Editing Alpha Research

= Multi_Timeframe Dynamic Trend (MTFDR) =
----

= PART 1: STRATEGY OVERVIEW =

== What Is This Strategy? ==

'''Multi_Timeframe Dynamic Trend(MTFDR)''' is a systematic intraday trading strategy that requires multiple analytical layers to align before taking a trade. Each layer must be present for a valid setup. Market behavior is probabilistic, not predictive. The goal is positioning with asymmetric probabilities, not prediction.

== Layered Architecture (Top-Down) ==

<pre>
┌─────────────────────────────────────────────────────────────┐
│                                                             │
│   LAYER 1: MULTI-TIMEFRAME ANALYSIS  - FOUNDATION LAYER    │
│   5 timeframes analyzed for trend alignment                 │ context
│   Daily → 4H → 1H → 15M → 5M                               │
│                                                             │
├─────────────────────────────────────────────────────────────┤
│                                                             │
│   LAYER 2: MARKET STATE ANALYSIS                           │  ← regime/ market state conditions 
│   7 algorithms: Railroad, Creeper, Phase, BOS, etc.         │
│   Calculates penalties and bonuses                          │
│                                                             │
├─────────────────────────────────────────────────────────────┤
│                                                             │
│   LAYER 3: SETUP QUALITY GRADING                           │  ←  set up scoring
│   5-factor weighted scoring → Assigns grade A+ to F         │
│                                                             │
├─────────────────────────────────────────────────────────────┤
│                                                             │
│   LAYER 4: FILTERS (Trade/No_Trade)                        │
│   • Direction: MA21 slope must match trade direction        │Filters
│   • Grade: Only A+, A, B grades can trade                   │
│   • Hours: Block hours ]WIP]                               │
│                                                             │
├─────────────────────────────────────────────────────────────┤
│                                                             │
│   LAYER 5: ENTRY TECHNIQUES                                │  ← Final trigger
│                                                             │
│                                                             │
└─────────────────────────────────────────────────────────────┘
</pre>

= PART 2: Core Concept (Why This Works) =

The edge comes from '''requiring multiple independent confirmations''' before trading. Each layer filters out bad trades:

{| class="wikitable"
|-
! Layer !! What It Filters Out
|-
| 1. MTF Analysis || Counter-trend trades, choppy markets
|-
| 2. Market State || Dangerous conditions (creeper moves, institutional fights)
|-
| 3. Quality Grading || Scores the setup (used by hard filter)
|-
| 4. Hard Filters || Wrong direction, low grades (C/D/F), blocked hours
|-
| 5. Entry Technique || Chasing price far from value areas
|}

== The Math ==

If each layer has 70% accuracy independently:
* Single layer: 70% edge
* 2 layers: 70% × 70% = 49% of trades pass, but higher quality
* 5 layers: Only the '''best setups''' survive all filters

'''Result:''' Fewer trades, but each trade has multiple confluences supporting it.

----

= PART 3: LAYER 1 - MULTI-TIMEFRAME ANALYSIS (The Foundation) =

<div style="background:#e6ffe6; border:1px solid #00cc00; padding:10px; margin:10px 0;">
'''THIS IS THE FOUNDATION''' - Everything else builds on top of MTF alignment. If timeframes disagree, we don't trade.
</div>

== The 5 Timeframes ==

{| class="wikitable"
|-
! Timeframe !! Role !! Weight
|-
| '''Daily (1D)''' || Overall market bias || Highest
|-
| '''4-Hour (4H)''' || Primary trend direction || High
|-
| '''1-Hour (1H)''' || Trend confirmation || Medium
|-
| '''15-Minute (15M)''' || Entry timing context || Lower
|-
| '''5-Minute (5M)''' || Execution timeframe || Lowest
|}

== What We Analyze Per Timeframe ==

For each of 5 timeframes, our system calculates:

