Recursive Fisher HiLo Trend Navigator

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

Thesis

Trend persistence can be exploited by waiting for a momentum normalization (Fisher Transform) to align with a multi-order smoothed trend (Recursive MA) within a structural regime (HiLo). By filtering for liquidity (Spread Monitor) and anchoring risk to market structure (Fibonacci), the strategy seeks to capture high-velocity trend legs while minimizing the impact of noise and slippage.

Components

• HiLo Activator 02 (regime) — Defines the macro 'staircase' trend. Only trades in the direction of the HLV switch to avoid counter-trend traps.
• Dynamic EMA with Box Method Selector (direction) — Acts as a fast trend filter to ensure immediate price action alignment with the macro regime.
• Fisher Transform (EarnForex) (entry) — Uses the normalized distribution of price to identify the exact moment momentum shifts back in favor of the trend.
• Relative Strength Index (with timeframe) (exit) — Signals trade exhaustion when momentum reaches overbought/oversold extremes relative to the recent range.
• Auto Fibonacci (risk) — Provides structural support/resistance levels to anchor stop losses and define risk parameters.
• Recursive Moving Average Unlimited (confirmation) — The composite trigger acts as a high-order smoothing filter to confirm that the entry signal isn't just a low-volatility tick.
• Spread Monitor (Tick-Level) (volatility_filter) — Ensures execution only occurs during periods of sufficient liquidity to avoid excessive slippage on momentum entries.

Known failure conditions

• Consistent failure of Fisher Transform to return from extremes (trending into infinity).
• Recursive MA 'overshoot' resulting in stop outs before the smoothing catches up to price.
• Regime HLV flipping more than 3 times within 20 candles (sideways market).

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