🧪 MEXC v3.8.4 — TRIPLE LIVE SHADOW (#30 + #18 + #26) + 50-SETUP MARKET LAB
Vienas bendras MEXC Futures LIVE feedas maitina tris visiškai atskirus PAPER shadow: #30, #18 ir #26. Kiekvienas turi savo entry logiką, exit parametrus, paper DB ir atskirą PNL; 50-setup replay/optimizeris lieka nepakeistas tyrimams.
Testų candle šaltinis tik vienas: /data/live_market_v35.sqlite3. Senas /data/mexc_history.sqlite3 šiame app'e neatidaromas ir į statistiką nepatenka.
Setupai #49–50: nuo v3.8 prospectively kaupiama atskira viešų market duomenų DB /data/live_micro_v38.sqlite3 (OI/funding/bid-ask visoms rinkoms; trade-flow + depth TOP likvidžioms rinkoms). Seniems laikams šių duomenų neišgalvojame.
1. TRIPLE LIVE SHADOW — visi trys vienu metu
Body Break / Tiny Wick → REVERSE
10x • 5 USDT
1.5% / 1.5% / 0.10 pp
120 min
15M Range Edge Fade → REVERSE
10x • 5 USDT
1.5% / 0.25% / 0.05 pp / 1 min
First Break After 30m Compression → REVERSE
10x • 5 USDT
1.5% / 0.75% / 0.10 pp / 120 min
Vienas feedas, trys apskaitos: #30 tęsia paper_shadow_body_break_tiny_wick_v381.sqlite3; #18 tęsia paper_shadow_15m_range_edge_fade_v382.sqlite3; naujas #26 rašo į paper_shadow_first_break_30m_compression_v384.sqlite3; seno #29 DB paliekama nepakeista ir aktyviai nebekraunama. live_market_v35.sqlite3 tęsiama ta pati.
2. LIVE SHADOW statusas
OFFShadow paper OFF
0/0
Eligible Futures
0
WS up
0/0
Feed age
Signals / opened
0
Open
0
Closed
0
Combined realized PNL
0
Trade Win
0%
Next1m hit
0%
#30 Paper DB
0 MB
Live market DB
0 MB
2B. Atskirai kiekvieno SHADOW rezultatai
Max DD skaičiuojamas iš kiekvienos strategijos uždarytų paper sandorių realized equity kreivės. Profit factor = visų pelningų sandorių PNL / absoliutus visų nuostolingų sandorių PNL.
StrategijaParametraiOpenedOpenClosedTrade WinNext1mRealized PNLMax DDAvg PNL/tradeProfit factorTRAIL / TIME / STOPLiqPaper DB
3. Atviros PAPER pozicijos
TokenSetupSideEntry UTCEntryCurrentMFEMAETrailTrail leveluPNLNext1m?
4. Recent uždaryti PAPER trades
TokenSetupSideEntry UTCExit UTCStatusPNLMFEMAENext1m?
5. MICROSTRUCTURE collector — setupams #49–50
Public data only. Ticker snapshot/minute kaupia OI, funding, bid/ask visoms USDT Futures. TOP likvidžioms rinkoms deal WS agreguoja buy/sell flow, o 1 depth snapshot/minute duoda depth imbalance. Raw tickų milijonų DB nekaupiam.
Status
OFF
Deal WS
OFF
WS messages
0
Ticker rows
0
Flow rows
0
Micro DB
0 MB
6. 50 setupų biblioteka
#1 3 Green Acceleration LONGSIMPLE • OHLCV • LONG3 bullish 1m bodies accelerate while volume expands.
#2 3 Red Acceleration SHORTSIMPLE • OHLCV • SHORT3 bearish 1m bodies accelerate while volume expands.
#3 Big Body + Volume LONGSIMPLE • OHLCV • LONGLarge bullish body, large range and abnormal volume.
#4 Big Body + Volume SHORTSIMPLE • OHLCV • SHORTLarge bearish body, large range and abnormal volume.
