Ghost-Adaptive Cycle Trend Filter

Family: trend_following · Regime: trending · Complexity: medium · Asset classes: Forex, Indices, Large-cap Equities · Timeframes: H1, H4

Thesis

Markets exhibit rhythmic cycles that oscillate around a linear fair-value regression slope. This strategy seeks an edge by entering only when the dominant price cycle (SAM) aligns with the regression trend (Ghost Channels) after temporary selling/buying pressure (Bears Power) has exhausted itself, while using an event filter (News) to avoid periods of technical breakdown.

Components

• Ghost Channels [mph1nance] (regime) — Provides the structural regime; filters for entries only in the direction of the regression slope while ensuring the market is not in an 'Urgent' exhaustion state (>85 score).
• Bears Power (direction) — Used to identify 'selling pressure' exhaustion. In an uptrend, we want Bears Power to be negative (lows below EMA) but rising, indicating a pullback is bottoming out.
• Smoothed Adaptive Momentum (entry) — Acts as the surgical entry trigger by identifying the cycle turn using a dominant-cycle-tuned momentum oscillator.
• Sherif Hilo (exit) — Provides a trailing exit logic that stays wide enough to capture a trend but tightens based on historical extremes to lock in profit.
• Average True Range (ATR) (risk) — Calculates dynamic stop-loss distances and position sizing to normalize risk across varying volatility regimes.
• News Indicator NMNNFX (volatility_filter) — Hard filter to prevent entry during scheduled news releases where spreads widen and technical structures often fail.

Known failure conditions

• Ghost Channel R2 fit quality remains below 0.4 for extended periods, indicating a non-linear/chaotic regime.
• Bears Power consistently stays positive during price declines, suggesting the EMA is lagging too severely to capture selling pressure.
• Price stays pinned to the Ghost Channel rails without triggering the SAM oscillator mid-line cross.

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).