harry/ForexBot2
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity
Files
b357ab1e87c2411d414f8b7b0bc5026962097cbe
ForexBot2/baseline/da61cff/h4_s030/summary.txt
T
Harwinder Sekhon 1c264d5315 baseline: byte-for-byte backtest reference at da61cff + compare tooling 
Pin reference outputs of backtest/gpu_backtest.py (XAU/USD, window
2025-08-04..2026-08-04, 4 primary TFs x spread 0.30/0.65 = 8 runs) under
baseline/da61cff/: trade books, stdout summaries, derived equity curves
and metrics, plus a manifest with exact argv, input-parquet and output
hashes, backend, and tool versions.

scripts/capture_baseline.py captures (cache-warm only, aborts rather
than fetch live); scripts/compare_baseline.py re-runs the identical
commands and byte-diffs every output, PASS/FAIL per file. Verified
32/32 files PASS on full re-run at this commit; m5_s065 reproduces the
pinned HEAD reference exactly (555 trades, +98.64R, PF 1.483). No
signal, execution, or scanner logic touched; 359 tests green.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01J3mZCQRHnJKt7qXQFG3RhB
2026-08-07 16:34:14 -04:00

285 lines
29 KiB
Plaintext
Raw Blame History

══════════════════════════════════════════════════════════════════════════════
BACKTEST REPORT — XAU/USD (2025-08-04 → 2026-08-04)
Primary: 4h Confirms: 1h,1d
══════════════════════════════════════════════════════════════════════════════
── Summary ──
┌──────────────────────────┬───────────────┐
│ Metric │ Value │
├──────────────────────────┼───────────────┤
│ Trades │ 42 │
│ Wins / Losses / Timeouts │ 26 / 16 / 2 │
│ Win rate │ 61.9% │
│ Total R │ +16.32 │
│ Avg R / trade │ +0.389 │
│ Median R │ +0.241 │
│ Profit factor │ 2.30 │
│ Sharpe (R) │ 0.33 │
│ Max DD (R) │ 3.55 │
│ Avg bars held │ 28.0 │
│ Avg MFE / MAE │ 1.26R / 0.59R │
└──────────────────────────┴───────────────┘
── Breakdown by Quality ──
┌─────────┬────┬────────┬────────┬────────┐
│ Quality │ n │ WR │ avgR │ totalR │
├─────────┼────┼────────┼────────┼────────┤
│ A │ 19 │ 57.9% │ +0.342 │ +6.49 │
│ A+ │ 5 │ 60.0% │ +0.259 │ +1.29 │
│ B │ 17 │ 70.6% │ +0.561 │ +9.54 │
│ C │ 1 │ 0.0% │ -1.004 │ -1.00 │
└─────────┴────┴────────┴────────┴────────┘
── Breakdown by Strategy ──
┌──────────┬────┬────────┬────────┬────────┐
│ Strategy │ n │ WR │ avgR │ totalR │
├──────────┼────┼────────┼────────┼────────┤
│ GENERIC │ 42 │ 61.9% │ +0.389 │ +16.32 │
└──────────┴────┴────────┴────────┴────────┘
── Breakdown by Regime ──
┌───────────────┬────┬────────┬────────┬────────┐
│ Regime │ n │ WR │ avgR │ totalR │
├───────────────┼────┼────────┼────────┼────────┤
│ ranging │ 1 │ 100.0% │ +0.374 │ +0.37 │
│ transitioning │ 9 │ 55.6% │ +0.042 │ +0.38 │
│ trending │ 2 │ 0.0% │ -0.550 │ -1.10 │
