TLB-RCI Structural Trend Composite

Family: trend_following · Regime: trending · Complexity: high · Asset classes: Synthetic Indices (Boom/Crash), FX Majors, Crypto/BTC · Timeframes: H1, H4, M15 (for Synthetics)

Thesis

Market trends are best captured when structural shifts (TLB) align with statistical momentum cycles (RCI) and are entered during volatility expansions that are not yet exhausted (Bollinger Bands). By filtering 'noisy' price action and focusing on order-flow-driven pivot zones (KOLA), the strategy identifies high-probability continuation points in a trend.

Components

• Three-Line Break (TLB) with MA (regime) — Filters micro-noise to define the primary trend regime; only trades in the direction of the TLB trend.
• EMA with Switch-Based Length Reassignment (direction) — Provides ultra-fast micro-momentum direction; ensures immediate price movement aligns with the entry.
• GOM KOLA SIDO — Full Integration (entry) — Identifies specific volatility-adjusted entry triggers via Supertrend flips or KOLA pivot touches.
• Ichimoku Kinko Hyo (exit) — Uses the Kijun-sen (base line) as a trailing structural exit to lock in trend-following gains.
• Average True Range (Standard MQ4) (risk) — Used for volatility-adjusted stop losses and position sizing.
• Rank Correlation Index (confirmation) — Ensures momentum is not exhausted (overbought/oversold) and is currently cycling in the trade direction.
• Bollinger Bands (Standard) (volatility_filter) — Prevents entries during low-volatility 'squeezes' or at extreme standard deviation extensions.

Known failure conditions

• TLB fails to transition during long periods of range-bound price action, leading to whip-saw.
• RCI stays pinned at extremes (>90 or <-90) while price continues to trend, leading to missed entries.
• KOLA levels lag significantly during news-driven spikes.

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