Sherif Agent CG-Breakout Logic

Family: trend_following · Regime: trending · Complexity: medium · Asset classes: FX, Indices, Metals · Timeframes: H1, H4

Thesis

Persistent market trends are preceded by a consolidation 'squeeze' and institutional accumulation. By filtering for positive money flow (CMF) and a range breakout (Boxline), we enter a trend at its inception point, using the Ehlers CG to solve the 'lag vs noise' trade-off in entry timing.

Components

• Sherif Hilo (regime) — Establishes the macro-regime to ensure trades are aligned with the prevailing intermediate-term trend.
• iSpy Agent (direction) — Provides high-frequency tick data processing to detect rapid market structure shifts and relay data to the executing logic.
• Ehlers Center of Gravity (CG) (entry) — Identifies cyclic turning points within the Sherif Hilo trend for precise entry timing with minimal lag.
• Heiken Ashi (Standard MT5) (exit) — Smooths price action to identify a trend reversal at the candle level, used to trail exits and capture the meat of the move.
• Pivot Point S&R with GMT Correction (risk) — Provides objective daily structural levels for stop-loss placement and scaling, adjusted for session opens.
• Chaikin Money Flow (CMF) (confirmation) — Confirms that price movement is backed by institutional accumulation/distribution (volume flow).
• Boxline (Dynamic Range Breakout) (volatility_filter) — Filters out low-volatility 'noise' by requiring a breakout from a consolidated range before allowing an entry signal.

Known failure conditions

• Extended periods of sub-ATR volatility where Boxline refuses to generate new ranges.
• Price oscillating across the Sherif Hilo pivot line daily, leading to total capital erosion via whipsaws.
• Significant volume/price divergence where CMF remains flat despite price breakouts.

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).