1. Macro & Bias
- Trend Analysis:
– H4: BEAR (Recent Swing High < Prior Swing High AND Recent Swing Low < Prior Swing Low)
– H1: BEAR (Recent Swing High < Prior Swing High AND Recent Swing Low < Prior Swing Low)
– M5: BEAR (Recent Swing High < Prior Swing High AND Recent Swing Low < Prior Swing Low)
- Alignment Check:
– Type: Full (H4_Tag == H1_Tag) AND (H1_Tag == M5_Tag) AND (H4_Tag != NEUTRAL)
– Logic: H4(BEAR) vs H1(BEAR) vs M5(BEAR)
- Major Bias Definition:
– Major_Bias: BEAR (H4_Tag != NEUTRAL)
- Key Levels:
– Pivot_R3: 5062.78
– Pivot_R2: 5049.51
– Pivot_R1: 5036.24
– Pivot_PP: 5023.00
– Pivot_S1: 5009.76
– Pivot_S2: 4996.52
– Pivot_S3: 4983.28
2. M5-First Engine
- Phase 1: Signal Scan
– Key Level Calculation:
– Dist_R1: |5022.10 – 5036.24| = 14.14
– Dist_S1: |5022.10 – 5009.76| = 12.34
– Min(Dist_R1, Dist_S1): 12.34 <= $2.00
– Key: 5009.76 (Nearest Pivot_S1)
– Pre-Filter:
– Filter 1: M5_Body_Abs (5.16) > 0.15 * ATR_M5 (10.44) -> 1.56 (Pass)
– Filter 2: Vol_Ratio (1.05) >= 0.8 (Pass)
– Filter 3: |5022.10 – 5009.76| 25.10 (Pass)
– ROUTE 2: IF Major_Bias == BEAR
– Condition Set B (Rejection – Pullback/Retracement):
– C1: M5_Low (5016.81) Key (5009.76) (Pass)
– C2: (M5_Close (5022.10) < M5_Open (5027.26)) AND (M5_Wick_Upper (0.05) 2.58 (Pass)
– Signal_Dir: BEAR
– Signal_Type: Rejection
- Phase 2: Quality Scoring
– Base Components:
– Momentum_Score: min(1.0, |55.16 – 50| / 25) = 0.2064
– Volume_Score: min(1.0, max(0, (1.05 – 1.0) / 0.5)) = 0.1
– Context Multiplier (Ctx_Mod):
– Full Confluence: +1.5
– Divergence Check (Div_Mod):
– Gap: RSI_Prev_Swing_High (61.29) – RSI_M5 (55.16) = 6.13
– Scoring: Strong Div (Gap >= 5.0) -> +1.5
– Extreme Action Bonus (Action_Bonus):
– Conditions Not Met: +0.0
– Target Confidence Score (Target_Score):
– Distance_S2: |5022.10 – 4996.52| = 25.58
– Dist_Val: max(0.0, 1.0 – (25.58 / (5.0 * 30.12))) = 0.18
– Momentum_Val: min(1.0, 0.1 + (0.2064 * 0.5)) = 0.2032
– Target_Score: (0.18 + 0.2032) / 2.0 = 0.1916
– Calculation:
– Raw_Score: (0.2064 + 0.1) + 1.5 + 1.5 + 0.0 = 3.3064
– Final_Score: 3.3064 + 0.1916 = 3.498
- Phase 3: Decision Gate
– Hard Veto Checks:
– Exhaustion: (M5_Wick_Ratio (1.03) > 0.85) OR (M5_Body_Abs (5.16) / (5027.31 – 5016.81) No (Pass)
– Fakeout: M5_Close (5022.10) is not opposite to Signal_Dir relative to Key (5009.76) by > ATR_H1 * 0.02 -> No (Pass)
– Dynamic Thresholds (threshold_val):
– Full Confluence: 2.5
– Final Decision Logic:
– Final_Score (3.498) >= threshold_val (2.5) -> EXECUTE
3. Execution & Risk Management
- Order Execution Logic:
– Entry: 5022.10
– Minimum Stop Distance: max(10.0, 30.12 * 0.4) = 12.048
– Dynamic Take-Profit Extension (DTPE):
– DTPE_Coefficient: 0.8
– Dynamic_Extension: (3.498 – 2.5) * 0.8 = 0.7984
– Rule: Use only if Final_Score > threshold_val AND Dynamic_Extension > 0.0 (Yes)
- Stop-Loss (SL):
– Bear:
– Step 1: Nearest resistance above entry (R_List = [5036.24, 5049.51, 5062.78])
– Step 2: Tentative SL = 5036.24 + 30.12 * 0.02 = 5036.84
– Step 3: SL_Distance = 5036.84 – 5022.10 = 14.74
– Step 4: 14.74 >= 12.048 (No need to adjust)
– Final SL: 5036.84 | Reason: Pivot_R1 + ATR_H1 * 0.02 cushion
- Take-Profit (TP):
– Bear:
– Step 1: Base Target (BT) = Nearest support below entry (S_List = [5009.76, 4996.52, 4983.28])
– Step 2: Tentative TP = 5009.76 + 1.00 = 5010.76
– Step 3: Apply DTPE: 5010.76 – (30.12 0.15 0.7984) = 5008.76
– Step 4: Validate Risk-Reward:
– RR_Ratio: (5022.10 – 5008.76) / (5036.84 – 5022.10) = 1.33
– Dynamic_RR_Threshold: 1.8 (Signal_Type == ‘Rejection’)
– Primary Check: 1.33 < 1.8 (Use TP_Fallback = 5010.76)
– Secondary Check: (5022.10 – 5010.76) / (5036.84 – 5022.10) = 1.00 (>= 1.0, Pass)
– Final_TP: 5010.76 | Reason: Pivot_S1 (Extended:NO, Dynamic:YES)
4. Output Final Signal
- Direction Signal: BEAR
- Signal Strength: =>> -3 <<=
- Entry Price: >>> 5022.10 <<<
- Stop Loss: ->> 5036.84 <<-
- Take Profit: +>> 5010.76 <<+