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Triangle consolidation with fitted geometry TTCX

T_TRIANGLE_CONSOLIDATION | ticker recent pattern | trigger | ticker | proposed

Logicorigin = argmax high[t-60:t-1]; hold_frac(close >= ema21*0.99) >= 0.8 over [origin, t-1]; any low <= ema8 in window; res = linreg(swing highs, order 2); sup = linreg(swing lows, order 2); sup_slope > 0
Edge-0.1%
Samples4,546

Definition

A valid consolidation is present: anchored at the first-leg high (highest high of the last 10-60 bars), price holds EMA21 on at least 80% of bars, touches EMA8 at least once, and both the swing-high resistance line and swing-low support line are fittable (>= 2 swings each) with the support line sloping upward (higher lows). The raw geometry (res/sup R^2, slopes, days-to-apex) is exported as continuous features for threshold search; this atom only asserts that the geometry exists.

Logic Triples

No first-class ontology mapping yet. Showing fallback logic: origin = argmax high[t-60:t-1]; hold_frac(close >= ema21*0.99) >= 0.8 over [origin, t-1]; any low <= ema8 in window; res = linreg(swing highs, order 2); sup = linreg(swing lows, order 2); sup_slope > 0

Strategies Using Atom

StrategyFamilyEdgeSignals
anticipatory: converged only triangle_anticipatory - -
anticipatory: converged + max_roc triangle_anticipatory - -
anticipatory: converged + max_roc + vol_ratio triangle_anticipatory - -
anticipatory: converged + full base filters triangle_anticipatory - -
anticipatory: converged + base filters (ema21 relaxed) triangle_anticipatory - -
anticipatory: converged + base + sector RS triangle_anticipatory - -
anticipatory: converged + base + sector+ticker RS triangle_anticipatory - -
anticipatory: converged + base + RS + GARCH contraction <1.0 triangle_anticipatory - -
anticipatory: converged + base + RS + GARCH contraction <0.9 triangle_anticipatory - -
anticipatory: converged + base + RS + HMM low-vol regime triangle_anticipatory - -
anticipatory: converged + base + RS + GARCH ratio<1 AND low-vol regime triangle_anticipatory - -
anticipatory: GARCH only (no convergence) triangle_anticipatory - -
anticipatory: tight convergence (apex<3, k<0.3) triangle_anticipatory - -
anticipatory: loose convergence (apex<10, k<0.5) triangle_anticipatory - -
anticipatory: converged + base (no RS) triangle_anticipatory - -
tight conv / pct stop 1.0% triangle_anticipatory - -
tight conv / pct stop 1.5% triangle_anticipatory - -
tight conv / pct stop 2.0% triangle_anticipatory - -
tight conv / pct stop 3.0% triangle_anticipatory - -
tight conv / support_level stop triangle_anticipatory - -
tight conv / support_level stop (min 1%) triangle_anticipatory - -
tight conv / breakout_low stop triangle_anticipatory - -
tight conv / breakout_low stop (min 1%) triangle_anticipatory - -
workhorse / pct 1.5% triangle_anticipatory - -
workhorse / support_level stop triangle_anticipatory - -
workhorse / breakout_low stop triangle_anticipatory - -
workhorse / support_level stop (min 1%) triangle_anticipatory - -
tight conv + GARCH <1.0 / support stop triangle_anticipatory - -
tight conv + GARCH <1.0 / pct 1.5% triangle_anticipatory - -
anticipatory: convergence + GARCH triangle_anticipatory -0.3% 247
anticipatory: tight convergence triangle_anticipatory -0.1% 830
anticipatory: GARCH contraction + RS triangle_anticipatory -0.2% 1,115
anticipatory: GARCH < 1.3 + RS triangle_anticipatory -0.3% 2,916
anticipatory: HMM low-vol regime + RS triangle_anticipatory -0.3% 4,546
hold 10d / EMA8 trail triangle_anticipatory -0.9% 827
hold 10d / stop only triangle_anticipatory -0.9% 827
hold 5d / EMA21 trail triangle_anticipatory -0.9% 827
hold 5d / EMA8 trail triangle_anticipatory -0.9% 827
hold 5d / EMA8 trail + 2R target triangle_anticipatory -0.9% 827
hold 5d / stop only triangle_anticipatory -0.9% 827
hold 5d / 2%-gain then 5% trail triangle_anticipatory -0.9% 827