Harmonic Fluidity Framework

Family: hybrid · Regime: ranging · Complexity: high · Asset classes: FX, Equities, Crypto · Timeframes: 15m, 1H, 4H

Thesis

Market cycles are best traded when price moves with 'ease' (low volume resistance) and the cycle harmonics align, using fractal-based liquidity sweeps to define the boundaries of invalidation.

Components

• Local non-scalar UDT typed-na history diagnostic (regime) — Acts as a 'System Ready' filter, ensuring that the runtime environment and history buffers for complex user-defined types are populated and not returning null values before execution.
• Ease of Movement (EOM) (direction) — Identifies if the current price movement is occurring with low resistance (high volume efficiency), filtering out choppy, high-effort/low-result price action.
• Ehlers Fourier Series Indicator (FSI) (entry) — Provides the primary entry signal by reconstructing the price as a sum of the first three harmonics; zero-crosses indicate a shift in the dominant cycle.
• Ehlers Center of Gravity (CG) (exit) — Used for exit timing; as a 'zero-lag' balance point, its shift indicates the cycle's midpoint has been passed and momentum is waning.
• Open Source Fractal Model (risk) — Provides structural stop-loss levels based on HTF candle sweeps and LTF market structure shifts (CISD).
• Ehlers MESA Stochastic (MSTOCH) (confirmation) — Confirms the cycle signal by ensuring momentum is not at an exhausted extreme after applying a highpass roofing filter.
• Bollinger Bands (volatility_filter) — Filters out trades during low-volatility squeezes and prevents entering into extreme parabolic extensions (band touches).

Known failure conditions

• Market enters a sustained trend longer than 3x the FSI fundamental period, causing harmonic reconstruction to fail.
• Volume becomes erratic (flash crashes/low liquidity), causing the EOM BoxRatio to produce outliers.
• Fractal Model levels are frequently hunted (liquidity sweeps) before the cycle completes.

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