Ribbon-Sweep Rank Confluence System

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

Thesis

The strategy hypothesizes that market trends are best entered during short-term cycle exhaustion (RCI) after a session-specific liquidity grab (Daily Sweep) has cleared 'weak hands'. By combining institutional regime filters (MA Ribbon) with a multi-factor confluence exit (IAE), the strategy aims to capture the 'meat' of the move while protecting capital at structural pivots.

Components

• Moving Average Ribbon (chingc) (regime) — Establishes the macro-regime to ensure trades align with institutional flow.
• t_ma (Smoothed LWMA) (direction) — Determines the immediate tactical trend direction via double-smoothed LWMAs.
• Rank Correlation Index (entry) — Identifies cycle exhaustion and timing for entries within the broader trend.
• IAE — Technical Confluence Score (exit) — Provides a multi-modal score to determine when confluence is decaying for exits.
• The Daily Sweep (risk) — Uses NY session liquidity sweeps and bias for stop placement and position validity.
• Stochastic Oscillator (confirmation) — Filters entries by requiring momentum to align with the RCI cycle signal.
• ATR Heiken Ashi (volatility_filter) — Ensures market volatility is sufficient to overcome spreads and transaction costs.

Known failure conditions

• Prolonged sideways consolidation where ATR Heiken Ashi stays below threshold but RCI continues to oscillate.
• Liquidity sweeps in 'The Daily Sweep' that fail to see immediate FVG follow-through, indicating a trend breakdown.
• IAE score staying above 50 while price actively drops, indicating a failure in the composite scoring logic.

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