Rank-Volume Trend Harmonizer

Family: trend_following · Regime: trending · Complexity: medium · Asset classes: FX, Equities, Indices · Timeframes: H1, H4

Thesis

Market trends are most tradable when price momentum (HA), volume conviction (MFI), and time-cycle maturity (RCI) align. By entering on a fast stochastic pullback within this alignment, we capture the 'acceleration phase' of a trend while avoiding the exhaustion phase where RCI is pinned.

Components

• Rank Correlation Index (regime) — Used as a regime filter to ensure the market cycle is not over-extended before entering, avoiding entries at the end of a move.
• Heikin-Ashi Candles (direction) — Provides the core trend direction by filtering price noise; prevents trading against the immediate momentum.
• Stochastic Oscillator (ta.stoch) (entry) — Acts as a mean-reversion trigger within the trend, identifying local pullbacks.
• Connect MACD (Azullian) (exit) — Used as the primary exit signal to capture the meat of the trend before a full reversal occurs.
• iExposure (risk) — Manages total portfolio risk and net exposure to prevent over-leveraging across correlated assets.
• Money Flow Index (MFI) (confirmation) — Confirms that price movement is backed by volume-weighted momentum, reducing the risk of low-liquidity fakeouts.

Known failure conditions

• The strategy fails if Heikin-Ashi trend persistence drops below a 3-candle average (choppy regime).
• The strategy fails if RCI remains pinned at extremes (>90 or <-90) for more than 50 bars, indicating a parabolic move where mean-reversion logic is invalid.

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