│ trending_down │ 8 │ 75.0% │ +0.572 │ +4.57 │
│ trending_up │ 22 │ 63.6% │ +0.550 │ +12.10 │
└───────────────┴────┴────────┴────────┴────────┘
── Trade Log ──
┌────┬─────────────────┬──────┬─────────┬────┬───────┬───────┬──────┬──────────┬─────────┬──────┬───────┐
│ # │ Entry (UTC) │ Dir │ Strat │ Q │ Agree │ Score │ Conf │ Regime │ Exit │ Bars │ R │
├────┼─────────────────┼──────┼─────────┼────┼───────┼───────┼──────┼──────────┼─────────┼──────┼───────┤
│ 1 │ 09-01 Mon 08:00 │ BUY │ GENERIC │ B │ 4/8 │ +32.9 │ 56 │ trending │ TRAIL │ 80 │ +1.81 │
│ 2 │ 09-03 Wed 12:00 │ BUY │ GENERIC │ A │ 5/8 │ +38.5 │ 58 │ trending │ TRAIL │ 4 │ +0.10 │
│ 3 │ 09-08 Mon 12:00 │ BUY │ GENERIC │ B │ 5/8 │ +32.4 │ 61 │ trending │ TRAIL │ 144 │ +2.71 │
│ 4 │ 09-16 Tue 08:00 │ BUY │ GENERIC │ B │ 5/8 │ +30.4 │ 59 │ trending │ TRAIL │ 40 │ +0.63 │
│ 5 │ 09-22 Mon 08:00 │ BUY │ GENERIC │ A │ 4/7 │ +34.1 │ 65 │ transiti │ TRAIL │ 9 │ +1.34 │
│ 6 │ 09-23 Tue 12:00 │ BUY │ GENERIC │ A │ 5/7 │ +45.7 │ 61 │ trending │ SL │ 7 │ -1.01 │
│ 7 │ 09-29 Mon 12:00 │ BUY │ GENERIC │ A │ 5/8 │ +37.6 │ 62 │ transiti │ TRAIL │ 6 │ +0.23 │
│ 8 │ 10-01 Wed 08:00 │ BUY │ GENERIC │ A │ 6/8 │ +40.0 │ 55 │ trending │ SL │ 8 │ -1.01 │
│ 9 │ 10-08 Wed 08:00 │ BUY │ GENERIC │ B │ 4/7 │ +35.4 │ 53 │ trending │ TRAIL │ 42 │ +2.18 │
│ 10 │ 10-13 Mon 08:00 │ BUY │ GENERIC │ B │ 5/8 │ +28.7 │ 57 │ trending │ TRAIL │ 8 │ +0.29 │
│ 11 │ 10-16 Thu 12:00 │ BUY │ GENERIC │ B │ 4/7 │ +28.8 │ 53 │ trending │ TRAIL │ 7 │ +0.01 │
│ 12 │ 10-22 Wed 12:00 │ SELL │ GENERIC │ B │ 6/9 │ -31.2 │ 56 │ trending │ TRAIL │ 79 │ -0.10 │
│ 13 │ 11-10 Mon 12:00 │ BUY │ GENERIC │ A │ 4/7 │ +37.4 │ 68 │ transiti │ TRAIL │ 7 │ +0.45 │
│ 14 │ 11-13 Thu 08:00 │ BUY │ GENERIC │ A │ 5/7 │ +49.2 │ 60 │ trending │ SL │ 3 │ -1.01 │
│ 15 │ 11-26 Wed 12:00 │ BUY │ GENERIC │ B │ 4/8 │ +25.8 │ 56 │ transiti │ TRAIL │ 22 │ +0.25 │
│ 16 │ 12-01 Mon 08:00 │ BUY │ GENERIC │ A │ 5/8 │ +35.8 │ 67 │ transiti │ SL │ 7 │ -1.01 │
│ 17 │ 12-12 Fri 08:00 │ BUY │ GENERIC │ A │ 5/8 │ +35.2 │ 69 │ transiti │ TRAIL │ 2 │ +0.31 │
│ 18 │ 12-22 Mon 08:00 │ BUY │ GENERIC │ A+ │ 5/7 │ +52.3 │ 67 │ trending │ TRAIL │ 8 │ +1.00 │
│ 19 │ 12-23 Tue 08:00 │ BUY │ GENERIC │ A │ 5/8 │ +45.8 │ 63 │ trending │ SL │ 2 │ -1.01 │
│ 20 │ 01-12 Mon 08:00 │ BUY │ GENERIC │ A+ │ 4/7 │ +43.2 │ 71 │ transiti │ TRAIL │ 4 │ -0.09 │
│ 21 │ 01-14 Wed 08:00 │ BUY │ GENERIC │ B │ 4/7 │ +31.5 │ 53 │ trending │ SL │ 14 │ -1.00 │
│ 22 │ 01-15 Thu 12:00 │ BUY │ GENERIC │ C │ 4/7 │ +27.4 │ 55 │ trending │ SL │ 7 │ -1.00 │
│ 23 │ 01-19 Mon 08:00 │ BUY │ GENERIC │ A │ 7/8 │ +46.5 │ 60 │ trending │ TRAIL │ 14 │ +2.46 │
│ 24 │ 01-20 Tue 08:00 │ BUY │ GENERIC │ A │ 5/8 │ +40.0 │ 63 │ trending │ TRAIL │ 8 │ +2.15 │
