EVZ-Fourier Harmonic Cycle Hybrid
Family: hybrid · Regime: ranging · Complexity: high · Asset classes: EUR/USD FX · Timeframes: 1H, 4H
Thesis
EUR/USD price action exhibits cyclical harmonics that are most tradable when implied volatility (EVZ) is low/stable. By identifying the first three harmonics via Ehlers FSI and confirming the 'turn' with synthetic volume delta (Footmap) and Fisher-transformed momentum (Solar Wind), we can enter at the start of a new cyclical swing while avoiding the 'broken' stochastic regimes identified by diagnostic units.
Components
- V54 stoch-independent-bound-holes (regime) — Acts as a regime health check; ensures the stochastic momentum is within 'operable' bounds (20-80) and free of calculation anomalies.
- Footmap – Heat & Volume [v1] (direction) — Confirms cyclical turns with synthetic buy/sell pressure, ensuring volume delta supports the harmonic shift.
- Ehlers Fourier Series Indicator (FSI) (entry) — Triggers entries based on the reconstruction of the first three harmonics, capturing the core cyclical rotation.
- MACD (exit) — Provides a trend-momentum based exit to capture the meat of the swing before cyclical decay.
- ATR SL Finder (risk) — Provides volatility-adjusted stops and defines the risk unit for position sizing.
- Solar Wind NRP (MQL5) (confirmation) — Provides a secondary momentum confirmation using Fisher-transformed price data to filter out cycle noise.
- Euro FX VIX (EVZ) Data Loader (volatility_filter) — Filters out periods of extreme implied volatility where cyclical models typically fail due to parabolic price expansion.
Known failure conditions
- Implied Volatility (EVZ) remains consistently above its 20-period SMA for extended periods.
- Price enters a strong parabolic trend where Fourier harmonics (FSI) continuously lag the price expansion.
- Synthetic Delta from Footmap shows persistent divergence from price action (high volume but no movement).
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).