okx-codex-trader/reports/eth-exploration/eth-btc-nextgen-signal-intent.json

{
  "created_at": "2026-04-29T19:22:13Z",
  "data": {
    "aligned_candles": 222500,
    "btc_candles": "data/okx-candles/BTC-USDT-SWAP/15m.csv",
    "decision_candle_time": "2026-04-29T16:30:00Z",
    "decision_candle_ts": 1777480200000,
    "decision_rule": "use the aligned candle immediately before the latest aligned local candle",
    "eth_candles": "data/okx-candles/ETH-USDT-SWAP/15m.csv",
    "latest_aligned_candle_time": "2026-04-29T16:45:00Z",
    "latest_aligned_candle_ts": 1777481100000,
    "source": "local_csv"
  },
  "decision": {
    "active_signal_count": 0,
    "active_suggested_weight": 0,
    "intent": "observe_no_signal",
    "needs_cancel": false,
    "needs_order": false,
    "signal": "no_signal"
  },
  "legs": [
    {
      "bar": "15m",
      "conditions": {
        "btc_close_above_sma480": {
          "distance_to_pass": 1475.1000000000058,
          "passes": false,
          "threshold": 77331.1,
          "value": 75856.0
        },
        "btc_momentum_at_or_above_min": {
          "distance_to_pass": 0.040101233786776325,
          "passes": false,
          "threshold": 0.0,
          "value": -0.040101233786776325
        },
        "eth_close_above_sma50": {
          "distance_to_pass": 48.865400000000136,
          "passes": false,
          "threshold": 2315.6154,
          "value": 2266.75
        },
        "eth_rsi2_at_or_below_3": {
          "distance_to_pass": 7.743438715792621,
          "passes": false,
          "threshold": 3.0,
          "value": 10.743438715792621
        }
      },
      "direction": "long",
      "dry_run_action": "observe_no_signal",
      "entry_rule": "eth_close > eth_sma50 and eth_rsi2 <= 3 and btc_close > btc_sma480 and btc_momentum_240 >= minimum",
      "exit_rule": "eth_rsi2 >= exit_rsi or btc_close < btc_sma480; shock leg also exits when shock guard fails",
      "exit_signal": true,
      "family": "btc_trend_eth_rsi",
      "indicators": {
        "btc_close": 75856.0,
        "btc_momentum_240": -0.040101233786776325,
        "btc_sma480": 77331.1,
        "eth_close": 2266.75,
        "eth_rsi2": 10.743438715792621,
        "eth_sma50": 2315.6154
      },
      "intent": "no_signal",
      "leg_id": "btc_trend_eth_rsi",
      "params": {
        "btc_min_momentum": 0.0,
        "btc_momentum_lookback": 240,
        "btc_trend_sma": 480,
        "eth_exit_rsi": 55.0,
        "eth_rsi_threshold": 3.0,
        "eth_trend_sma": 50
      },
      "signal": false,
      "suggested_weight": 0.5,
      "symbol": "ETH-USDT-SWAP"
    },
    {
      "bar": "15m",
      "conditions": {
        "btc_close_above_sma480": {
          "distance_to_pass": 1475.1000000000058,
          "passes": false,
          "threshold": 77331.1,
          "value": 75856.0
        },
        "btc_drawdown_at_or_above_floor": {
          "distance_to_pass": 0.0,
          "passes": true,
          "threshold": -0.05,
          "value": -0.025520730294209204
        },
        "btc_momentum_at_or_above_min": {
          "distance_to_pass": 0.05010123378677633,
          "passes": false,
          "threshold": 0.01,
          "value": -0.040101233786776325
        },
        "btc_realized_vol_at_or_below_max": {
          "distance_to_pass": 0.0,
          "passes": true,
          "threshold": 0.01,
          "value": 0.001651657896372991
        },
        "eth_close_above_sma50": {
          "distance_to_pass": 48.865400000000136,
          "passes": false,
          "threshold": 2315.6154,
          "value": 2266.75
        },
        "eth_rsi2_at_or_below_3": {
          "distance_to_pass": 7.743438715792621,
          "passes": false,
          "threshold": 3.0,
          "value": 10.743438715792621
        }
      },
      "direction": "long",
      "dry_run_action": "observe_no_signal",
      "entry_rule": "eth_close > eth_sma50 and eth_rsi2 <= 3 and btc_close > btc_sma480 and btc_momentum_240 >= minimum and btc_realized_vol_96 <= 0.01 and btc_drawdown_96 >= -0.05",
      "exit_rule": "eth_rsi2 >= exit_rsi or btc_close < btc_sma480; shock leg also exits when shock guard fails",
      "exit_signal": true,
      "family": "btc_shock_guard_eth_rsi",
      "indicators": {
        "btc_close": 75856.0,
        "btc_drawdown_96": -0.025520730294209204,
        "btc_momentum_240": -0.040101233786776325,
        "btc_realized_vol_96": 0.001651657896372991,
        "btc_recent_high_96": 77842.6,
        "btc_sma480": 77331.1,
        "eth_close": 2266.75,
        "eth_rsi2": 10.743438715792621,
        "eth_sma50": 2315.6154
      },
      "intent": "no_signal",
      "leg_id": "btc_shock_guard_eth_rsi",
      "params": {
        "btc_max_drawdown": 0.05,
        "btc_max_realized_vol": 0.01,
        "btc_min_momentum": 0.01,
        "btc_momentum_lookback": 240,
        "btc_shock_lookback": 96,
        "btc_trend_sma": 480,
        "eth_exit_rsi": 55.0,
        "eth_rsi_threshold": 3.0,
        "eth_trend_sma": 50
      },
      "signal": false,
      "suggested_weight": 0.5,
      "symbol": "ETH-USDT-SWAP"
    }
  ],
  "mode": "readonly_signal_intent",
  "observation_parameters": {
    "bar_close_confirmation": "15m aligned ETH/BTC local candles",
    "candidate_cost_model": "maker_taker",
    "candidate_roundtrip_cost_on_margin": 0.0021,
    "execution": "no_order_submission",
    "portfolio_weighting": "equal 0.5 / 0.5",
    "position_direction_to_observe": "no_signal",
    "purpose": "small-capital futures observation candidate only after separate order-path implementation",
    "state_assumption": "no live position state read or assumed"
  },
  "order_client": null,
  "private_key_required": false,
  "readiness_check": {
    "blocked_for_live_trading": true,
    "blocker": "this script intentionally has no OKX private client, order sizing, or submit path",
    "can_be_used_for_later_small_capital_futures_observation": true,
    "reason": "signal rules are closed over local public candles and produce no order or cancel payload"
  },
  "strategy": {
    "bar": "15m",
    "direction": "long_only",
    "leverage_observation_reference": 3,
    "name": "eth-btc-nextgen equal-2-c0003",
    "short_supported": false,
    "source_candidate": "reports/eth-exploration/eth-btc-nextgen-portfolios.csv:equal-2-c0003",
    "symbol": "ETH-USDT-SWAP"
  },
  "submitted_orders": 0
}