Atlas Recursive Momentum Sync

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

Thesis

Intraday market direction is often dictated by the momentum established in the preceding session (Asia -> EU -> NY). By filtering for volatility expansion using the Gator Oscillator and using a high-fidelity recursive trend trigger, we can enter trades in the direction of the dominant session flow while filtering out low-volatility noise during transitions.

Components

• ATLS: Session Atlas (regime) — Defines a 'momentum regime' filter by identifying whether the previous session closed higher or lower than its open, targeting price continuation during New York or London morning sessions.
• Bulls Power (Elder-ray) (direction) — Filters for buying strength; ensures that the current high is sufficiently above the value-based EMA for longs.
• Recursive Moving Average Unlimited (entry) — The 'Composite Trigger' (weighted smoothing of N iterations) provides a high-fidelity crossover signal with the base price to timing entries within the established momentum.
• Average True Range (NNFX Version) (exit) — Provides a dynamic take-profit multiplier based on current market expansion.
• ATR Heiken Ashi (risk) — Uses Heiken Ashi price data to calculate volatility, smoothing out noise for a more conservative stop-loss placement compared to standard ATR.
• Gator Oscillator (volatility_filter) — Acts as a 'participation' filter; prevents entry when the 'Alligator' is sleeping (low volume/range-bound) and requires the Gator to be 'eating' (expanding bars).

Known failure conditions

• Asset displays high mean-reversion characteristics within session boundaries (e.g., 'Asia Fade' stocks).
• High iteration count in RMAU causes entry signals to occur only after 70% of the session's ATR has already been realized.
• Consistently low volatility regimes where Gator never 'wakes up' during liquid hours.

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