#5 Volume Explosion Reversal LONGSIMPLE • OHLCV • LONGExtreme red 1m impulse + volume after a fast dump; exhaustion hypothesis.
#6 Volume Explosion Reversal SHORTSIMPLE • OHLCV • SHORTExtreme green 1m impulse + volume after a fast pump; exhaustion hypothesis.
#7 Low-Volume Drift Break LONGSIMPLE • OHLCV • LONGQuiet low-volume drift then high-volume break above local range.
#8 Low-Volume Drift Break SHORTSIMPLE • OHLCV • SHORTQuiet low-volume drift then high-volume break below local range.
#9 Compression → ExpansionSIMPLE • OHLCV • DYNAMICCompressed 1m ranges suddenly expand outside the local range.
#10 Expansion FadeSIMPLE • OHLCV • DYNAMICExtreme one-minute expansion is faded as an exhaustion event.
#11 4H Trend + 1M Pullback LONGMTF • OHLCV • LONGCompleted 4H trend up; short 1m pullback followed by bullish trigger.
#12 4H Trend + 1M Pullback SHORTMTF • OHLCV • SHORTCompleted 4H trend down; short 1m bounce followed by bearish trigger.
#13 4H Trend + 5M BreakoutMTF • OHLCV • DYNAMICCompleted 5m breakout traded only in completed 4H trend direction.
#14 1H Trend + 1M MomentumMTF • OHLCV • DYNAMICCompleted 1H trend and strong 1m volume impulse agree.
#15 15M Trend / 1M Mean ReversionMTF • OHLCV • DYNAMIC1m over-extension against completed 15m trend is traded back with trend.
#16 4H Breakout / 1M PullbackMTF • OHLCV • DYNAMICCompleted 4H structure breaks; 1m pullback/reclaim enters in breakout direction.
#17 5M Momentum + 1M TriggerMTF • OHLCV • DYNAMICStrong completed 5m momentum followed by same-direction 1m trigger.
#18 15M Range Edge FadeMTF • OHLCV • DYNAMIC1m rejection at the edge of a completed 15m range.
#19 4H Trend ExhaustionMTF • OHLCV • DYNAMICLarge completed 4H move plus 1m climax is faded.
#20 Alignment 4H + 15M + 5MMTF • OHLCV • DYNAMICCompleted 4H, 15m and 5m directional returns align with 1m trigger.
#21 20-Min High Break LONGBREAKOUT • OHLCV • LONG1m closes above prior 20-minute high with elevated volume.
#22 20-Min Low Break SHORTBREAKOUT • OHLCV • SHORT1m closes below prior 20-minute low with elevated volume.
#23 High Break + Immediate Failure SHORTBREAKOUT • OHLCV • SHORTSweeps prior 20m high then closes back inside; short liquidity-failure hypothesis.
#24 Low Break + Immediate Failure LONGBREAKOUT • OHLCV • LONGSweeps prior 20m low then closes back inside; long liquidity-failure hypothesis.
#25 Double SweepBREAKOUT • OHLCV • DYNAMICSame 1m bar sweeps both 20m edges; direction determined by strong closing side.
#26 First Break After 30m CompressionBREAKOUT • OHLCV • DYNAMICTight 30m range followed by the first high-volume close outside it.
#27 Breakout + No Volume = FadeBREAKOUT • OHLCV • DYNAMICRange break without volume confirmation is faded.
#28 Breakout + Extreme Volume = ContinueBREAKOUT • OHLCV • DYNAMICRange break with extreme volume trades continuation.
#29 Wick Break / Body RejectBREAKOUT • OHLCV • DYNAMICLong wick sweeps range edge but body closes inside; fade the sweep.
#30 Body Break / Tiny WickBREAKOUT • OHLCV • DYNAMICLarge body closes outside range with tiny opposing wick; continuation.
#31 Quiet Accumulation Break LONGMANIPULATION • OHLCV • LONGPrice holds a tight base while volume quietly builds, then breaks upward.
#32 Quiet Distribution Break SHORTMANIPULATION • OHLCV • SHORTPrice holds a tight top while volume quietly builds, then breaks downward.