│ 25 │ 01-21 Wed 08:00 │ BUY │ GENERIC │ B │ 4/7 │ +40.4 │ 55 │ trending │ TRAIL │ 39 │ +2.47 │
│ 26 │ 01-22 Thu 08:00 │ BUY │ GENERIC │ A │ 5/7 │ +41.0 │ 55 │ trending │ TRAIL │ 7 │ +0.80 │
│ 27 │ 01-26 Mon 08:00 │ BUY │ GENERIC │ B │ 4/8 │ +32.7 │ 52 │ trending │ TRAIL │ 20 │ +1.45 │
│ 28 │ 01-28 Wed 08:00 │ BUY │ GENERIC │ A │ 6/8 │ +49.9 │ 61 │ trending │ TRAIL │ 5 │ +2.09 │
│ 29 │ 01-29 Thu 08:00 │ BUY │ GENERIC │ B │ 4/8 │ +37.7 │ 54 │ trending │ SL │ 9 │ -1.00 │
│ 30 │ 02-02 Mon 08:00 │ SELL │ GENERIC │ B │ 4/7 │ -28.7 │ 58 │ trending │ SL │ 91 │ -1.00 │
│ 31 │ 03-02 Mon 08:00 │ BUY │ GENERIC │ A+ │ 4/7 │ +42.9 │ 67 │ transiti │ SL │ 2 │ -1.00 │
│ 32 │ 03-19 Thu 08:00 │ SELL │ GENERIC │ A+ │ 6/8 │ -49.4 │ 65 │ trending │ TRAIL │ 3 │ +1.24 │
│ 33 │ 03-20 Fri 12:00 │ SELL │ GENERIC │ B │ 4/7 │ -35.6 │ 52 │ trending │ TRAIL │ 7 │ +0.64 │
│ 34 │ 03-23 Mon 08:00 │ SELL │ GENERIC │ A │ 5/7 │ -51.0 │ 63 │ trending │ SL │ 1 │ -1.00 │
│ 35 │ 04-01 Wed 08:00 │ BUY │ GENERIC │ A │ 3/7 │ +31.3 │ 63 │ transiti │ TRAIL │ 5 │ -0.11 │
│ 36 │ 05-07 Thu 08:00 │ BUY │ GENERIC │ A │ 5/7 │ +36.2 │ 62 │ trending │ SL │ 13 │ -1.00 │
│ 37 │ 05-15 Fri 12:00 │ SELL │ GENERIC │ A+ │ 5/7 │ -41.4 │ 66 │ trending │ TRAIL │ 6 │ +0.14 │
│ 38 │ 06-08 Mon 08:00 │ SELL │ GENERIC │ A │ 5/7 │ -48.0 │ 63 │ trending │ TRAIL │ 17 │ +2.58 │
│ 39 │ 06-10 Wed 08:00 │ SELL │ GENERIC │ A │ 5/8 │ -44.5 │ 59 │ trending │ TRAIL │ 5 │ +1.13 │
│ 40 │ 06-11 Thu 12:00 │ SELL │ GENERIC │ B │ 4/7 │ -33.0 │ 52 │ trending │ TIMEOUT │ 231 │ +0.08 │
│ 41 │ 06-25 Thu 08:00 │ SELL │ GENERIC │ B │ 4/7 │ -33.7 │ 55 │ trending │ TIMEOUT │ 171 │ -0.24 │
│ 42 │ 07-21 Tue 08:00 │ BUY │ GENERIC │ B │ 4/8 │ +30.5 │ 53 │ ranging │ TRAIL │ 12 │ +0.37 │
└────┴─────────────────┴──────┴─────────┴────┴───────┴───────┴──────┴──────────┴─────────┴──────┴───────┘
══════════════════════════════════════════════════════════════════════════════
══════════════════════════════════════════════════════════════════════════════
TRADE REASONING (first 3 + last 3 of 42)
══════════════════════════════════════════════════════════════════════════════
──────────────────────────────────────────────────────────────────────────────
BUY XAU/USD @ 3477.95500 (Mon 2025-09-01 08:00 UTC)
Strategy=GENERIC Quality=B Score=+32.9 Confidence=56 Regime=trending_up/extreme
SL=3388.21753 TP1=3522.82374 RR=0.50 (897pip risk → 449pip target)
Indicator agreement: 4/8 agree, 2 oppose, 2 neutral
┌────────────┬────────────┬────────┬──────┬─────┬────────┬──────────────────────────────────────────┐
│ Indicator │ Signal │ Value │ Conf │ Wt │ vs Dir │ Description │
├────────────┼────────────┼────────┼──────┼─────┼────────┼──────────────────────────────────────────┤
