Recursive Cycle Inertia Strategy

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

Thesis

Market trends exhibit recursive inertia where smoothed direction persists, but entries are optimized by identifying cyclical balance points (Center of Gravity) when price deviates from this inertia in a high-volatility environment. Efficiency is gained by using alpha-weighted structural levels for risk instead of arbitrary pips.

Components

• window-expression-state-current-v6-44 (regime) — Acts as a technical heartbeat; ensures the execution environment is stable and state is persisting before allowing orders.
• Recursive Moving Average Unlimited (direction) — The high iteration count (N=20) filters out noise to establish a 'macro' trend direction that is less susceptible to single-bar outliers.
• Ehlers Center of Gravity (CG) (entry) — Identifies the turning point within the recursive trend by finding the price balance point, signaling cyclical exhaustion.
• TSI Convergence Divergence (TSI_CD) (exit) — Uses double-smoothed momentum to identify the earliest sign of trend decay for exit before the recursive MA reacts.
• GAS Price Levels (risk) — Provides structural support/resistance levels derived from alpha-weighted factors for stop-loss placement.
• Kijun Sen Envelope (volatility_filter) — Filters out low-volatility regimes where price is hugging the median, ensuring trades only occur during expansion.

Known failure conditions

• TSI_CD fails to load due to missing TSIs.mq5 dependency.
• Price remains trapped within the Kijun Sen Envelope for >100 bars (volatility collapse).
• Recursive MA 'overshoots' price significantly, leading to stop-outs before trend confirmation.

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