Mirror Blocks: Strategy

Mirror Blocks is an educational structural-wave model built around a unique concept:
the interaction of mirrored weighted moving averages (“blocks”) that reflect shifts in market structure as price transitions between layered symmetry zones.

Rather than attempting to “predict” markets, the Mirror Blocks framework visualizes how price behaves when it expands away from, contracts toward, or flips across stacked WMA structures. These mirrored layers form a wave-like block system that highlights transitional zones in a clean, mechanical way.

This strategy version allows you to study how these structural transitions behave in different environments and on different timeframes.
The goal is understanding wave structure, not generating signals.

How It Works

Mirror Blocks builds three mirrored layers:

Top Block (Structural High Symmetry)

Base Block (Neutral Wave)

Bottom Block (Structural Low Symmetry)

The relative position of these blocks — and how price interacts with them — helps visualize:

Compression and expansion

Reversal zones

Wave stability

Momentum transitions

Structure flips

A structure is considered bullish-stack aligned when:

Top > Base > Bottom


and bearish-stack aligned when:

Bottom > Base > Top


These formations create the core of the Mirror Blocks wave engine.

What the Strategy Version Adds

This version includes:

Long Only, Short Only, or Long & Short modes

Adjustable symmetry distance (Mirror Distance)

Configurable WMA smoothing length

Optional trend filter using fast/slow MA comparison

ENTER / EXIT / LONG / SHORT labels for structural transitions

Fixed stop-loss controls for research

A clean, transparent structure with no hidden components

It is optimized for educational chart study, not automated signals.

Intended Purpose

Mirror Blocks is meant to help traders:

Study structural transitions

Understand symmetry-based wave models

Explore how price interacts with mirrored layers

Examine reversals and expansions from a mechanical perspective

Conduct long and short backtesting for research

Develop a deeper sense of market rhythm

This is not a prediction model.
It is a visual and structural framework for understanding movement.

Backtesting Disclaimer

Backtest results can vary depending on:

Slippage settings

Commission settings

Timeframe

Asset volatility

Structural sensitivity parameters

Past performance does not guarantee future results.
Use this as a research tool only.

Warnings & Compliance

This script is educational.

It is not financial advice.

It does not provide signals.

It does not promise profitability.

The purpose is to help visualize structure, not predict price.

The strategy features are simply here to help users study how structural transitions behave under various conditions.

License

Released under the Michael Culpepper Gratitude License (2025).
Use and modify freely for education and research with attribution.
No resale.
No promises of profitability.
Purpose is understanding, not signals.