│ ema_trend │ STRONG_BUY │ 1.000 │ 90 │ 1.0 │ ✓ │ EMA alignment: 4/4 │
│ rsi │ NEUTRAL │ 80.024 │ 30 │ 1.5 │ · │ RSI 80.0 — Extended in uptrend, wait for │
│ bollinger │ SELL │ 1.014 │ 65 │ 1.5 │ ✗ │ Price above upper BB (1.01) │
│ adx │ BUY │ 34.310 │ 70 │ 0.5 │ ✓ │ ADX 34.3 (Strong bullish) | +DI=39.6 -DI │
│ macd │ STRONG_BUY │ 5.371 │ 80 │ 1.5 │ ✓ │ MACD histogram accelerating ↑ │
│ roc │ NEUTRAL │ 1.631 │ 30 │ 1.5 │ · │ ROC +1.63% — No clear momentum │
│ keltner │ BUY │ 53.020 │ 65 │ 1.5 │ ✓ │ Price above Keltner upper — strong uptre │
│ divergence │ SELL │ 1.000 │ 70 │ 1.5 │ ✗ │ Bearish MACD divergence (reversal warnin │
└────────────┴────────────┴────────┴──────┴─────┴────────┴──────────────────────────────────────────┘
Entry reasons:
• STRONG: EMA Trend: EMA alignment: 4/4
• ADX: ADX 34.3 (Strong bullish) | +DI=39.6 -DI=9.5 | Trend strengthening (slope +8.7)
• STRONG: MACD: MACD histogram accelerating ↑
• Keltner: Price above Keltner upper — strong uptrend continuation
Warnings at entry:
⚠ EXTREME volatility — wider stops needed
⚠ FAR FROM EMA200 (3.38%) — over-extended
⚠ TREND EXHAUSTION — price extended >3.5 ATR past swing low
⚠ NO PULLBACK — price 3.4 ATR from EMA21
⚠ Extended — RSI 80 in uptrend
→ EXIT: TRAIL @ 3640.25190 after 80 bars (Thu 2025-09-18 04:00 UTC) → R=+1.81
MFE / MAE: 2.56R / 0.13R
──────────────────────────────────────────────────────────────────────────────
BUY XAU/USD @ 3547.72500 (Wed 2025-09-03 12:00 UTC)
Strategy=GENERIC Quality=A Score=+38.5 Confidence=58 Regime=trending_up/extreme
SL=3511.67000 TP1=3565.75000 RR=0.50 (361pip risk → 180pip target)
Indicator agreement: 5/8 agree, 2 oppose, 1 neutral
┌────────────┬────────────┬────────┬──────┬─────┬────────┬──────────────────────────────────────────┐
│ Indicator │ Signal │ Value │ Conf │ Wt │ vs Dir │ Description │
├────────────┼────────────┼────────┼──────┼─────┼────────┼──────────────────────────────────────────┤
│ ema_trend │ STRONG_BUY │ 1.000 │ 90 │ 1.0 │ ✓ │ EMA alignment: 4/4 │
│ rsi │ NEUTRAL │ 79.057 │ 30 │ 1.5 │ · │ RSI 79.1 — Extended in uptrend, wait for │
│ bollinger │ SELL │ 0.928 │ 45 │ 1.5 │ ✗ │ Price near upper BB (0.93) │
│ adx │ BUY │ 55.932 │ 85 │ 0.5 │ ✓ │ ADX 55.9 (Very strong bullish) | +DI=42. │
│ macd │ STRONG_BUY │ 3.771 │ 66 │ 1.5 │ ✓ │ MACD histogram accelerating ↑ │
│ roc │ STRONG_BUY │ 2.052 │ 70 │ 1.5 │ ✓ │ ROC +2.05% — Strong momentum acceleratio │
│ keltner │ BUY │ 57.733 │ 65 │ 1.5 │ ✓ │ Price above Keltner upper — strong uptre │
│ divergence │ SELL │ 2.000 │ 70 │ 1.5 │ ✗ │ Bearish RSI divergence (reversal warning │
└────────────┴────────────┴────────┴──────┴─────┴────────┴──────────────────────────────────────────┘
