Recursive Macro-Structural Trend Hybrid

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

Thesis

Significant price trends are driven by institutional flow and macro-economic stability. By filtering for low 'chart noise' (measured via label density) and low systemic risk (Macro Risk Dashboard), we can identify windows where momentum (Stochastic) and highly smoothed trends (Recursive MA) represent sustainable participation rather than retail-driven noise.

Components

• Unsupported array abs label method (regime) — Used as a 'complexity regime' filter; assumes that high chart label density (from fractals/alerts) correlates with range-bound exhaustion, while low density indicates clean trend development.
• Best Volume Trend Expert (direction) — Provides the structural trend bias using MACD alignment and fractal highs/lows within institutional trading hours.
• Recursive Moving Average Unlimited (entry) — The composite trigger provides a hyper-smoothed signal line that filters out micro-volatility better than a standard EMA, serving as the final entry trigger.
• Average True Range (ATR) (exit) — Used to define the take-profit target as a multiple of recent price volatility.
• SuperTrend (risk) — Provides a dynamic, volatility-adjusted trailing stop and defines the 'risk-off' point for the trade.
• Stochastic Oscillator (confirmation) — Ensures that entry occurs during a momentum surge in the direction of the trend, preventing entries into overextended moves.
• Macro Risk Dashboard v8.2 (volatility_filter) — Acts as a global circuit breaker; prevents entering new trend positions when cross-market stress (volatility/liquidity) is in the upper percentiles.

Known failure conditions

• Macro Risk Dashboard stays in top decile for >10 days while price trends (indicates a decoupling of macro risk and price action).
• Recursive MA iterations cause >5% price overshoot during mean reversion phases.
• Zero trades triggered due to the 'label density' filter being too restrictive in high-volatility environments.

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