Adaptive Cycle Momentum & Pivot Guard
Family: hybrid · Regime: trending · Complexity: high · Asset classes: FX, Equities, Crypto · Timeframes: 1H, 4H, Daily
Thesis
The strategy hypothesizes that market trends are driven by dominant cyclical frequencies that can be isolated using a Homodyne Discriminator. By synchronizing this adaptive momentum with broader MACD regimes and institutional pivot levels, we can enter trends as they accelerate and filter out the 'market noise' that typically causes fixed-period indicators to fail. The Constant Range Channel ensures that we only engage when volatility is sufficient to overcome the 'staircase' movement of low-liquidity phases.
Components
- Connect MACD (Azullian) (regime) — Establishes the macro momentum regime to ensure entries align with the broader trend direction.
- Supported indicator max boxes count (direction) — Used as a basic price-action filter, ensuring the current close is progressing in the direction of the trade (Price > Price[1]).
- Smoothed Adaptive Momentum (entry) — Provides the primary entry trigger by identifying momentum shifts tuned to the market's current dominant cycle.
- Chandelier Exit (Heiken Ashi) (exit) — Acts as a volatility-adjusted trailing stop-loss that accounts for Heiken Ashi smoothing to reduce noise.
- Pivot Point S&R with GMT Correction (risk) — Provides institutional floor levels for static stop-loss placement and determines the risk distance for position sizing.
- Constant Range Channel (volatility_filter) — Filters out low-volatility 'staircase' price action where momentum indicators often produce false signals.
Known failure conditions
- Price remains trapped within the Constant Range Channel for >50 bars, indicating a total loss of tradable volatility.
- Dominant cycle period (from SAM) fluctuates wildly (e.g., jumps from 10 to 50 and back) over short intervals.
- MACD signals and SAM signals consistently diverge for more than 3 consecutive cycles.
Explore the full interactive blueprint with parameter ranges and evidence on WOBR StrategyVerse, or generate this strategy as an MT4/MT5 Expert Advisor with QuantMogul AI Engine (free download).