AGC-Solar Structural Pullback System

Family: pullback · Regime: trending · Complexity: high · Asset classes: Equities, FX, Crypto · Timeframes: H1, H4

Thesis

Market cycles exhibit predictable amplitude peaks and troughs when viewed through a normalized roofing filter (AGC). By identifying these cycle turns at institutional structural levels (Q-Levels) that align with the broader trend (SMA), we can enter mean-reversion pullbacks with high precision. Volatility filters (BB) ensure we only enter when price is sufficiently 'stretched' from its mean, increasing the probability of a profitable snap-back.

Components

• Ehlers Automatic Gain Control (AGC) (regime) — Acts as the regime filter by normalizing the roofing-filtered signal to ensure that cyclical momentum is measured on a consistent scale, regardless of whether the market is in a high-volatility or low-volatility state.
• Simple Moving Average (SMA) (direction) — Provides the primary directional bias to ensure mean-reversion entries are taken only in the direction of the established intermediate-term trend.
• Q-Levels V2.2 (entry) — Identifies high-conviction structural areas (Gamma walls, dark pools) via manual string input, providing the 'where' for the trade entry.
• Chandelier Exit (Heiken Ashi) (exit) — An aggressive trend-following exit that utilizes smoothed Heiken Ashi prices to capture the meat of the reversal while exiting quickly on trend failure.
• Daily High Low (risk) — Provides objective, non-dynamic anchor points for stop-loss placement based on the previous day's extremes.
• Solar Wind NRP (MQL5) (confirmation) — Uses a Fisher Transform to confirm that a cyclical turning point has sufficient momentum to justify entry after a structural level is hit.
• Bollinger Bands (Standard) (volatility_filter) — Filters for volatility exhaustion; entry requires price to be at an outer band, suggesting a temporary overextension back toward the mean.

Known failure conditions

• Q-Levels input string remains unupdated for >24 hours (stale structural data).
• Price remains pinned to Bollinger Bands for extended periods (strong trend breakout vs. mean reversion).
• SMA slope is near zero (ranging regime where directional bias is invalid).

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