Alpha Research5 - Revision history

152.57.22.117 at 19:19, 11 January 2026

2026-01-11T19:19:44Z

Plusev.blr at 18:57, 7 January 2026

2026-01-07T18:57:59Z

← Older revision		Revision as of 18:57, 7 January 2026
Line 58:		Line 58:
	│ • MA21 rising → LONG │		│ • MA21 rising → LONG │
	│ • MA21 declining → SHORT │		│ • MA21 declining → SHORT │
	│ • Flat → MTF fallback │		│ • Flat → MTF fallback [WIP market consolidation] │
	│ │		│ │
	│ Gate Filters: Hour, MA Direction, Probability Zone [WIP JIRA] │		│ Gate Filters: Hour, MA Direction, Probability Zone [WIP JIRA] │
Line 71:		Line 71:
	│ Execution: Slippage modeling, Commission (Rs 20/lot), CTT (0.01%) │		│ Execution: Slippage modeling, Commission (Rs 20/lot), CTT (0.01%) │
	│ Position Management: Trailing stop, Breakeven stop, Time exit │		│ Position Management: Trailing stop, Breakeven stop, Time exit │
	│ Output: Trade objects with complete P&L │		│ Output: Trade objects with complete P&L [WIP JIRA] │
	└─────────────────────────────────────────────────────────────────────┘		└─────────────────────────────────────────────────────────────────────┘
	</pre>		</pre>

Plusev.blr at 18:56, 7 January 2026

2026-01-07T18:56:51Z

← Older revision		Revision as of 18:56, 7 January 2026
Line 3:		Line 3:
	== PART 1: Pipeline Architecture ==		== PART 1: Pipeline Architecture ==

	Pre-aggregated OHLC data (5M, 15M, 1H, 4H, 1D) derived from 1-minute source at present conversion ~~doesn't~~ happen at runtime, it is done beforehand. data_manager.py just loads pre-converted CSV files.		Pre-aggregated OHLC data (5M, 15M, 1H, 4H, 1D) derived from 1-minute source. At present conversion doesnot happen at runtime, it is done beforehand. data_manager.py just loads pre-converted CSV files.

	<pre>		<pre>

Plusev.blr at 18:56, 7 January 2026

2026-01-07T18:56:12Z

← Older revision		Revision as of 18:56, 7 January 2026
Line 3:		Line 3:
	== PART 1: Pipeline Architecture ==		== PART 1: Pipeline Architecture ==

	~~The system processes each 5~~-minute ~~bar through 5 sequential layers:~~		Pre-aggregated OHLC data (5M, 15M, 1H, 4H, 1D) derived from 1-minute source at present conversion doesn't happen at runtime, it is done beforehand. data_manager.py just loads pre-converted CSV files.

	<pre>		<pre>

Plusev.blr at 18:51, 7 January 2026

2026-01-07T18:51:27Z

← Older revision		Revision as of 18:51, 7 January 2026
Line 44:		Line 44:
	│ • Trend Strength (20%) │		│ • Trend Strength (20%) │
	│ • Entry Quality (15%) │		│ • Entry Quality (15%) │
	│ • Key Level Proximity (20%) [WIP] │		│ • Key Level Proximity (20%) [WIP JIRA] │
	│ • Risk/Reward (15%) │		│ • Risk/Reward (15%) │
	│ │		│ │
Line 60:		Line 60:
	│ • Flat → MTF fallback │		│ • Flat → MTF fallback │
	│ │		│ │
	│ Gate Filters: Hour, MA Direction, Probability Zone [WIP] │		│ Gate Filters: Hour, MA Direction, Probability Zone [WIP JIRA] │
	│ Output: Signal (direction, entry, stop, target, grade) │		│ Output: Signal (direction, entry, stop, target, grade) │
	└─────────────────────────────────────────────────────────────────────┘		└─────────────────────────────────────────────────────────────────────┘