Entry reasons:
• STRONG: EMA Trend: EMA alignment: 4/4
• ADX: ADX 55.9 (Very strong bullish) | +DI=42.1 -DI=5.6 | Trend strengthening (slope +8.6)
• STRONG: MACD: MACD histogram accelerating ↑
• STRONG: ROC: ROC +2.05% — Strong momentum acceleration
• Keltner: Price above Keltner upper — strong uptrend continuation
Warnings at entry:
⚠ EXTREME volatility — wider stops needed
⚠ FAR FROM EMA200 (4.91%) — over-extended
⚠ TREND EXHAUSTION — price extended >3.5 ATR past swing low
⚠ NO PULLBACK — price 3.3 ATR from EMA21
⚠ Extended — RSI 79 in uptrend
→ EXIT: TRAIL @ 3551.61875 after 4 bars (Thu 2025-09-04 00:00 UTC) → R=+0.10
MFE / MAE: 0.86R / 1.00R
──────────────────────────────────────────────────────────────────────────────
BUY XAU/USD @ 3619.84000 (Mon 2025-09-08 12:00 UTC)
Strategy=GENERIC Quality=B Score=+32.4 Confidence=61 Regime=trending_up/high
SL=3493.01032 TP1=3683.25484 RR=0.50 (1268pip risk → 634pip target)
Indicator agreement: 5/8 agree, 2 oppose, 1 neutral
┌────────────┬────────────┬────────┬──────┬─────┬────────┬──────────────────────────────────────────┐
│ Indicator │ Signal │ Value │ Conf │ Wt │ vs Dir │ Description │
├────────────┼────────────┼────────┼──────┼─────┼────────┼──────────────────────────────────────────┤
│ ema_trend │ STRONG_BUY │ 1.000 │ 90 │ 1.0 │ ✓ │ EMA alignment: 4/4 │
│ rsi │ NEUTRAL │ 74.628 │ 30 │ 1.5 │ · │ RSI 74.6 — Extended in uptrend, wait for │
│ bollinger │ SELL │ 1.048 │ 65 │ 1.5 │ ✗ │ Price above upper BB (1.05) │
│ adx │ BUY │ 48.554 │ 70 │ 0.5 │ ✓ │ ADX 48.6 (Strong bullish) | +DI=37.6 -DI │
│ macd │ STRONG_BUY │ 1.480 │ 62 │ 1.5 │ ✓ │ MACD histogram accelerating ↑ │
│ roc │ BUY │ 1.888 │ 69 │ 1.5 │ ✓ │ ROC +1.89% — Rising momentum │
│ keltner │ BUY │ 53.949 │ 65 │ 1.5 │ ✓ │ Price above Keltner upper — strong uptre │
│ divergence │ SELL │ 2.000 │ 70 │ 1.5 │ ✗ │ Bearish RSI divergence (reversal warning │
└────────────┴────────────┴────────┴──────┴─────┴────────┴──────────────────────────────────────────┘
Entry reasons:
• STRONG: EMA Trend: EMA alignment: 4/4
• ADX: ADX 48.6 (Strong bullish) | +DI=37.6 -DI=10.9 | Trend strengthening (slope +0.8)
• STRONG: MACD: MACD histogram accelerating ↑
• ROC: ROC +1.89% — Rising momentum
• Keltner: Price above Keltner upper — strong uptrend continuation
Warnings at entry:
⚠ FAR FROM EMA200 (6.03%) — over-extended
⚠ TREND EXHAUSTION — price extended >3.5 ATR past swing low
⚠ NO PULLBACK — price 3.0 ATR from EMA21
⚠ Extended — RSI 75 in uptrend
→ EXIT: TRAIL @ 3964.22774 after 144 bars (Thu 2025-10-09 16:00 UTC) → R=+2.71
MFE / MAE: 3.47R / 0.06R
──────────────────────────────────────────────────────────────────────────────
