Fisher-Neural MAPE Stability Trend

Family: hybrid · Regime: trending · Complexity: medium · Asset classes: Forex, Indices · Timeframes: H1

Thesis

Market momentum signals (Fisher Transform) are most reliable when the underlying price action exhibits low error (MAPE) relative to a predictive model, suggesting a 'clean' trend that is likely to be confirmed by pre-trained neural patterns. By anchoring risk to session-based volatility levels (ATR Fib), the strategy captures high-probability expansions with structured exit targets.

Components

• Indicator Sample (Template) (regime) — Acts as a 'warm-up' filter to ensure the trading environment has sufficient historical data (iBars) before execution.
• Unsupported matrix.sort method in UDF (Diagnostic) (direction) — Provides a raw price-action trend filter; despite the matrix wrapper, it effectively isolates current price vs. historical price for direction.
• Fisher Transform (EarnForex) (entry) — Normalizes price extremes to identify turning points via zero-line crossovers.
• Average True Range (NNFX Version) (exit) — Used for a dynamic trailing stop or profit target calculation to account for local volatility expansion.
• ATR Fib (risk) — Provides session-based structural anchors for stop loss placement and position sizing calculation.
• Neural Network Indicator (NNind) (confirmation) — Filters momentum signals through a pre-trained MLP to ensure the entry coincides with learned price patterns.
• Mean Absolute Percentage Error (MAPE) (volatility_filter) — Filters out periods of high 'unpredictability' where price deviates too wildly from its internal model (EMA), avoiding erratic markets.

Known failure conditions

• MAPE remains above 1.5% for extended periods, indicating the asset is too volatile for the model's smoothing.
• Price consistently oscillates around the Fisher 0-line without ATR expansion.
• Neural Network output clusters at 50 (neutral), providing no directional confirmation.

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).