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BTC Backtester

Strategy 1.1: spot absorption after aggressive selling or buying. Baseline event research first; optimization is intentionally disabled.

Run setup

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Spot Absorption Long

Aggressive spot selling, weak price response, OI flat/down, sweep reclaim. Entry at next candle open.
Selected weekdays UTC
Primary flowUses interval delta_quote and quote volume. Cumulative CVD reset cannot alter the signal.
ResidualActual 5m return minus no-lookahead rolling OLS expectation from delta/volume. Positive directional residual means price resisted aggressive flow.
ExtremeRolling high/low excludes the current candle. With strict mode enabled, a candidate must actually breach the prior level and meet Min sweep depth; a zero-depth touch cannot pass sweep_reclaim.
ConfirmationEntry always occurs at the next candle open after confirmation. No same-bar entry or future pivot confirmation.
Hard event dedupeAfter one accepted event, small new extremes cannot create repeated entries. The event unlocks only after an ATR move away or cooldown expiry.
Rejected candidatesEvery price-touch candidate is retained with reason codes, allowing a filter funnel audit before optimization.
Price historyDefault execution uses canonical BTC spot OHLCV from 2024-01-01. Perpetual OHLCV is an optional shorter-range source from 2026-04-06.
LiquidationsBinance data starts 2026-06-01. Baseline keeps it as a feature rather than forcing a shorter history.

Baseline research stage

optimizer disabled
The old optimizer was tied to fractal cumulative-CVD divergence and is not valid for Strategy 1.1. First inspect accepted events, rejected reason codes, forward outcomes, chronological partitions and walk-forward slices. Parameter sweeps come only after the event semantics are verified.

Progress

idle
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Summary

StatusNo run
No trades yet.
No accepted events yet.
No rejected candidates yet.
No run yet.
No run yet.