SELL XAU/USD @ 4080.50000 (Thu 2026-06-11 12:00 UTC)
Strategy=GENERIC Quality=B Score=-33.0 Confidence=52 Regime=trending_down/extreme
SL=4401.51574 TP1=3919.99213 RR=0.50 (3210pip risk → 1605pip target)
Indicator agreement: 4/7 agree, 1 oppose, 2 neutral
┌───────────┬─────────────┬──────────┬──────┬─────┬────────┬──────────────────────────────────────────┐
│ Indicator │ Signal │ Value │ Conf │ Wt │ vs Dir │ Description │
├───────────┼─────────────┼──────────┼──────┼─────┼────────┼──────────────────────────────────────────┤
│ ema_trend │ STRONG_SELL │ -1.000 │ 90 │ 1.0 │ ✓ │ EMA alignment: -4/4 │
│ rsi │ NEUTRAL │ 27.175 │ 30 │ 1.5 │ · │ RSI 27.2 — Extended in downtrend, wait f │
│ bollinger │ BUY │ 0.164 │ 45 │ 1.5 │ ✗ │ Price near lower BB (0.16) │
│ adx │ SELL │ 49.687 │ 70 │ 0.5 │ ✓ │ ADX 49.7 (Strong bearish) | +DI=9.3 -DI= │
│ macd │ NEUTRAL │ -10.742 │ 35 │ 1.5 │ · │ MACD histogram negative but fading │
│ roc │ STRONG_SELL │ -4.189 │ 80 │ 1.5 │ ✓ │ ROC -4.19% — Strong bearish momentum │
│ keltner │ SELL │ -119.484 │ 65 │ 1.5 │ ✓ │ Price below Keltner lower — strong downt │
└───────────┴─────────────┴──────────┴──────┴─────┴────────┴──────────────────────────────────────────┘
Entry reasons:
• STRONG: EMA Trend: EMA alignment: -4/4
• ADX: ADX 49.7 (Strong bearish) | +DI=9.3 -DI=35.3 | Trend strengthening (slope +6.7)
• STRONG: ROC: ROC -4.19% — Strong bearish momentum
• Keltner: Price below Keltner lower — strong downtrend continuation
Warnings at entry:
⚠ EXTREME volatility — wider stops needed
⚠ FAR FROM EMA200 (9.40%) — over-extended
⚠ TREND EXHAUSTION — price extended >3.5 ATR past swing high
⚠ NO PULLBACK — price 2.6 ATR from EMA21
⚠ Extended — RSI 27 in downtrend
→ EXIT: TIMEOUT @ 4053.96000 after 231 bars (Mon 2026-08-03 20:00 UTC) → R=+0.08
MFE / MAE: 0.43R / 0.94R
──────────────────────────────────────────────────────────────────────────────
SELL XAU/USD @ 3987.88500 (Thu 2026-06-25 08:00 UTC)
Strategy=GENERIC Quality=B Score=-33.7 Confidence=55 Regime=trending_down/high
SL=4266.18591 TP1=3848.73454 RR=0.50 (2783pip risk → 1392pip target)
Indicator agreement: 4/7 agree, 1 oppose, 2 neutral
┌───────────┬─────────────┬─────────┬──────┬─────┬────────┬──────────────────────────────────────────┐
│ Indicator │ Signal │ Value │ Conf │ Wt │ vs Dir │ Description │
├───────────┼─────────────┼─────────┼──────┼─────┼────────┼──────────────────────────────────────────┤
│ ema_trend │ STRONG_SELL │ -1.000 │ 90 │ 1.0 │ ✓ │ EMA alignment: -4/4 │
│ rsi │ NEUTRAL │ 28.940 │ 30 │ 1.5 │ · │ RSI 28.9 — Extended in downtrend, wait f │
│ bollinger │ BUY │ 0.119 │ 45 │ 1.5 │ ✗ │ Price near lower BB (0.12) │
│ adx │ SELL │ 40.826 │ 70 │ 0.5 │ ✓ │ ADX 40.8 (Strong bearish) | +DI=6.8 -DI= │
