D029 · TailWind Cruiser
Ease-Line Cross + Calm-Zone Filter + ATR Risk Control
Overview
TailWind Cruiser waits for three conditions to align before considering any opportunity: a smoothed "Ease-Line" (approximated Ease of Movement) crossing zero, a "Calm-Zone Pressure Index" (Ulcer Index) confirming the recent ride has been orderly rather than choppy, and an ATR-based fuel check confirming there's enough volatility to work with. Only when all three agree does the framework act.
Signal Rules
Long Side
- Ease-Line crosses UP through zero
- Calm-Zone Pressure Index below its own average
- Fuel Check: ATR ≥ 0.85x its 50-bar average
- Enter long at bar close
Short Side
- Ease-Line crosses DOWN through zero
- Calm-Zone Pressure Index below its own average
- Fuel Check: ATR ≥ 0.85x its 50-bar average
- Enter short at bar close
Execution Flow
Parameters
| Parameter | Default |
|---|---|
| Ease-Line smoothing period | 14 |
| Calm-Zone Pressure period | 14 |
| Calm-Zone Pressure average period | 20 |
| ATR period | 14 |
| ATR average period | 50 |
| Fuel multiplier | 0.85x |
| Stop loss | 1.5x ATR |
| Take profit | 2.4x ATR |
| Risk per trade | 1% of account |
| Max trades / day | 10 |
| Timeframe | H1 (M30–H4 workable) |
| Symbols | FX Majors / Gold / Major Indices |
Frequency Check
Simulated on ~2 years of synthetic H1 price data reproducing the entry logic in Python: average
~1.1 signals/day at default parameters — within the required 1–10 signals/day range. A watchdog
(CheckSignalDrought) alerts if no trade fires for 3 consecutive days so settings can be
reviewed.