ETH BTC nextgen signal intent
Read-only signal intent. No order or cancel request was submitted.
Decision
- Created at:
2026-04-29T19:22:13Z
- Strategy:
eth-btc-nextgen equal-2-c0003
- Signal:
no_signal
- Active signal count:
0
- Active suggested weight:
0.00000000
- Decision candle:
2026-04-29T16:30:00Z (1777480200000)
- Latest aligned candle:
2026-04-29T16:45:00Z (1777481100000)
Legs
| Leg |
Signal |
Weight |
ETH close |
ETH RSI2 |
BTC momentum 240 |
Action |
btc_trend_eth_rsi |
False |
0.50000000 |
2266.75 |
10.743438715792621 |
-0.040101233786776325 |
observe_no_signal |
btc_shock_guard_eth_rsi |
False |
0.50000000 |
2266.75 |
10.743438715792621 |
-0.040101233786776325 |
observe_no_signal |
Trigger Distance
btc_trend_eth_rsi
| Condition |
Value |
Threshold |
Passes |
Distance to pass |
eth_close_above_sma50 |
2266.75 |
2315.6154 |
False |
48.865400000000136 |
eth_rsi2_at_or_below_3 |
10.743438715792621 |
3.0 |
False |
7.743438715792621 |
btc_close_above_sma480 |
75856.0 |
77331.1 |
False |
1475.1000000000058 |
btc_momentum_at_or_above_min |
-0.040101233786776325 |
0.0 |
False |
0.040101233786776325 |
btc_shock_guard_eth_rsi
| Condition |
Value |
Threshold |
Passes |
Distance to pass |
eth_close_above_sma50 |
2266.75 |
2315.6154 |
False |
48.865400000000136 |
eth_rsi2_at_or_below_3 |
10.743438715792621 |
3.0 |
False |
7.743438715792621 |
btc_close_above_sma480 |
75856.0 |
77331.1 |
False |
1475.1000000000058 |
btc_momentum_at_or_above_min |
-0.040101233786776325 |
0.01 |
False |
0.05010123378677633 |
btc_realized_vol_at_or_below_max |
0.001651657896372991 |
0.01 |
True |
0.0 |
btc_drawdown_at_or_above_floor |
-0.025520730294209204 |
-0.05 |
True |
0.0 |
Observation
- Can be used for later small-capital futures observation:
True
- Live trading blocked:
True
- Execution:
no_order_submission
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
}