│ macd │ NEUTRAL │ -8.951 │ 35 │ 1.5 │ · │ MACD histogram negative but fading │
│ roc │ STRONG_SELL │ -3.645 │ 78 │ 1.5 │ ✓ │ ROC -3.65% — Strong bearish momentum │
│ keltner │ SELL │ -94.850 │ 65 │ 1.5 │ ✓ │ Price below Keltner lower — strong downt │
└───────────┴─────────────┴─────────┴──────┴─────┴────────┴──────────────────────────────────────────┘
Entry reasons:
• STRONG: EMA Trend: EMA alignment: -4/4
• ADX: ADX 40.8 (Strong bearish) | +DI=6.8 -DI=33.5 | Trend strengthening (slope +10.7)
• STRONG: ROC: ROC -3.65% — Strong bearish momentum
• Keltner: Price below Keltner lower — strong downtrend continuation
Warnings at entry:
⚠ FAR FROM EMA200 (8.60%) — over-extended
⚠ TREND EXHAUSTION — price extended >3.5 ATR past swing high
⚠ Weak pullback — price 2.2 ATR from EMA21
⚠ Extended — RSI 29 in downtrend
→ EXIT: TIMEOUT @ 4053.96000 after 171 bars (Mon 2026-08-03 20:00 UTC) → R=-0.24
MFE / MAE: 0.16R / 0.77R
──────────────────────────────────────────────────────────────────────────────
BUY XAU/USD @ 4071.19500 (Tue 2026-07-21 08:00 UTC)
Strategy=GENERIC Quality=B Score=+30.5 Confidence=53 Regime=ranging/low
SL=3987.03252 TP1=4116.76872 RR=0.54 (842pip risk → 456pip target)
Indicator agreement: 4/8 agree, 2 oppose, 2 neutral
┌────────────┬────────────┬────────┬──────┬─────┬────────┬──────────────────────────────────────────┐
│ Indicator │ Signal │ Value │ Conf │ Wt │ vs Dir │ Description │
├────────────┼────────────┼────────┼──────┼─────┼────────┼──────────────────────────────────────────┤
│ ema_trend │ NEUTRAL │ 0.000 │ 50 │ 1.0 │ · │ EMA alignment: 0/4 | Golden cross (fast/ │
│ rsi │ SELL │ 61.985 │ 45 │ 1.5 │ ✗ │ RSI 62.0 — Upper range zone │
│ bollinger │ SELL │ 1.164 │ 65 │ 1.5 │ ✗ │ Price above upper BB (1.16) │
│ adx │ NEUTRAL │ 18.223 │ 40 │ 0.5 │ · │ ADX 18.2 (Weak/Ranging bullish) | +DI=30 │
│ macd │ STRONG_BUY │ 7.598 │ 80 │ 1.5 │ ✓ │ MACD histogram accelerating ↑ │
│ roc │ BUY │ 1.389 │ 64 │ 1.5 │ ✓ │ ROC +1.39% — Rising momentum │
│ keltner │ STRONG_BUY │ 46.392 │ 80 │ 1.5 │ ✓ │ Keltner SQUEEZE RELEASED — bullish break │
│ divergence │ BUY │ 1.000 │ 70 │ 1.5 │ ✓ │ Bullish MACD divergence (reversal warnin │
└────────────┴────────────┴────────┴──────┴─────┴────────┴──────────────────────────────────────────┘
Entry reasons:
• STRONG: MACD: MACD histogram accelerating ↑
• ROC: ROC +1.39% — Rising momentum
• STRONG: Keltner: Keltner SQUEEZE RELEASED — bullish breakout
• Divergence: Bullish MACD divergence (reversal warning)
Warnings at entry:
⚠ Low volatility — potential for breakout
→ EXIT: TRAIL @ 4103.00814 after 12 bars (Thu 2026-07-23 04:00 UTC) → R=+0.37
MFE / MAE: 1.13R / 0.31R
Reference in New Issue View Git Blame Copy Permalink