{| class="wikitable"
|-
! Analysis !! Description
|-
| '''MA21 Value''' || 21-period Moving Average
|-
| '''MA21 Slope''' || Rising/Flat/Declining
|-
| '''MA200 Value''' || 200-period Moving Average
|-
| '''Price vs MA21''' || Above/Below/At the MA
|-
| '''Trend Direction''' || UP/DOWN/NEUTRAL
|}

== MTF Alignment Score ==

<pre>
For each timeframe:
  1. Determine trend direction (UP/DOWN/NEUTRAL)
  2. Check if aligned with trade direction
  3. Apply timeframe weight
  4. Sum weighted alignment scores

Example (LONG trade):
  Daily:  UP (aligned)     × 1.00 weight = 1.00
  4H:     UP (aligned)     × 0.86 weight = 0.86
  1H:     UP (aligned)     × 0.72 weight = 0.72
  15M:    DOWN (not aligned) × 0.58 weight = 0.00
  5M:     UP (aligned)     × 0.44 weight = 0.44
  ─────────────────────────────────────────────
  Total MTF Score: 3.02 / 3.60 = 83.9% aligned
</pre>

== Why MTF Matters ==

{| class="wikitable"
|-
! Scenario !! MTF Alignment !! Action
|-
| All 5 timeframes aligned || ~90% || '''High conviction trade A+ 2lots'''
|-
| 4 of 5 aligned || ~80% || Trade with normal size A 1 lot
|-
| 3 of 5 aligned || ~70% || Proceed with caution B 1 lot
|-
| 2 or fewer aligned || <60% || '''No Trade'''
|}

----

= PART 4: LAYER 2 - MARKET STATE ANALYSIS =

== The 7 Market State Algorithms ==

Our system runs 7 independent algorithms to understand current market context:

{| class="wikitable"
|-
! # !! Algorithm !! What It Detects !! Impact
|-
| 1 || '''Railroad Tracks''' || Strong momentum bars in sequence || +15% bonus
|-
| 2 || '''Creeper Move''' || Slow grinding trend (dangerous) || '''-50% penalty'''
|-
| 3 || '''Two-Day Trend''' || Trend visible on Daily for 2+ days || Required for A+
|-
| 4 || '''Phase Analysis''' || Accumulation/Distribution/Markup/Markdown || Phase mismatch = -25%
|-
| 5 || '''Institutional Activity''' || Big player accumulation/distribution || Fight = 0.7× multiplier
|-
| 6 || '''Break of Structure (BOS)''' || Key level breaks || Affects stop placement
|-
| 7 || '''Volatility Regime''' || High/Normal/Low volatility || Adjusts expectations
|}

== Penalty System ==

{| class="wikitable"
|-
! Condition !! Penalty !! Rationale
|-
| Creeper Move Detected || '''-50 points''' || Slow trends often reverse suddenly
|-
| MA Struggle (price fighting MA) || -30 points || Indecision, likely to chop
|-
| No Two-Day Trend || -30 points || Trend not established enough
|-
| Phase Mismatch || -25 points || Trading against market phase
|-
| No Key Level Nearby || -50 points || No technical confluence
|-
| Institutional Fight || '''×0.70 multiplier''' || Big players fighting each other
|}

== Bonus System ==

{| class="wikitable"
|-
! Condition !! Bonus !! Rationale
|-
| Railroad Tracks || '''+15 points''' || Strong momentum confirmation
|-
| At Key Level || +10 points || Technical confluence present
|-
| Clean Entry Setup || +10 points || Clear technical pattern
|}

