RSX Quality Efficiency Trend-Follower

Family: trend_following · Regime: trending · Complexity: medium · Asset classes: FX, Equities, Commodities · Timeframes: M15, H1

Thesis

Market trends represent periods of information inefficiency where price moves away from its mean. This inefficiency can be detected by MAPE (measuring the error between price and its model). By combining this with Jurik-smoothed 'high quality' momentum and ensuring multi-symbol alignment via a dashboard, we can enter trends during their most powerful acceleration phases while using structural support/resistance (Q-Levels) to manage risk more effectively than standard volatility stops.

Components

• ProfitRobots Dashboard Template (regime) — Provides the macro-regime filter ensuring that we only trade in the direction of the dominant H1 trend across correlated pairs.
• Corrected RSX (direction) — Filters out market noise using the Corrected MA logic to provide a stable mid-term directional bias.
• Relative Strength Quality Index (RSX) (entry) — Uses Jurik smoothing to provide low-lag entry signals based on momentum quality rather than just price level.
• SuperTrend (exit) — Acts as a trailing stop-loss and trend exhaustion exit, sensitive to volatility expansion.
• Q-Levels V2.2 (risk) — Uses structural market levels (gamma, support/resistance) for hard stop-loss placement and risk-to-reward calculation.
• Mean Absolute Percentage Error (MAPE) (volatility_filter) — Serves as a volatility/efficiency filter; high MAPE indicates price is deviating significantly from its baseline (EMA), suggesting a trending state.

Known failure conditions

• MAPE stays below 0.05% for extended periods, indicating a 'dead' or perfectly efficient market.
• Q-Level data becomes stale due to lack of manual updates, leading to stops being placed at irrelevant price points.
• H1 dashboard shows conflicting signals across major pairs (low correlation regime).

Explore the full interactive blueprint, parameter ranges and evidence on WOBR StrategyVerse, or generate this strategy as an MT4/MT5 Expert Advisor with QuantMogul AI Engine.