SGF Polynomial Harmonic Force Strategy

Family: hybrid · Regime: trending · Complexity: high · Asset classes: Forex, Equities, Indices · Timeframes: H1, H4

Thesis

Market trends are most tradable when volatility (BBForce), momentum (TSI/CCI), and structural geometry (Harmonics) converge. By using a Savitzky-Golay filter to remove transient noise, we can identify harmonic reversal zones that are supported by the underlying polynomial trend, rather than just temporary price spikes. The edge exists because synchronized 'Force' indicates institutional participation, and harmonic patterns capture the subsequent herd-driven retracements.

Components

• BBForce / Bollinger Bands Force (regime) — Establishes the macro volatility regime; ensures we only trade in directions where all three BB components (Upper, Lower, Basis) are synchronized.
• TSI Convergence Divergence (TSI_CD) (direction) — Provides the momentum vector; the histogram must be positive for longs to ensure price velocity supports the harmonic entry.
• Custom Pattern Detection (Harmonic Designer) (entry) — Identifies high-probability structural reversal zones (XABCD) within the larger trend.
• Stochastic Oscillator (exit) — Identifies exhaustion points in the momentum cycle to capture profits before the next trend correction.
• Pivot Points Reversal Levels (risk) — Provides dynamic support/resistance levels based on two-bar reversals for objective stop placement.
• Commodity Channel Index (CCI) (confirmation) — Filters out low-volatility 'noise' signals; requires price to be outside the -100 to 100 range to confirm a strong move.
• Savitzky-Golay Filter (SGF) (volatility_filter) — Acts as a noise-resistant baseline; price must be on the correct side of the polynomial curve to validate the trend strength.

Known failure conditions

• Strategy loses 15% equity within a single trending regime, suggesting BBForce synchronization is yielding late entries.
• More than 50% of harmonic patterns fail to reach the first Stochastic exit before hitting the Risk-role stop level.
• TSI_CD remains stagnant (zero-line) while BBForce signals a trend, indicating a decoupling of volatility and momentum.

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).