Plusev.blr at 18:50, 7 January 2026

2026-01-07T18:50:02Z

← Older revision		Revision as of 18:50, 7 January 2026
Line 44:		Line 44:
	│ • Trend Strength (20%) │		│ • Trend Strength (20%) │
	│ • Entry Quality (15%) │		│ • Entry Quality (15%) │
	│ • Key Level Proximity (20%) │		│ • Key Level Proximity (20%) [WIP] │
	│ • Risk/Reward (15%) │		│ • Risk/Reward (15%) │
	│ │		│ │
Line 60:		Line 60:
	│ • Flat → MTF fallback │		│ • Flat → MTF fallback │
	│ │		│ │
	│ Gate Filters: Hour, MA Direction, Probability Zone │		│ Gate Filters: Hour, MA Direction, Probability Zone [WIP] │
	│ Output: Signal (direction, entry, stop, target, grade) │		│ Output: Signal (direction, entry, stop, target, grade) │
	└─────────────────────────────────────────────────────────────────────┘		└─────────────────────────────────────────────────────────────────────┘

Plusev.blr at 18:43, 7 January 2026

2026-01-07T18:43:22Z

← Older revision		Revision as of 18:43, 7 January 2026
Line 95:		Line 95:
	\| 6 \|\| [[Component:Trade_Execution\|trade_execution_engine.py]] \|\| Execution, position management, P&L		\| 6 \|\| [[Component:Trade_Execution\|trade_execution_engine.py]] \|\| Execution, position management, P&L
	\|-		\|-
	\| 7 \|\| [[Component:Probability_Zone\|probability_zone_analysis.py]] \|\| Probability zones ~~(80%/65%/35%/15%)~~, crash bar [Work in progress]		\| 7 \|\| [[Component:Probability_Zone\|probability_zone_analysis.py]] \|\| Probability zones, crash bar [Work in progress]
	\|-		\|-
	\| 8 \|\| [[Component:Data_Manager\|data_manager.py]] \|\| Data loading, timeframe aggregation		\| 8 \|\| [[Component:Data_Manager\|data_manager.py]] \|\| Data loading, timeframe aggregation

Plusev.blr at 18:41, 7 January 2026

2026-01-07T18:41:15Z

← Older revision		Revision as of 18:41, 7 January 2026
Line 95:		Line 95:
	\| 6 \|\| [[Component:Trade_Execution\|trade_execution_engine.py]] \|\| Execution, position management, P&L		\| 6 \|\| [[Component:Trade_Execution\|trade_execution_engine.py]] \|\| Execution, position management, P&L
	\|-		\|-
	\| 7 \|\| [[Component:Probability_Zone\|probability_zone_analysis.py]] \|\| Probability zones (80%/65%/35%/15%), crash bar		\| 7 \|\| [[Component:Probability_Zone\|probability_zone_analysis.py]] \|\| Probability zones (80%/65%/35%/15%), crash bar [Work in progress]
	\|-		\|-
	\| 8 \|\| [[Component:Data_Manager\|data_manager.py]] \|\| Data loading, timeframe aggregation		\| 8 \|\| [[Component:Data_Manager\|data_manager.py]] \|\| Data loading, timeframe aggregation

Plusev.blr at 18:38, 7 January 2026

2026-01-07T18:38:59Z

← Older revision		Revision as of 18:38, 7 January 2026
Line 1:		Line 1:
	= Component Architecture ~~Bakctest_IQ system~~ =		= BacktestIQ – Strategy Simulation Platform Component Architecture =

