Automating tCISD Entries with Quarterly Cycles and SSMT Divergence

Summary

The article turns a tCISD reversal concept into a rules-based MQL5 trading process. It anchors quarterly cycles to New York time, accounting for daylight saving, then compares quarter highs and lows in a traded instrument and a correlated symbol. A disagreement over which market swept its previous quarter’s extreme forms the SSMT divergence. The trigger is the open of the last candle moving against the expected reversal; a break confirms direction. The system can enter on that confirmation or wait for a retest, with the swept extreme used as a stop reference.

The implementation describes bar-time alignment, a finite state machine, fixed or risk-based sizing, reward-to-risk targets, optional True Open and premium/discount filters, trailing stops, logging, and chart visuals. Gold and silver illustrate the method. The article says the program can be tested in the Strategy Tester, but the supplied text contains no readable backtest results or performance statistics. Results will depend on instrument, settings, data, and execution; the article itself cautions that backtests do not guarantee live performance.

Key ideas

• Quarterly Theory cycles are anchored to New York time, with daylight saving adjustments intended to keep cycle boundaries consistent.
• SSMT identifies a possible reversal when correlated symbols disagree on whether they swept their previous quarter extremes.
• The tCISD trigger is defined as the open of the last opposing candle, with a confirmation break or retest used for entry.
• The swept extreme anchors the stop, while optional filters and trailing stops add configurable trade management.
• The article describes a testable implementation but provides no readable performance results in the supplied text.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.