Alpha Research - Revision history

152.57.143.243 at 06:40, 6 January 2026

2026-01-06T06:40:02Z

← Older revision		Revision as of 06:40, 6 January 2026
Line 216:		Line 216:
	* We position ourselves on high-probability side where price position within recent range determines continuation probability:		* 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.		* Every large move is divided into '''halves and thirds''', creating probability zones.

	=== Odds of Continuation After Pullback ===		=== Odds of Continuation After Pullback ===

	<pre>		<pre>
	┌─────────────────────────────────────────────────────┐		┌─────────────────────────────────────────────────────┐
Line 234:		Line 232:
	└─────────────────────────────────────────────────────┘		└─────────────────────────────────────────────────────┘
	</pre>		</pre>


	{\| class="wikitable"		{\| class="wikitable"

2026-01-06T06:39:11Z

@@ Line 215: / Line 215: @@
 * 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:
 {| class="wikitable"

2026-01-06T06:14:52Z

← Older revision		Revision as of 06:14, 6 January 2026
Line 914:		Line 914:
	\| crash_bar_multiplier \|\| 2.0 \|\| probability_zone_analysis.py:145		\| crash_bar_multiplier \|\| 2.0 \|\| probability_zone_analysis.py:145
	\|-		\|-
	\| ~~three_finger_min_spread_pct~~ \|\| 2% \|\| probability_zone_analysis.py:141		\| 3_finger_min_spread_pct \|\| 2% \|\| probability_zone_analysis.py:141

	\|}		\|}

	----		----

2026-01-06T06:14:24Z

← Older revision		Revision as of 06:14, 6 January 2026
Line 915:		Line 915:
	\|-		\|-
	\| three_finger_min_spread_pct \|\| 2% \|\| probability_zone_analysis.py:141		\| three_finger_min_spread_pct \|\| 2% \|\| probability_zone_analysis.py:141
	\|-
	~~\| enable_color_change_filter \|\| '''False''' (disabled) \|\| signal_generation_trade_management.py:115~~
	\|}		\|}

	----		----

2026-01-06T06:11:42Z

← Older revision		Revision as of 06:11, 6 January 2026
Line 14:		Line 14:
	│ │		│ │
	│ LAYER 1: MULTI-TIMEFRAME ANALYSIS - FOUNDATION LAYER │		│ LAYER 1: MULTI-TIMEFRAME ANALYSIS - FOUNDATION LAYER │
	│ 5 timeframes analyzed for trend alignment │		│ 5 timeframes analyzed for trend alignment │ context
	│ Daily → 4H → 1H → 15M → 5M │		│ Daily → 4H → 1H → 15M → 5M │
	│ │		│ │

2026-01-06T06:08:04Z

2026-01-06T05:59:08Z

2026-01-06T05:53:19Z

← Older revision		Revision as of 05:53, 6 January 2026
Line 491:		Line 491:
	'''Target = 50% of distance to MA21'''		'''Target = 50% of distance to MA21'''

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

2026-01-06T05:50:16Z

← Older revision		Revision as of 05:50, 6 January 2026
Line 437:		Line 437:
	* Allows for normal market noise		* Allows for normal market noise

	== ~~Available~~ Entry Techniques ==		== Entry Techniques ==

	{\| class="wikitable"		{\| class="wikitable"

2026-01-06T05:48:21Z

← Older revision		Revision as of 05:48, 6 January 2026
Line 286:		Line 286:
	# Allow LONG signals (80% continuation)		# Allow LONG signals (80% continuation)
	# Block SHORT signals		# Block SHORT signals

	~~<div style="background:#ffffcc; border:1px solid #ffcc00; padding:10px; margin:10px 0;">~~
	~~'''Note:''' Color Change confirmation (color_change.pdf) is implemented but '''DISABLED''' in current backtest (<code>enable_color_change_filter = False</code>) as it was too restrictive.~~
	~~</div>~~

	~~----~~

	= PART 5: LAYER 3 - SETUP QUALITY GRADING =		= PART 5: LAYER 3 - SETUP QUALITY GRADING =