Step 1: Market State Classification – AI Decision Tree Analysis
#### Primary Branch (ADX(14)):
- ADX(14) = 22.71886567
Since ( 20.73156342 leq ADX(14) < 28.73156342 ), we analyze the market as a Weak Trend Market.
#### Weak Trend Market Analysis (20.73156342 ≤ ADX < 28.73156342)
- Option B: Trend Initiation State (Bullish/Bearish)
Check Conditions:
- Clear breakout above (bullish) or below (bearish) a key resistance or support level:
– Above 20-period High: True
– Below 20-period Low: False
– Magnitude: 0.84%
- Volume expansion confirms the breakout:
– Volume Oscillator (VO) = -5.04974657
– Spike (>1.5x average): False
– Ratio: 1.03
- ADX begins to rise from low levels:
– ADX(14) = 22.71886567 (This is not particularly low, but it is within the weak trend range)
- Price maintains direction in the breakout’s favor for multiple bars:
– The price has been moving in a generally bullish direction, breaking above the 20-period high.
Classification:
- 3 out of 4 conditions confirm trend initiation.
Market State: Trend Initiation (Bullish) | Confidence: 75%
Step 2: Specified Model Quantitative Analysis
#### Models for Option B: Trend Initiation State (Bullish/Bearish)
- Volatility Squeeze Breakout
– Prerequisite: BB Width < Dynamic Bandwidth Threshold
– BB Bandwidth = 0.00840019 (Dynamic Bandwidth = 0.02109985)
– Condition Met: True
– Trend Initiation Bullish (Buy): Close > KC Upper Band + Breakout Filter AND VO > 1.0 AND Breakout Confirmation
– Close = 4669.75000000
– KC Upper = 4698.70788908
– Breakout Filter = 58.23214286
– KC Upper + Breakout Filter = 4698.70788908 + 58.23214286 = 4756.94003194
– VO = -5.04974657 (Condition Not Met)
– Breakout Confirmation: Not Met
– Signal: No Buy Signal
- Volume – Price Breakout of Previous High / Low
– Trend Initiation Bullish (Buy): Close > Previous 20-period High AND Increased Volume AND Breakout Magnitude > 0.1%
– Close = 4669.75000000
– Previous 20-period High = 4713.60000000
– Increased Volume: False (Spike > 1.5x average: False)
– Breakout Magnitude = 0.84% (Condition Met)
– Signal: No Buy Signal
- DMI Momentum Crossover Start
– Prerequisite: 20.73156342 ≤ ADX(14) < 28.73156342
– Condition Met: True
– Trend Initiation Bullish (Buy): +DI(14) crosses above -DI(14) (Golden Cross)
– +DI(14) = 11.49438773
– -DI(14) = 17.07694482
– +DI Position: Below -DI (No Golden Cross)
– Signal: No Buy Signal
Actionable Signals:
- No Buy or Sell signals triggered.
Default Output: Maintain Watch
Step 3: AI Autonomous Analysis
#### Methodology:
- Pattern Recognition and Multi-Timeframe Analysis:
– Candlestick Patterns: Look for patterns like bullish engulfing, hammer, or other reversal/breakout patterns.
– Multi-Timeframe Analysis: Use 2-3 bar patterns and shorter lookback periods (15-20 bars).
– Confluence of Divergences: Check for divergences between price and indicators like RSI, MACD, and volume.
#### XAUUSD 5-min Specific Considerations:
- Current Session: 04:35 (UTC+8 Beijing Time)
– Session: Ultra Low Volatility (02:00-09:00)
– Volatility: Normal (ATR = 19.41071429)
#### Analysis:
- Candlestick Patterns:
– Recent Bars: No clear bullish or bearish reversal patterns.
- Indicators:
– RSI(14) = 50.11640276 (Neutral)
– MACD Histogram = -2.51710175 (Below Signal Line, Bearish)
– Volume: No significant increase in volume.
– Pivot Points:
– R1 = 4730.71666667
– PP = 4674.55333333
– S1 = 4635.28666667
High-Confidence Trading Signals:
- No high-confidence trading signals identified.
Comparison:
- Specified Model (Step 2): No Buy or Sell signals.
- Autonomous AI Analysis (Step 3): No high-confidence trading signals.
Step 4: Generate 1 trading signal based on the confirmed trading plan
#### Weighted Decision Matrix:
- Specified Model (Step 2): 0
- Autonomous AI Analysis (Step 3): 0
Final Score Calculation:
- Final Score = (Step2_Score × 0.6) + (Step3_Score × 0.4)
- Final Score = (0 × 0.6) + (0 × 0.4) = 0
Threshold-Based Action:
- -0.4 < Final Score < 0.4 → Maintain Watch
Final Signal:
- Direction signal: Watch
- Latest Close: 4669.75000000
- Signal Strength: 0
- Support level: 4635.28666667
- Resistance level: 4730.71666667
Step 5: Summarize analysis conclusions
- Market State: Trend Initiation (Bullish) | Confidence: 75%
- No high-confidence trading signals were identified by either the specified model or the autonomous AI analysis.
- The final trading plan is to maintain a watch position.
- Key Levels:
– Support: 4635.28666667
– Resistance: 4730.71666667
Final Signal:
- Direction signal: Watch
- Latest Close: 4669.75000000
- Signal Strength: 0
- Support level: 4635.28666667
- Resistance level: 4730.71666667