	== PART 1: Pipeline Architecture ==		== PART 1: Pipeline Architecture ==

Plusev.blr at 18:37, 7 January 2026

2026-01-07T18:37:59Z

← Older revision		Revision as of 18:37, 7 January 2026
Line 81:		Line 81:
	{\| class="wikitable" style="width:100%"		{\| class="wikitable" style="width:100%"
	\|-		\|-
	! # !! Component !! Purpose ~~!! Code Link~~		! # !! Component !! Purpose
	\|-		\|-
	\| 1 \|\| [[Component:Multi_Timeframe_Analysis\|multi_timeframe_analysis.py]] \|\| MTF alignment across 5 timeframes ~~\|\| [https://github.com/stoic97/plus_ev_code_base/blob/rikk_mtf_backtest001/services/backtest/src/components/multi_timeframe_analysis.py View]~~		\| 1 \|\| [[Component:Multi_Timeframe_Analysis\|multi_timeframe_analysis.py]] \|\| MTF alignment across 5 timeframes
	\|-		\|-
	\| 2 \|\| [[Component:Trend_Analysis_Core\|trend_analysis_core.py]] \|\| Per-timeframe trend direction, MA slopes ~~\|\| [https://github.com/stoic97/plus_ev_code_base/blob/rikk_mtf_backtest001/services/backtest/src/components/trend_analysis_core.py View]~~		\| 2 \|\| [[Component:Trend_Analysis_Core\|trend_analysis_core.py]] \|\| Per-timeframe trend direction, MA slopes
	\|-		\|-
	\| 3 \|\| [[Component:Market_State_Analysis\|market_state_analysis.py]] \|\| Railroad, creeper, volatility, trend phase ~~\|\| [https://github.com/stoic97/plus_ev_code_base/blob/rikk_mtf_backtest001/services/backtest/src/components/market_state_analysis.py View]~~		\| 3 \|\| [[Component:Market_State_Analysis\|market_state_analysis.py]] \|\| Railroad, creeper, volatility, trend phase
	\|-		\|-
	\| 4 \|\| [[Component:Setup_Quality_Detection\|setup_quality_detection.py]] \|\| 5-factor scoring, A+ to F grades ~~\|\| [https://github.com/stoic97/plus_ev_code_base/blob/rikk_mtf_backtest001/services/backtest/src/components/setup_quality_detection.py View]~~		\| 4 \|\| [[Component:Setup_Quality_Detection\|setup_quality_detection.py]] \|\| 5-factor scoring, A+ to F grades
	\|-		\|-
	\| 5 \|\| [[Component:Signal_Generation\|signal_generation_trade_management.py]] \|\| Direction, filters, entry/stop/target ~~\|\| [https://github.com/stoic97/plus_ev_code_base/blob/rikk_mtf_backtest001/services/backtest/src/components/signal_generation_trade_management.py View]~~		\| 5 \|\| [[Component:Signal_Generation\|signal_generation_trade_management.py]] \|\| Direction, filters, entry/stop/target
	\|-		\|-
	\| 6 \|\| [[Component:Trade_Execution\|trade_execution_engine.py]] \|\| Execution, position management, P&L ~~\|\| [https://github.com/stoic97/plus_ev_code_base/blob/rikk_mtf_backtest001/services/backtest/src/components/trade_execution_engine.py View]~~		\| 6 \|\| [[Component:Trade_Execution\|trade_execution_engine.py]] \|\| Execution, position management, P&L
	\|-		\|-
	\| 7 \|\| [[Component:Probability_Zone\|probability_zone_analysis.py]] \|\| Probability zones (80%/65%/35%/15%), crash bar ~~\|\| [https://github.com/stoic97/plus_ev_code_base/blob/rikk_mtf_backtest001/services/backtest/src/components/probability_zone_analysis.py View]~~		\| 7 \|\| [[Component:Probability_Zone\|probability_zone_analysis.py]] \|\| Probability zones (80%/65%/35%/15%), crash bar
	\|-		\|-
	\| 8 \|\| [[Component:Data_Manager\|data_manager.py]] \|\| Data loading, timeframe aggregation ~~\|\| [https://github.com/stoic97/plus_ev_code_base/blob/rikk_mtf_backtest001/services/backtest/src/components/data_manager.py View]~~		\| 8 \|\| [[Component:Data_Manager\|data_manager.py]] \|\| Data loading, timeframe aggregation
	\|-		\|-
	\| 9 \|\| [[Component:Backtesting_Analytics\|backtesting_analytics.py]] \|\| Performance metrics, reporting ~~\|\| [https://github.com/stoic97/plus_ev_code_base/blob/rikk_mtf_backtest001/services/backtest/src/components/backtesting_analytics.py View]~~		\| 9 \|\| [[Component:Backtesting_Analytics\|backtesting_analytics.py]] \|\| Performance metrics, reporting
	\|}		\|}