== Probability Zone Analysis ==

=== The Asymmetric Probability Edge ===

When odds are low on one outcome, '''the opposite side usually carries high odds''':
* If new high probability drops to 15%, then '''85% odds favor reversal'''
* We position ourselves on high-probability side where price position within recent range determines continuation probability:
* Every large move is divided into '''halves and thirds''', creating probability zones.
=== Odds of Continuation After Pullback ===
<pre>
┌─────────────────────────────────────────────────────┐
│  SWING HIGH                                         │
├─────────────────────────────────────────────────────┤
│  TOP THIRD        →  ~80% chance of new high        │  
├─────────────────────────────────────────────────────┤
│  TOP HALF         →  ~66% chance of new high        │
├─────────────────────────────────────────────────────┤
│  BOTTOM HALF      →  ~33% chance of new high        │
├─────────────────────────────────────────────────────┤
│  BOTTOM THIRD     →  ~15% chance of new high        │  
├─────────────────────────────────────────────────────┤
│  SWING LOW                                          │
└─────────────────────────────────────────────────────┘
</pre>

{| class="wikitable"
|-
! Zone !! Position !! Continuation Probability !! Action
|-
| '''Top Third''' || >66.6% of range || '''80%''' likely to continue higher || Favor LONG
|-
| '''Top Half''' || >50% of range || '''65%''' continuation || Moderate LONG bias
|-
| '''Bottom Half''' || <50% of range || '''35%''' continuation higher || Moderate SHORT bias
|-
| '''Bottom Third''' || <33.3% of range || '''15%''' continuation ('''85% reversal''') || Favor SHORT
|}

=== 3-Finger Spread ===

Measures separation between Price, 21 MA, and 200 MA:

<pre>
Three-Finger Spread Detection:
  - Large spread between Price/21MA/200MA
  - Indicates profit-taking pressure imminent
  - Minimum spread threshold: 2% of price

Structure Types:
  UPTREND:    Price > 21 MA > 200 MA (bullish stack)
  DOWNTREND:  Price < 21 MA < 200 MA (bearish stack)
  SIDEWAYS:   No clear MA separation
</pre>

=== Crash Bar Detection ===

Identifies structural breaks via unusually large bars:

{| class="wikitable"
|-
! Parameter !! Value !! Meaning
|-
| crash_bar_multiplier || 2.0 || Bar must be 2× average size
|-
| crash_bar_lookback || 10 bars || Average calculated over 10 bars
|-
| crash_bar_close_threshold || 30% || Close within 30% of bar extreme
|}

=== Pullback Classification ===

{| class="wikitable"
|-
! Type !! Characteristics !! Action
|-
| '''Healthy Pullback''' || 45° drift, holds above halfway point || Good entry opportunity
|-
| '''Collapse''' || Vertical drop (>60% retracement) || Avoid entry, wait for structure
|-
| '''Bounce''' || Recovery after crash bar || Short opportunity
|}

=== Signal Filtering ===

Probability zones filter signals:

# Zone-based filtering (soft filter - affects score, doesn't block)

if zone_position < 33.3%:  # Bottom third
    # Block LONG signals (only 15% chance of continuation)
    # Allow SHORT signals

if zone_position > 66.7%:  # Top third
    # Allow LONG signals (80% continuation)
    # Block SHORT signals

= PART 5: LAYER 3 - SETUP QUALITY GRADING =

== The 5-Factor Scoring System ==

Every potential trade is scored on 5 factors:

{| class="wikitable"
|-
! Factor !! Weight !! What It Measures
|-
| '''Timeframe Alignment''' || '''30%''' || How well all 5 timeframes agree
|-
| '''Trend Strength''' || '''20%''' || Quality of the trend (Railroad vs Creeper)
|-
| '''Key Level Proximity''' || '''20%''' || Is entry near significant S/R level?
|-
| '''Entry Quality''' || '''15%''' || How clean is the entry technique?
|-
| '''Risk:Reward''' || '''15%''' || Is the R:R ratio favorable?
|}

<div style="background:#e6f3ff; border:1px solid #3399ff; padding:10px; margin:10px 0;">
'''Note:''' Weights sum to 100%. Timeframe Alignment has highest weight (30%) because MTF is the foundation.
</div>

