Recursive-ML Volatility Force Trader

Family: trend_following · Regime: trending · Complexity: high · Asset classes: Equities, Forex, Crypto · Timeframes: H1, H4, D1

Thesis

This strategy hypothesizes that significant trend moves are preceded by synchronized expansions in volatility (BBForce) and filtered by non-linear machine learning parameters (ML SuperTrend). By using a recursive moving average (RMAU), we can enter trends after noise is smoothed out, while using Fractal Chaos Bands to define the structural boundary of market 'noise' for risk placement. The 'Supported Map' provides a historical anchor to ensure price has progressed beyond previous localized distribution levels.

Components

• BBForce / Bollinger Bands Force (regime) — Acts as the primary regime filter, ensuring all three components of the volatility envelope (upper, lower, and basis) are moving in unison.
• Supported map history (direction) — Provides a dynamic price anchor based on historical map size, ensuring the current price has cleared the previous bar's structural density.
• Recursive Moving Average Unlimited (entry) — The crossover between the composite trigger and the base recursive EMA identifies high-velocity trend entries.
• Ichimoku Kinko Hyo (exit) — Uses the Kijun-sen (Base Line) as a trailing exit to capture the meat of a trend while allowing for volatility.
• Fractal Chaos Bands (FCB) (risk) — Defines the hard stop-loss based on confirmed fractal turning points, filtering out noise within the 'chaos' range.
• MACD (confirmation) — Confirms momentum direction via the histogram to avoid entering during late-stage trend exhaustion.
• ML SuperTrend (Ultimate) - Auto-Optimized AI with LSTM (volatility_filter) — Uses machine learning to dynamically adjust the volatility multiplier, preventing entries during regime-shift instability.

Known failure conditions

• Price remains stuck within the Fractal Chaos Bands for >50 bars, indicating a total loss of volatility.
• BBForce oscillates between +1 and -1 every 2-3 bars, indicating choppy mean-reversion.
• ML SuperTrend 'Factor' exceeds 5.0, suggesting the LSTM has lost convergence on market noise.

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).