1. Macro & Bias
- Key Levels (H1 Pivot Points):
– Pivot_R3: 4527.99
– Pivot_R2: 4510.24
– Pivot_R1: 4479.23
– Pivot_PP: 4461.48
– Pivot_S1: 4430.47
– Pivot_S2: 4412.72
– Pivot_S3: 4381.71
- Trend Analysis:
– H4_Tag: NEUTRAL
– H1_Tag: BEAR
– M5_Tag: BEAR
– Alignment_Type: Retracement
– Major_Bias: BEAR
- Validation:
– The current M5 candle confirms the Major_Bias.
– Output: VALID
2. M5-First Engine
- Signal Verification:
– EA_Signal_Dir: BEAR
– EA_Signal_Type: SIG_REVERSAL
– EA_Signal_Strength: 1.52
– EA_Key_Level: 4461.48
– Output: CONFIRMED
- Phase 2: Quality Scoring
– Momentum_Score:
– RSI_M5: 36.64
– Momentum_Score = min(1.5, max(0.0, (50 – 36.64) / 20)) = 0.67
– Output: Momentum_Score[0.67] (RSI:36.64, Dir:BEAR)
– Volume_Score:
– Vol_Ratio: 0.93
– Volume_Score = min(1.0, max(0.0, (0.93 – 1.0) / 0.5)) = 0.0
– Output: Volume_Score[0.0] (Vol_Ratio:0.93)
– Context Multiplier (Ctx_Mod):
– Tier 3: Retracement (H4=H1 conflict, H1=M5)
– Output: Ctx_Mod[0.5] (Tier:3, Details:Retracement)
– Divergence Check (Div_Mod):
– Gap = RSI_Prev_Swing_High – RSI_M5 = 41.63 – 36.64 = 4.99
– Confirmed: No
– Output: Div_Mod[0.8] (Gap:4.99, Confirmed:False)
– Extreme Action Bonus (Action_Bonus):
– Conditions:
1. Vol_Ratio >= 2.0: False
2. Candle is Strong Reversal: (M5_Wick_Ratio > 0.6) OR (M5_Body_Abs > 4.92): False
3. Price is at Key Level (Pivot_R1/Pivot_PP/Pivot_S1 within 0.5*ATR_M5): True
– Output: Action_Bonus[0.2] (Conditions:1)
– Target Confidence Score (Target_Score):
– Distance_S2 = 21.73
– Dist_Val = max(0.0, 1.0 – (21.73 / 185.61)) = 0.88
– Momentum_Val = min(1.0, 0.0 + (0.67 * 0.5)) = 0.335
– Target_Score = (0.88 + 0.335) / 2.0 = 0.6075
– Output: Target_Score[0.6075] (Dist:0.88, Mom:0.335)
– Calculation:
– Raw_Score = 0.67 + 0.0 + 0.5 + 0.8 + 0.2 = 2.17
– Final_Score = 2.17 + 0.6075 = 2.7775
– Output: Raw_Score[2.17] (Mom:0.67 + Vol:0.0 + Ctx:0.5 + Div:0.8 + Act:0.2) | Target_Score[0.6075] | Final_Score[2.7775]
- Phase 3: Decision Gate
– Hard Veto Checks:
– Veto 1. Exhaustion: Not met (M5_Wick_Ratio = 0.37 0.15)
– Veto 2. Fakeout: Not met (M5_Close = 4434.45, Key = 4461.48, ATR_H1 = 37.12, 4461.48 – 4434.45 = 27.03 > 1.86 * 37.12)
– Veto 3. Volume Spike with Weak Body: Not met (Vol_Ratio = 0.93 0.5 * 13.76 = 6.88)
– Output: All vetoes not triggered.
– Dynamic Thresholds:
– Base_Threshold (Tier 3): 2.0
– Vol_Adj = (37.12 / 37.12 – 1.0) * 0.5 = 0.0
– threshold_val = 2.0 + 0.0 = 2.0
– Output: threshold_val[2.0] (Base:2.0 + Adj:0.0)
– Final Decision Logic:
– Final_Score (2.7775) >= threshold_val (2.0)
– Output: Status=EXECUTE | Reason=Score 2.7775 vs Thresh 2.0 (Adj:0.0) | Veto None | NegScore None
– Signal Strength Quantification:
– Confidence_Margin = 2.7775 – 2.0 = 0.7775
– TDF (Tier 3): 1.2
– Adjusted_Margin = 0.7775 * 1.2 = 0.933
– Practical_Max_Score_For_Tier (Tier 3): 4.5
– Base_Threshold_For_Current_Tier (Tier 3): 2.0
– Practical_Max_Margin = (4.5 – 2.0) * 1.2 = 3.0
– Raw_Strength = (0.933 / 3.0) * 9.0 = 2.799
– Signal_Strength = -(round(2.799) + 1) = -4
– Output: Strength_Val[-4]
3. Execution & Risk Management
- Order Execution Logic:
– Entry: 4434.45
– Minimum Stop Distance: 20.42
– Dynamic_Extension = (2.7775 – 2.0) * 0.8 = 0.622
– Stop-Loss (SL):
– Nearest support: Pivot_S1 = 4430.47
– Tentative SL = 4430.47 – 5.57 = 4424.90
– SL_Distance = 4434.45 – 4424.90 = 9.55 < 20.42
– Next Furthest Support: Pivot_S2 = 4412.72
– SL = 4412.72 – 5.57 = 4407.15
– SL_Distance = 4434.45 – 4407.15 = 27.3 > 20.42
– Final_SL: 4407.15 | Reason: Next Furthest Support (Pivot_S2)
– Take-Profit (TP):
– Base Target (BT) = Nearest resistance: Pivot_R1 = 4479.23
– Tentative TP = 4479.23 – 3.71 = 4475.52
– Extended_TP = Pivot_R2 – 3.71 = 4510.24 – 3.71 = 4506.53
– Final_TP = 4506.53 + (3.71 * 0.622) = 4506.53 + 2.31 = 4508.84
– RR_Ratio = (4508.84 – 4434.45) / (4434.45 – 4407.15) = 74.39 / 27.3 = 2.72
– Dynamic_RR_Threshold = 1.2
– RR_Ratio (2.72) > 1.2
– Final_TP: 4508.84 | Reason: Extended (Pivot_R2) (Dynamic:YES)
4. Output Final Signal
- Direction Signal: BEAR
- Signal Strength: =>> -4 <<=
- Entry Price: >>> 4434.45 <<<
- Stop Loss: ->> 4407.15 <<-
- Take Profit: +>> 4508.84 <<+