== Grade Thresholds ==

{| class="wikitable"
|-
! Grade !! Score Range !! Action !! Position Size
|-
| '''A+''' || 90-100 || Trade with full conviction || 2 lots
|-
| '''A''' || 80-89 || Trade with confidence || 1 lot
|-
| '''B''' || 70-79 || Trade normally || 1 lot
|-
| '''C''' || 60-69 || '''NO TRADE''' || -
|-
| '''D''' || 50-59 || '''NO TRADE''' || -
|-
| '''F''' || <50 || '''NO TRADE''' || -
|}

== A+ Grade Special Requirements ==

To achieve A+ grade, ALL conditions must be true:
* Final score ≥ 90
* All 5 timeframes aligned with trade direction
* Entry within ±25 points of MA21
* Two-day trend present on Daily
* No institutional fight detected

== Score Calculation Example ==

<pre>
Trade Setup: LONG on 5-min chart

Factor Scores (0-100 each):
  Timeframe Alignment: 85  × 0.30 = 25.5
  Trend Strength:      90  × 0.20 = 18.0
  Key Level Proximity: 70  × 0.20 = 14.0
  Entry Quality:       80  × 0.15 = 12.0
  Risk:Reward:         75  × 0.15 = 11.25
                              ──────────
  Base Score:                    80.75

Penalties Applied:
  - No Railroad Tracks: 0
  - No Creeper: 0
  - Has Two-Day: 0
                              ──────────
  Final Score: 80.75 → Grade: A
</pre>

----

= PART 6: HARD LAYER 4 - FILTERS=

<div style="background:#ffe6e6; border:1px solid #ff0000; padding:10px; margin:10px 0;">
'''HARD FILTERS''' block trades completely. If ANY hard filter fails, NO TRADE happens regardless of how good the setup looks.
</div>

== 3 Hard Filters ==

{| class="wikitable"
|-
! Filter !! Rule !! Effect
|-
| '''1. Direction Filter''' || MA21 slope must match trade direction || Wrong direction = BLOCKED
|-
| '''2. Grade Filter''' || Only A+, A, B grades allowed || C/D/F grades = BLOCKED
|-
| '''3. Hour Filter''' || Block hours [WIP] || Blocked hours = BLOCKED
|}

== Filter 1: Direction (MA21 Slope) ==

{| class="wikitable"
|-
! MA21 Slope !! Allowed Direction !! Logic
|-
| '''Rising''' (↗) || LONG only || Trade with uptrend, never short
|-
| '''Declining''' (↘) || SHORT only || Trade with downtrend, never long
|-
| '''Flat''' (→) || Use MTF direction || Higher timeframes decide
|}

== Filter 2: Grade ==

{| class="wikitable"
|-
! Grade !! Action
|-
| A+, A, B || '''PASS''' - Proceed to entry
|-
| C, D, F || '''BLOCKED''' - No trade
|}

== Filter 3: Hour [work in progress examples] ==

{| class="wikitable"
|-
! Hour !! Status !! Reason
|-
| 9 (9:00-9:59 AM) || '''BLOCKED''' || Market open volatility
|-
| 10-21 (10:00 AM - 9:59 PM) || '''ALLOWED''' || Normal trading hours
|-
| 22 (10:00-10:59 PM) || '''BLOCKED''' || Near market close
|-
| 23 (11:00-11:59 PM) || '''BLOCKED''' || Market close
|}

= PART 7: LAYER 5 - ENTRY TECHNIQUE =

== MA21 Zone Principle ==

<blockquote>
'''"The MA is a ZONE, not a thin line or exact value"'''

Entry is allowed within '''±25 points''' of MA21, not just at the exact MA value.
</blockquote>

