Recursive Vol-Compression Cycle Trader

Family: hybrid · Regime: trending · Complexity: high · Asset classes: EUR/USD FX · Timeframes: H1, M15

Thesis

Sustainable trends in EUR/USD are born from low-volatility accumulation phases. By using EVZ to filter for implied volatility compression and A/D to confirm volume-backed accumulation, we can use Recursive Moving Averages to capture the inertia of the resulting breakout. The edge exists because price often 'overshoots' its fundamental value during cyclical transitions, which is captured by the Fisher Transform (Solar Wind) and exited via the DSP cycle component.

Components

• MQL5 Structural Sample Logger (regime) — Used as a data-integrity gate; ensures the OnCalculate loop is active and data is synchronized before signals are processed.
• Accumulation/Distribution (A/D) (direction) — Provides directional bias by identifying money flow accumulation during price consolidation or divergences.
• Recursive Moving Average Unlimited (entry) — The high-iteration recursive smoothing identifies the primary trend inertia, providing the 'Composite Trigger' for entry.
• Ehlers Detrended Synthetic Price (DSP) (exit) — Extracts the cycle component to time exits when the trend's underlying cycle reaches a peak/trough.
• Legacy Trading Connector (OptionX) (risk) — Manages execution risk through fixed expiration times and manages the bridge to external liquidity/API execution.
• Solar Wind NRP (MQL5) (confirmation) — Fisher Transform-based confirmation that the current price cycle has transitioned into a favorable momentum phase.
• Euro FX VIX (EVZ) Data Loader (volatility_filter) — Filters for regimes where implied volatility is low or compressing, assuming trend breakouts are more sustainable after low-volatility periods.

Known failure conditions

• EVZ data file becomes unavailable or fails to update for > 24 hours.
• Prolonged periods of sideways price action where Recursive MA 'Composite Trigger' oscillates within a 2-pip range.
• The underlying broker payout drops below the 'use_payout_filter' threshold consistently.

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