EVZ-CCI Momentum Integrity Hybrid

Family: hybrid · Regime: trending · Complexity: medium · Asset classes: Forex (EUR/USD focus) · Timeframes: H1, H4

Thesis

Market momentum (CCI) reliably identifies short-term breakouts when filtered by the 'smoothness' of Heiken Ashi volatility and the 'fear' levels of implied volatility (EVZ). The hypothesis is that technical momentum is only tradable when implied volatility is high enough to suggest a trending regime but low enough to avoid chaotic whipsaws.

Components

• UDT Array Push Identity Test (regime) — Acts as a structural integrity check; ensures the data environment supports complex user-defined types before execution.
• EMA Test Fixture (Unsupported For-In Reassignment) (direction) — Provides the immediate trend direction relative to price, despite the inert internal loop structure.
• CCI Arrows (entry) — Triggers entries based on zero-line momentum crossovers, indicating a shift in price velocity.
• Connect MACD (Azullian) (exit) — Used as a trailing exit mechanism; the crossing filter identifies momentum exhaustion.
• Euro FX VIX (EVZ) Data Loader (risk) — Provides external market-implied volatility for EUR/USD to scale risk and set volatility-adjusted stops.
• ATR Heiken Ashi (volatility_filter) — Filters out low-volatility 'noise' regimes by measuring smoothed volatility of synthetic price candles.

Known failure conditions

• EVZ data file 'EVZ_Data.txt' fails to update, causing stagnant risk parameters.
• EUR/USD enters a prolonged sideways range where CCI zero-crosses occur frequently without price extension.
• ATR Heiken Ashi falls below the threshold for >50 bars, indicating a regime shift the strategy cannot exploit.

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