== Why ±25 Points? ==

* Price rarely touches MA exactly
* Allows for normal market noise

== Entry Techniques ==

{| class="wikitable"
|-
! Technique !! Direction !! Description
|-
| '''NEAR_MA''' || Both || Price within ±25 pts of MA21 (most common)
|-
| MA_BOUNCE_LONG || Long || Price touches MA21 and bounces up
|-
| MA_BOUNCE_SHORT || Short || Price touches MA21 and rejects down
|-
| GREEN_BAR_AFTER_PULLBACK || Long || Bullish candle after pullback to MA
|-
| RED_BAR_AFTER_RALLY || Short || Bearish candle after rally to MA
|-
| BOS_ENTRY_LONG || Long || Break of structure to upside
|-
| BOS_ENTRY_SHORT || Short || Break of structure to downside
|}

= PART 8: STOP LOSS CALCULATION =

== Stop Loss Methods (Priority Order) ==

{| class="wikitable"
|-
! Priority !! Method !! Description
|-
| 1 || '''BOS-Based Stop''' || Below/above break of structure level
|-
| 2 || '''Swing-Based Stop''' || Below recent swing low (LONG) or above swing high (SHORT)
|-
| 3 || '''Default Stop''' || Fixed 40 points from entry
|}

== Minimum Stop Distance ==

<div style="background:#ffffcc; border:1px solid #ffcc00; padding:10px; margin:10px 0;">
'''MINIMUM: 40 points'''
</div>

This prevents:
* Getting stopped out by normal noise
* Excessive trading costs from tight stops
* Whipsaws in market manipulations, this varies depending on markets, nature of that trade

= PART 9: TARGET CALCULATION =

== The 50% Rule ==

<div style="background:#e6f3ff; border:1px solid #3399ff; padding:10px; margin:10px 0;">
'''Target = 50% of distance to MA21'''

For mean reversion trades, we target halfway back to moving average.
</div>

== Why 50%? ==

* Conservative target ensures higher hit rate
* Based on "divide the move in half" principle
* Captures partial reversion without being greedy
* Works well with trailing stop to capture more

== Minimum Target Rule ==

<pre>
Minimum Target = Risk × 1.5

Example:
  Entry: 5700
  Stop: 5660 (40 points risk)

  50% to MA might give: 30 points
  But minimum is: 40 × 1.5 = 60 points

  Final Target: 5760 (60 points)
</pre>

= PART 10: DYNAMIC STOP MANAGEMENT =

== Two-Phase Protection ==

After entry, stops are managed dynamically in two phases:

{| class="wikitable"
|-
! Phase !! Trigger !! Action
|-
| '''Phase 1: Breakeven''' || +25 points profit || Move stop to entry + 2 points
|-
| '''Phase 2: Trailing''' || +20 points profit || Trail stop using ATR × 2
|}

== Phase 1: Breakeven Stop ==

<pre>
Configuration:
  breakeven_activation = 25 points
  breakeven_buffer = 2 points

Example (LONG from 5700):
  Price reaches 5725 (+25 pts profit)
  → Stop moves from 5660 to 5702 (entry + 2)
  → Trade is now "risk-free"
</pre>

== Phase 2: Trailing Stop ==

<pre>
Configuration:
  trailing_stop_activation = 20 points
  trailing_stop_method = ATR_MULTIPLE
  atr_period = 14 bars
  atr_multiplier = 2.0
  minimum_trail_distance = 15 points

Example (LONG from 5700, ATR = 12):
  Trailing Distance = 12 × 2 = 24 points

  Price at 5740:
  → Trail stop = 5740 - 24 = 5716

  Price at 5760:
  → Trail stop = 5760 - 24 = 5736 (moved UP)

  Price drops to 5736:
  → STOPPED OUT at 5736 (profit locked)
</pre>

== Why Both Phases? ==

{| class="wikitable"
|-
! Phase !! Purpose
|-
| Breakeven || Eliminate risk quickly once trade moves in favor
|-
| Trailing || Let winners run while protecting accumulated profit
|}