#33 Pump Pre-Accumulation LONGMANIPULATION • OHLCV • LONGVolume ramps before price; first clean upward impulse is traded.
#34 Pump Exhaustion Fade SHORTMANIPULATION • OHLCV • SHORTFast multi-minute pump + extreme volume is faded.
#35 Dump Exhaustion Fade LONGMANIPULATION • OHLCV • LONGFast multi-minute dump + extreme volume is faded.
#36 Volume Without Price / AbsorptionMANIPULATION • OHLCV • DYNAMICHuge volume with small body; dominant rejection wick chooses reversal side.
#37 BTC Direction FilterMARKET • OHLCV • DYNAMICToken impulse trades only with BTC 5m + 15m direction.
#38 BTC Divergence / Catch-upMARKET • OHLCV • DYNAMICBTC moves strongly while token lags; trade token catch-up when it wakes up.
#39 Relative Strength Winner LONGMARKET • OHLCV • LONGTop 5% 5m return across the live market + volume impulse.
#40 Relative Weakness Loser SHORTMARKET • OHLCV • SHORTBottom 5% 5m return across the live market + bearish impulse.
#41 Leader ReversalMARKET • OHLCV • DYNAMICTop/bottom 1% 5m leader with exhaustion candle is faded.
#42 Market Breadth + Relative StrengthMARKET • OHLCV • DYNAMIC>70% market up: long leaders; <30% market up: short laggards.
#43 ATR Regime Switch / RouterREGIME • OHLCV • DYNAMICLow-vol regime trades breakouts; high-vol regime trades exhaustion reversals.
#44 Volatility Shock ContinuationREGIME • OHLCV • DYNAMICLarge ATR shock + volume trades in impulse direction.
#45 Volatility Shock ReversalREGIME • OHLCV • DYNAMICSame volatility shock is faded to test exhaustion.
#46 Clock Boundary BurstREGIME • OHLCV • DYNAMICVolume/momentum burst on :00/:15/:30/:45 boundaries.
#47 Multi-Factor Voting LONGMETA • OHLCV • LONG4H/15m/BTC/volume/breakout/relative-strength votes; trade only high score.
#48 Multi-Factor Voting SHORTMETA • OHLCV • SHORTMirror multi-factor voting score for SHORT.
#49 Price + Open Interest ExpansionMICRO • MICRO • DYNAMICPrice and OI expand together, with funding/spread sanity checks.
#50 State-Dependent Order Flow ImbalanceMICRO • MICRO • DYNAMICAggressor trade imbalance + depth imbalance + spread/liquidity regime.
Geltonas kairys brūkšnys = mūsų rekomenduotas TOP10 pirmam testui. Visi signalai yra RAW: sprendimas priimamas tik iš jau užsidariusių duomenų, entry — sekančios 1m candle OPEN. ORIGINAL ir REVERSE skaičiuojami abiem kryptimis.
7. LIVE-DB ONLY 50-SETUP SCAN
4H/1H/15m/5m yra agreguojami tik iš mūsų live 1m DB. Market breadth ir relative-strength thresholdai taip pat apskaičiuojami streaming būdu iš tos pačios DB.
10x / $5 fixed
NEVER USED
IDLEReady
LIVE DB rows
0
Symbols
0
LIVE DB size
0 MB
Signals
0
Replay events
0
Current shadow PNL
Micro ticker rows
0
Micro flow rows
0
Historical DB used
NO
# / SetupFamilySourceSignalsSig/hO sideO N1O N3O WinO TotalO Val30O Final15R sideR N1R N3R WinR TotalR Val30R Final15Better
8. EXIT OPTIMIZER — tik atrinktam setupui
Pirma 50-setup scan; tada optimizuojam tik kelis geriausius. 10x/$5 fixed. Final15 optimizerio metu SEALED.
Optimizer JSON
READY
#Score/Val30Train55Val30Final15TotalWinDDPNL/DDLiqSLARMTrailHold