard mean-based systems.

Components

• MA(x6) Multi-Timeframe Visualizer (regime) — Sets the macro regime; trades are only taken when price is on the correct side of the H4 and Daily trend projections.
• Bill Williams Alligator (direction) — Determines medium-term trend direction and ensures the 'awakening' phase of a trend rather than a late-stage entry.
• FVG Crosscheck (Python Definition) (entry) — Identifies price action inefficiencies (imbalances) as the specific execution trigger.
• Ehlers Center of Gravity (CG) (exit) — Identifies cycle exhaustion points to exit the trend before the mean-reversion phase begins.
• Median Absolute Error (risk) — Provides a robust, outlier-resistant volatility measure for setting stop losses.
• MACD (confirmation) — Confirms that the FVG entry is supported by increasing momentum in the intended direction.
• Brackets Indicator (volatility_filter) — Filters out low-volatility 'inside' price action; entries must occur outside the opening range bracket.

Known failure conditions

• Price consistently ignores FVG gaps (mitigation occurs immediately without trend continuation).
• Market enters a 'low volatility' regime where MdAE remains flat while price drifts sideways.
• Macro MAs (Daily/Weekly) are tightly clustered, indicating a lack of clear multi-timeframe trend.

Explore the full interactive blueprint, parameter ranges and evidence on WOBR StrategyVerse, or generate this strategy as an MT4/MT5 Expert Advisor with QuantMogul AI Engine.