SAK-Ichimoku Volumatic Cycle Hunter

Family: hybrid · Regime: trending · Complexity: medium · Asset classes: FX, Indices, Crypto · Timeframes: H1, H4, D1

Thesis

Market price movement is composed of cyclical components and structural trends. By using a BandPass filter (SAK) to isolate cyclical energy and Ichimoku to confirm trend alignment, we enter at the confluence of cycle and trend. Volumatic levels provide a 'fair price' anchor, allowing us to risk capital only when price is supported by significant historical volume, thereby increasing the probability that support/resistance will hold.

Components

• Swiss Army Knife Indicator (SAK) (regime) — Provides a cyclical regime filter; BandPass mode identifies periods of dominant cycle momentum vs. noise.
• FakeCandle (direction) — Filters out price noise and provides a 'true' price structure bias for direction.
• Ichimoku Kinko Hyo (entry) — Primary entry trigger using the Tenkan/Kijun cross confirmed by Cloud position for multi-timeframe trend alignment.
• Chandelier Exit (exit) — A dynamic volatility-based trailing stop that protects capital during trend exhaustion.
• Volumatic Support/Resistance Levels [BigBeluga] (risk) — Determines stop-loss placement and position sizing based on high-volume liquidity zones.
• Average True Range (ATR) (volatility_filter) — Ensures the market has sufficient 'meat' to move (volatility filter) and provides a baseline for distance calculations.

Known failure conditions

• Price enters a prolonged low-volatility 'flat' regime where ATR stays below the 20th percentile.
• SAK BandPass output becomes stationary near zero for extended periods, indicating a lack of cyclical dominance.
• Repeated failure of Volumatic S/R levels to hold, suggesting a regime where volume is not predictive of price reversals.

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