Backtest UI

Maximum base depth TBDM

T_BASE_DEPTH_MAX | ticker recent pattern | setup | ticker | candidate

Logicpivot_index = argmax(high[t-lookback_days:t-min_base_days]); base_low = min(low[pivot_index+1:t-1]); base_pullback_depth = 1 - base_low / high[pivot_index]; base_pullback_depth <= max_depth
Edge-
Samples0

Definition

Sequential pre-breakout correction depth from a prior pivot high to the lowest later low does not exceed a configurable limit. The pivot must be old enough to form a base, and all inputs end at t-1.

Logic Triples

No first-class ontology mapping yet. Showing fallback logic: pivot_index = argmax(high[t-lookback_days:t-min_base_days]); base_low = min(low[pivot_index+1:t-1]); base_pullback_depth = 1 - base_low / high[pivot_index]; base_pullback_depth <= max_depth

Strategies Using Atom

StrategyFamilyEdgeSignals