1. Macro & Bias
- Key Levels (H1 Pivot Points):
– Pivot_R3: 4662.89
– Pivot_R2: 4655.24
– Pivot_R1: 4649.32
– Pivot_PP: 4641.67
– Pivot_S1: 4635.75
– Pivot_S2: 4628.10
– Pivot_S3: 4622.18
- Trend Analysis:
– M5: BULL | Reason: M5_Close > M5_Open and M5_Wick_Lower < 0.31.
– H1: BULL | Reason: H1_Close > H1_Open and H1_Wick_Lower < 0.21.
– H4: BULL | Reason: H4_Body_Abs > 40.02 and H4_Prev_C > PP_h1.
- Alignment Check:
– Alignment: Full | Logic: H4(BULL) vs H1(BULL) vs M5(BULL).
- Major Bias Definition:
– Major_Bias: BULL | Reason: H4_Tag is BULL and not NEUTRAL.
2. M5-First Engine
- Phase 1: Signal Scan
– Key Level:
– Dist_R1 = 7.63, Dist_S1 = 21.20
– Min(Dist_R1, Dist_S1) <= 5.52: Key = Nearest(Pivot_R1, Pivot_S1) = 4649.32
– Output: Key = 4649.32 | Reason: Nearest to M5_Close
– Pre-Filter:
– Filter 1: M5_Body_Abs = 0.51 > 1.09 (Pass)
– Filter 2: Vol_Ratio = 1.01 >= 0.8 (Pass)
– Filter 3: |M5_Close – Key| = |4656.95 – 4649.32| = 7.63 <= 18.20 (Pass)
– ROUTE 1: Major_Bias != BEAR (BULL)
– Condition Set A (Breakout – Full Alignment):
– C1: M5_Close > (Key + 5.52) = 4654.84 (Pass)
– C2: M5_Close > M5_Open and M5_Wick_Lower < 0.31 (Pass)
– Signal_Dir = BULL, Signal_Type = Breakout
- Phase 2: Quality Scoring
– Base Components:
– Momentum_Score: min(1.0, |RSI_M5 – 50| / 25) = min(1.0, |56.11 – 50| / 25) = 0.24
– Volume_Score: min(1.0, max(0, (Vol_Ratio – 1.0) / 0.5)) = min(1.0, max(0, (1.01 – 1.0) / 0.5)) = 0.02
– Context Multiplier (Ctx_Mod):
– Full Confluence -> +1.5
– Divergence Check (Div_Mod):
– Gap = RSI_M5 – RSI_Prev_Swing_Low = 56.11 – 49.16 = 6.95
– Strong Div (Gap >= 5.0) -> +1.5
– Extreme Action Bonus (Action_Bonus):
– Conditions Not Met -> +0.0
– Target Confidence Score (Target_Score):
– Distance_R2 = 1.71
– Dist_Val = max(0.0, 1.0 – (Distance_R2 / (276.08))) = 0.99
– Momentum_Val = min(1.0, Volume_Score + (Momentum_Score 0.5)) = min(1.0, 0.02 + (0.24 0.5)) = 0.14
– Target_Score = (Dist_Val + Momentum_Val) / 2.0 = (0.99 + 0.14) / 2.0 = 0.565
– Calculation:
– Raw_Score = (Momentum_Score + Volume_Score) + Ctx_Mod + Div_Mod + Action_Bonus = (0.24 + 0.02) + 1.5 + 1.5 + 0.0 = 3.26
– Final_Score = Raw_Score + Target_Score = 3.26 + 0.565 = 3.825
- Phase 3: Decision Gate
– Hard Veto Checks:
– Exhaustion: M5_Wick_Ratio = 5.35 > 0.85 (Fail)
– Fakeout: M5_Close is not opposite to Signal_Dir relative to Key by > 1.10 (Pass)
– Force Decision = WAIT
– Dynamic Thresholds:
– Full Confluence -> 2.5
– Final_Score = 3.825 >= 2.5 (Pass)
– Final Decision Logic:
– Hard Veto Triggered -> FORCE_WAIT
– Output:
– Status: WAIT | Reason: Exhaustion Veto
3. Execution & Risk Management
- Trigger:
– Status = WAIT, so no execution.
4. Final Signal
- Direction Signal: NEUTRAL / WAIT
- Signal Strength: =>> 0 <<=
- Last Close (M5): >>> 4656.95 <<<
- Support (M5): +>> 4635.75 <<+
- Resistance (M5): ->> 4649.32 <<-