----

= PART 11: SLIPPAGE & COSTS =

== Slippage Model ==

{| class="wikitable"
|-
! Event !! Slippage !! Rationale
|-
| '''Entry''' || +1.0 point || Normal market fill
|-
| '''Stop Loss Exit''' || +2.0 points || Stops slip more in fast moves
|-
| '''Target Exit''' || +0.5 points || Limit orders have minimal slippage
|}

== Cost Structure ==

{| class="wikitable"
|-
! Cost Type !! Value
|-
| Commission || Rs 20 per lot per side
|-
| STT || 0.01% on sell side
|-
| Exchange Fees || ~Rs 2 per lot
|-
| Stamp Duty || State-dependent
|}

== Why Model Slippage? ==

* Backtest results must reflect real trading
* Prevents over-optimistic performance estimates
* Stop loss slippage is higher because stops often trigger during fast moves
* Total costs ~Rs 136  per round-trip lot for Crudeoil 1 lot, Nifty 158

----

= PART 12: EXIT RULES =

== 3 Exit Conditions ==

{| class="wikitable"
|-
! Exit Type !! Condition
|-
| '''Stop Loss''' || Price hits stop (original or trailing)
|-
| '''Target''' || Price hits take profit level
|-
| '''Timeout''' || End of day (no overnight holds)
|}

= PART 13: PUTTING IT ALL TOGETHER =

== Trade Flow ==

<pre>
┌─────────────────────────────────────────────────────────────────┐
│  STEP 1: Load data for all 5 timeframes                         │
│  Daily, 4H, 1H, 15M, 5M OHLCV data                             │
└─────────────────────────────────────────────────────────────────┘
                              ↓
┌─────────────────────────────────────────────────────────────────┐
│  STEP 2: LAYER 1 - MTF Analysis (Foundation)                    │
│  Calculate MA21, MA200, trend direction for each timeframe      │
│  Compute MTF alignment score                                    │
└─────────────────────────────────────────────────────────────────┘
                              ↓
┌─────────────────────────────────────────────────────────────────┐
│  STEP 3: LAYER 2 - Market State Analysis                        │
│  Run 7 algorithms: Railroad, Creeper, Phase, BOS, etc.          │
│  Calculate penalties and bonuses                                │
└─────────────────────────────────────────────────────────────────┘
                              ↓
┌─────────────────────────────────────────────────────────────────┐
│  STEP 4: LAYER 3 - Setup Quality Grading                        │
│  Score 5 factors, apply penalties/bonuses                       │
│  Assign grade: A+ / A / B / C / D / F                           │
└─────────────────────────────────────────────────────────────────┘
                              ↓
┌─────────────────────────────────────────────────────────────────┐
│  STEP 5: LAYER 4 - HARD FILTERS (The Gate)  ◄── PASS/FAIL      │
│  • Direction: MA21 slope matches trade direction?               │
│  • Grade: Is grade A+, A, or B?                                 │
│  • Hour: Is current hour allowed (not 9, 22, 23)?               │
│  ANY FAIL → NO TRADE                                            │
└─────────────────────────────────────────────────────────────────┘
                              ↓
┌─────────────────────────────────────────────────────────────────┐
│  STEP 6: LAYER 5 - Entry Technique                              │
│  Is price within ±25 points of MA21?                            │
│  Select entry technique (NEAR_MA, BOS_ENTRY, etc.)              │
└─────────────────────────────────────────────────────────────────┘
                              ↓
┌─────────────────────────────────────────────────────────────────┐
│  STEP 7: Calculate Stop Loss                                    │
│  BOS-based → Swing-based → Default (40 pts minimum)             │
└─────────────────────────────────────────────────────────────────┘
                              ↓
┌─────────────────────────────────────────────────────────────────┐
│  STEP 8: Calculate Target                                       │
│  50% of distance to MA (minimum 1.5× risk)                      │
└─────────────────────────────────────────────────────────────────┘
                              ↓
┌─────────────────────────────────────────────────────────────────┐
│  STEP 9: Execute Trade                                          │
│  Apply entry slippage (+1 pt), create trade record              │
└─────────────────────────────────────────────────────────────────┘
                              ↓
┌─────────────────────────────────────────────────────────────────┐
│  STEP 10: Manage Trade                                          │
│  Monitor: Breakeven at +25 pts → Trail at +20 pts               │
│  Exit: Stop hit | Target hit | Timeout                          │
└─────────────────────────────────────────────────────────────────┘
</pre>

