1. Macro & Bias
- Key Levels (H1 Pivot Points):
– Pivot_R3: 4552.23
– Pivot_R2: 4539.21
– Pivot_R1: 4526.77
– Pivot_PP: 4513.75
– Pivot_S1: 4501.31
– Pivot_S2: 4488.29
– Pivot_S3: 4475.85
- Trend Analysis:
– H4_Tag: NEUTRAL
– H1_Tag: BULL
– M5_Tag: BEAR
– Alignment_Type: Conflict
– Major_Bias: BULL
- Validation:
– Current M5 candle (Close: 4495.41) is below the previous close (4498.72), which supports the BEAR bias.
– Output: INVALID (M5 candle does not support the Major_Bias)
2. M5-First Engine
- Signal Verification:
– EA_Signal_Dir: BEAR
– EA_Signal_Type: SIG_REVERSAL
– EA_Signal_Strength: 1.78
– EA_Key_Level: 4513.75
- Validation:
– The current M5 candle (Close: 4495.41) is below the key level (4513.75), confirming the BEAR signal.
– Output: CONFIRMED
- Phase 2: Quality Scoring
– Momentum_Score:
– Signal_Dir == BEAR
– Momentum_Score = min(1.5, max(0.0, (50 – RSI_M5) / 20)) = min(1.5, max(0.0, (50 – 35.19) / 20)) = 0.74
– Output: Momentum_Score[0.74] (RSI:35.19, Dir:BEAR)
– Volume_Score:
– Vol_Ratio = 1.12
– Volume_Score = min(1.0, max(0.0, (Vol_Ratio – 1.0) / 0.5)) = min(1.0, max(0.0, (1.12 – 1.0) / 0.5)) = 0.24
– Output: Volume_Score[0.24] (Vol_Ratio:1.12)
– Context Multiplier (Ctx_Mod):
– Alignment_Type: Conflict
– Ctx_Mod = -1.0
– Output: Ctx_Mod[-1.0] (Tier:5, Details:Fractal Conflict)
– Divergence Check (Div_Mod):
– Gap = RSI_Prev_Swing_High – RSI_M5 = 44.33 – 35.19 = 9.14
– Confirmed: No (not confirmed for 3 consecutive M5 candles)
– Div_Mod = +0.8
– Output: Div_Mod[0.8] (Gap:9.14, Confirmed:False)
– Extreme Action Bonus (Action_Bonus):
– Conditions:
1. Vol_Ratio >= 2.0: False (1.12 < 2.0)
2. Candle is Strong Reversal: (M5_Wick_Ratio > 0.6) OR (M5_Body_Abs > 13.88): True (M5_Wick_Ratio = 1.12 > 0.6)
3. Price is at Key Level (Pivot_R1/Pivot_PP/Pivot_S1 within 0.5ATR_M5): True (4495.41 is within 0.5 7.33 of 4513.75)
– 2 Conditions Met -> +0.4
– Output: Action_Bonus[0.4] (Conditions:2)
– Target Confidence Score (Target_Score):
– Distance_S2 = 7.12
– Dist_Val = max(0.0, 1.0 – (Distance_S2 / (164.90))) = max(0.0, 1.0 – (7.12 / 164.90)) = 0.956
– Momentum_Val = min(1.0, Volume_Score + (Momentum_Score 0.5)) = min(1.0, 0.24 + (0.74 0.5)) = 0.61
– Target_Score = (Dist_Val + Momentum_Val) / 2.0 = (0.956 + 0.61) / 2.0 = 0.783
– Output: Target_Score[0.783] (Dist:0.956, Mom:0.61)
– Calculation:
– Raw_Score = Momentum_Score + Volume_Score + Ctx_Mod + Div_Mod + Action_Bonus = 0.74 + 0.24 – 1.0 + 0.8 + 0.4 = 1.18
– Final_Score = Raw_Score + Target_Score = 1.18 + 0.783 = 1.963
– Output: Raw_Score[1.18] (Mom:0.74 + Vol:0.24 + Ctx:-1.0 + Div:0.8 + Act:0.4) | Target_Score[0.783] | Final_Score[1.963]
- Quality Gate:
– Final_Score = 1.963 (>= 0.0)
– Proceed to Phase 3 Decision Gate
- Phase 3: Decision Gate
– Pre-Check: Negative Score Veto
– Final_Score = 1.963 (>= 0.0)
– No veto
– Hard Veto Checks:
– Veto 1. Exhaustion (Pin Bar Exemption):
– Upper_Wick = 0.37
– Lower_Wick = 4.15
– Total_Range = 8.22
– Is_Near_Key = (MathAbs(M5_Close – Key) <= 3.30) = (MathAbs(4495.41 – 4513.75) <= 3.30) = True
– For BEAR signals: (Upper_Wick / Total_Range > 0.7) AND (Lower_Wick / Total_Range < 0.3) AND Is_Near_Key
– (0.37 / 8.22 > 0.7) AND (4.15 / 8.22 < 0.3) AND True = False
– Veto: NO
– Veto 2. Fakeout:
– M5_Close (4495.41) is opposite to Signal_Dir (BEAR) relative to Key (4513.75) by > 1.65
– 4513.75 – 4495.41 = 18.34 > 1.65
– Veto: NO
– Veto 3. Volume Spike with Weak Body:
– Vol_Ratio = 1.12 (<= 3.0)
– M5_Body_Abs = 3.70 (>= 0.5 ATR_M5 = 0.5 7.33 = 3.665)
– Veto: NO
– Dynamic Thresholds:
– Base_Threshold (Tier 5: Fractal Conflict) = 2.8
– Vol_Adj = (g_ATR_H1 / ATR_H1_20Avg – 1.0) 0.5 = (32.98 / 32.98 – 1.0) 0.5 = 0.0
– threshold_val = Base_Threshold + Vol_Adj = 2.8 + 0.0 = 2.8
– Output: threshold_val[2.8] (Base:2.8 + Adj:0.0)
– Final Decision Logic:
– Step 1: Final_Score = 1.963 (>= 0.0)
– Step 2: No Hard Veto Triggered
– Step 3: Final_Score (1.963) < threshold_val (2.8)
– Step 4: Status = WAIT
- Output:
– Status: WAIT | Reason: Score 1.963 vs Thresh 2.8 (Adj:0.0) | Veto None | NegScore None
4. Final Signal
- Direction Signal: NEUTRAL / WAIT
- Signal Strength: 0
- Last Close (M5): 4495.41
- Support (M5): 4501.31
- Resistance (M5): 4526.77