1. Macro & Bias
- Key Levels (H1 Pivot Points):
– Pivot_R3: 4846.29
– Pivot_R2: 4835.72
– Pivot_R1: 4819.79
– Pivot_PP: 4809.22
– Pivot_S1: 4793.29
– Pivot_S2: 4782.72
– Pivot_S3: 4766.79
- Trend Analysis:
– H4_Tag: BULL
– H1_Tag: BEAR
– M5_Tag: BEAR
– Alignment_Type: Retracement
– Major_Bias: BULL
2. M5-First Engine
- Phase 1: Signal Verification
– Signal_Dir: BEAR
– Signal_Type: REVERSAL
– Signal_Strength: 1.33
– Key_Level: 4809.22
- Phase 2: Quality Scoring
– Momentum_Score: 0.83 (RSI: 43.71, Dir: BEAR)
– Calculation: min(1.5, max(0.0, (50 - RSI_M5) / 20)) = min(1.5, max(0.0, (50 - 43.71) / 20)) = 0.83
– Volume_Score: 0.00 (Vol_Ratio: 0.89)
– Calculation: min(1.0, max(0.0, (Vol_Ratio - 1.0) / 0.5)) = min(1.0, max(0.0, (0.89 - 1.0) / 0.5)) = 0.00
– Ctx_Mod: 0.5 (Tier: 3, Details: Retracement)
– Div_Mod: -1.0 (Gap: -2.64, Confirmed: False)
– Calculation: Gap = RSI_Prev_Swing_High - RSI_M5 = 53.95 - 43.71 = 10.24 (Counter-Trend)
– Action_Bonus: 0.00 (Conditions: 0)
– Conditions not met.
– Target_Score: 0.48 (Dist: 0.95, Mom: 0.48)
– Distance Factor (Dist_Val): 0.95
– Distance_S2 = 19.68
– Dist_Val = max(0.0, 1.0 - (Distance_S2 / (199.85))) = max(0.0, 1.0 - (19.68 / 199.85)) = 0.95
– Momentum Factor (Momentum_Val): 0.48
– Momentum_Val = min(1.0, Volume_Score + (Momentum_Score 0.5)) = min(1.0, 0.00 + (0.83 0.5)) = 0.48
– Target_Score: (Dist_Val + Momentum_Val) / 2.0 = (0.95 + 0.48) / 2.0 = 0.715
- Calculation:
– Raw_Score: 0.33 (Mom: 0.83 + Vol: 0.00 + Ctx: 0.5 + Div: -1.0 + Act: 0.00)
– Final_Score: 0.81 (Raw: 0.33 + Target: 0.48)
- Quality Gate:
– Final_Score >= 0.0, proceed to Phase 3 Decision Gate.
- Phase 3: Decision Gate
– Pre-Check: Negative Score Veto
– Final_Score >= 0.0, no veto.
– Hard Veto Checks:
– Veto 1. Exhaustion (Pin Bar Exemption): No
– Veto 2. Fakeout: No
– Veto 3. Volume Spike with Weak Body: No
– Dynamic Thresholds:
– Base_Threshold: 2.0 (Retracement)
– Vol_Adj: (g_ATR_H1 / ATR_H1_20Avg - 1.0) 0.5 = (39.97 / 31.83 - 1.0) 0.5 = 0.38
– threshold_val: 2.0 + 0.38 = 2.38
– Final Decision Logic:
– Final_Score < threshold_val, Status: WAIT
- Output:
– Status: WAIT
– Reason: Score 0.81 vs Thresh 2.38 (Adj: 0.38) | Veto None | NegScore None
3. Execution & Risk Management
- Not Applicable (Status: WAIT)
4. Output Final Signal
- Direction Signal: NEUTRAL/WAIT
- Signal Strength: 0
- Last Close (M5): 4802.40
- Support (M5): 4793.29
- Resistance (M5): 4819.79