----

= PART 14: HARD vs SOFT FILTERS =

== Understanding the Difference ==

{| class="wikitable"
|-
! Filter Type !! Behavior !! Examples
|-
| '''HARD''' || Blocks trade completely || Direction filter, Hour filter, Grade C/D/F
|-
| '''SOFT''' || Affects quality score || MTF alignment, Market state penalties
|}

== Complete Filter List ==

{| class="wikitable"
|-
! Filter !! Type !! Effect
|-
| MA21 Direction || '''HARD''' || Wrong direction = NO TRADE
|-
| Hour Filter || '''HARD''' || Hours 9, 22, 23 = NO TRADE
|-
| Grade < B || '''HARD''' || C/D/F grades = NO TRADE
|-
| MTF Alignment || SOFT || Low alignment = reduced score (30% weight)
|-
| Creeper Move || SOFT || -50 points penalty
|-
| No Two-Day Trend || SOFT || -30 points penalty
|-
| Institutional Fight || SOFT || 0.7× score multiplier
|-
| Far from MA21 || SOFT || -40 points penalty
|}

----

= APPENDIX A: CONFIGURATION VALUES =

== MTF Configuration ==

{| class="wikitable"
|-
! Parameter !! Value !! Source File !! Description
|-
| context_timeframe || DAILY || main.py:162 || Highest timeframe for overall bias
|-
| primary_timeframe || 1-HOUR || main.py:163 || Primary trend direction
|-
| confirmation_timeframe || 15-MIN || main.py:164 || Entry timing confirmation
|-
| entry_timeframe || 5-MIN || main.py:165 || Execution timeframe
|-
| require_all_timeframes_aligned || '''False''' || main.py:166 || Allow partial alignment
|-
| min_alignment_score || '''0.70 (70%)''' || main.py:167 || Minimum MTF alignment score
|-
| wait_for_15min_alignment || '''True''' || main.py:168 || Wait for 15M confirmation
|-
| min_15min_confirmation_bars || '''2 bars''' || main.py:169 || Bars needed for 15M confirmation
|}

== Entry Configuration ==

{| class="wikitable"
|-
! Parameter !! Value !! Source File
|-
| entry_timeframe || 5-Minute || main.py:165
|-
| ma_buffer_points || 25 points || signal_generation_trade_management.py:68
|-
| blocked_hours || [9, 22, 23] || signal_generation_trade_management.py:137
|-
| enable_hour_filter || True || signal_generation_trade_management.py:89
|-
| enable_ma_direction_filter || True || signal_generation_trade_management.py:97
|}

== Stop/Target Configuration ==

{| class="wikitable"
|-
! Parameter !! Value !! Source File
|-
| min_stop_distance || 40 points || signal_generation_trade_management.py:59
|-
| default_risk_reward || 1.5 || signal_generation_trade_management.py:62
|-
| bos_stop_buffer_points || 5 points || signal_generation_trade_management.py:81
|}

== Dynamic Stop Configuration ==

{| class="wikitable"
|-
! Parameter !! Value !! Source File
|-
| enable_trailing_stop || True || trade_execution_engine.py:58
|-
| trailing_stop_method || ATR_MULTIPLE || trade_execution_engine.py:63
|-
| atr_period || 14 bars || trade_execution_engine.py:64
|-
| atr_multiplier || 2.0 || trade_execution_engine.py:65
|-
| trailing_stop_activation || 20 points || trade_execution_engine.py:60
|-
| enable_breakeven_stop || True || trade_execution_engine.py:69
|-
| breakeven_activation || 25 points || trade_execution_engine.py:70
|-
| breakeven_buffer || 2 points || trade_execution_engine.py:71
|-
| minimum_trail_distance || 15 points || trade_execution_engine.py:370
|}

== Slippage Configuration ==

{| class="wikitable"
|-
! Parameter !! Value !! Source File
|-
| base_slippage_points || 1.0 point || trade_execution_engine.py:38
|-
| volatility_slippage_factor || 0.5 || trade_execution_engine.py:39
|-
| market_impact_factor || 0.1 || trade_execution_engine.py:40
|-
| max_market_impact_slippage || 2.0 points || trade_execution_engine.py:43
|-
| stop_loss_slippage || 2.0 points || trade_execution_engine.py:50
|-
| take_profit_slippage || 0.5 points || trade_execution_engine.py:51
|}

== Trade Execution Limits ==

{| class="wikitable"
|-
! Parameter !! Value !! Source File !! Description
|-
| max_holding_period_minutes || '''480 (8 hours)''' || trade_execution_engine.py:46 || Maximum time a trade can stay open
|-
| min_holding_period_minutes || '''5 minutes''' || trade_execution_engine.py:47 || Minimum holding before exit
|-
| max_position_size || '''200 lots''' || trade_execution_engine.py:54 || Maximum lots per single trade
|-
| max_concurrent_trades || '''3''' || trade_execution_engine.py:55 || Maximum simultaneous open trades
|-
| market_close_buffer_minutes || '''15 minutes''' || trade_execution_engine.py:75 || Close trades before market close
|-
| avoid_news_minutes || 30 minutes || trade_execution_engine.py:74 || Buffer around news events
|}

== Cost Configuration ==

{| class="wikitable"
|-
! Parameter !! Value !! Source File !! Description
|-
| commission_per_lot || '''Rs 20/lot/leg''' || signal_generation_trade_management.py:49 || Dhan broker commission
|-
| transaction_tax_rate || '''0.005% per leg''' || signal_generation_trade_management.py:55 || CTT (0.01% round-trip)
|-
| lot_size_multiplier || '''100 barrels''' || signal_generation_trade_management.py:56 || MCX Crude lot size
|-
| initial_capital || '''Rs 1,00,000''' || main.py:1131 || Starting capital for backtest
|}

== Grading Configuration ==

{| class="wikitable"
|-
! Parameter !! Value !! Source File
|-
| timeframe_alignment_weight || 30% || setup_quality_detection.py:44
|-
| trend_strength_weight || 20% || setup_quality_detection.py:45
|-
| key_level_proximity_weight || 20% || setup_quality_detection.py:47
|-
| entry_technique_weight || 15% || setup_quality_detection.py:46
|-
| risk_reward_weight || 15% || setup_quality_detection.py:48
|-
| a_plus_min_score || 90 || setup_quality_detection.py:51
|-
| a_min_score || 80 || setup_quality_detection.py:52
|-
| b_min_score || 70 || setup_quality_detection.py:53
|}

== Probability Zone Configuration ==

{| class="wikitable"
|-
! Parameter !! Value !! Source File
|-
| enable_probability_zone_filter || True || signal_generation_trade_management.py:104
|-
| probability_zone_swing_lookback || 20 bars || signal_generation_trade_management.py:105
|-
| probability_zone_min_range || 20 points || signal_generation_trade_management.py:106
|-
| top_third_threshold || 66.7% || probability_zone_analysis.py:125
|-
| top_third_probability || 80% || probability_zone_analysis.py:131
|-
| bottom_third_probability || 15% || probability_zone_analysis.py:134
|-
| crash_bar_multiplier || 2.0 || probability_zone_analysis.py:145
|-
| 3_finger_min_spread_pct || 2% || probability_zone_analysis.py:141

|}

----