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

{
  "created_at": "2026-05-08T16:12:57Z",
  "decision": {
    "active_engine": "nextgen",
    "intent": "observe_nextgen_no_signal",
    "needs_cancel": false,
    "needs_order": false,
    "selected_signal": "no_signal"
  },
  "execution_intent": {
    "blocker": "persistent strategy position state is required before entry signals can be reconciled to target position",
    "entry_signal": "no_signal",
    "entry_unit": 0.0,
    "target_position": null,
    "target_position_known": false
  },
  "micro": {
    "bar": "15m",
    "candidate": "atr-compress-expand-r96-q0.15-sl0.008-tp0.016-mf0.25-us",
    "decision_candle_time": "2026-05-08T15:30:00Z",
    "decision_candle_ts": 1778254200000,
    "engine": "micro",
    "indicators": {
      "atr_limit_previous": 0.0028624155322640385,
      "atr_previous": 0.002906729910550877,
      "eth_close": 2284.19,
      "range_high": 2304.08,
      "range_low": 2262.45
    },
    "latest_local_candle_time": "2026-05-08T15:45:00Z",
    "latest_local_candle_ts": 1778255100000,
    "params": {
      "atr_quantile": 0.15,
      "atr_quantile_window": 480,
      "atr_window": 48,
      "margin_fraction": 0.25,
      "max_hold_bars": 32,
      "range_window": 96,
      "session": "us",
      "stop_loss_pct": 0.008,
      "take_profit_pct": 0.016
    },
    "raw_long_signal": false,
    "raw_short_signal": false,
    "session_ok": true,
    "signal": "no_signal",
    "symbol": "ETH-USDT-SWAP"
  },
  "mode": "readonly_signal_intent",
  "nextgen": {
    "data": {
      "aligned_candles": 223360,
      "btc_candles": "data/okx-candles/BTC-USDT-SWAP/15m.csv",
      "decision_candle_time": "2026-05-08T15:30:00Z",
      "decision_candle_ts": 1778254200000,
      "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": "2026-05-08T15:45:00Z",
      "latest_aligned_candle_ts": 1778255100000,
      "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": 518.1931249999761,
            "passes": false,
            "threshold": 80448.09312499997,
            "value": 79929.9
          },
          "btc_momentum_at_or_above_min": {
            "distance_to_pass": 0.019325194773326837,
            "passes": false,
            "threshold": 0.0,
            "value": -0.019325194773326837
          },
          "eth_close_above_sma50": {
            "distance_to_pass": 0.0,
            "passes": true,
            "threshold": 2281.480599999999,
            "value": 2284.19
          },
          "eth_rsi2_at_or_below_3": {
            "distance_to_pass": 68.44285863784671,
            "passes": false,
            "threshold": 3.0,
            "value": 71.44285863784671
          }
        },
        "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": 79929.9,
          "btc_momentum_240": -0.019325194773326837,
          "btc_sma480": 80448.09312499997,
          "eth_close": 2284.19,
          "eth_rsi2": 71.44285863784671,
          "eth_sma50": 2281.480599999999
        },
        "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": 518.1931249999761,
            "passes": false,
            "threshold": 80448.09312499997,
            "value": 79929.9
          },
          "btc_drawdown_at_or_above_floor": {
            "distance_to_pass": 0.0,
            "passes": true,
            "threshold": -0.05,
            "value": -0.004351064783904235
          },
          "btc_momentum_at_or_above_min": {
            "distance_to_pass": 0.02932519477332684,
            "passes": false,
            "threshold": 0.01,
            "value": -0.019325194773326837
          },
          "btc_realized_vol_at_or_below_max": {
            "distance_to_pass": 0.0,
            "passes": true,
            "threshold": 0.01,
            "value": 0.0014718646466960197
          },
          "eth_close_above_sma50": {
            "distance_to_pass": 0.0,
            "passes": true,
            "threshold": 2281.480599999999,
            "value": 2284.19
          },
          "eth_rsi2_at_or_below_3": {
            "distance_to_pass": 68.44285863784671,
            "passes": false,
            "threshold": 3.0,
            "value": 71.44285863784671
          }
        },
        "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": 79929.9,
          "btc_drawdown_96": -0.004351064783904235,
          "btc_momentum_240": -0.019325194773326837,
          "btc_realized_vol_96": 0.0014718646466960197,
          "btc_recent_high_96": 80279.2,
          "btc_sma480": 80448.09312499997,
          "eth_close": 2284.19,
          "eth_rsi2": 71.44285863784671,
          "eth_sma50": 2281.480599999999
        },
        "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"
      }
    ]
  },
  "order_client": null,
  "private_key_required": false,
  "risk_limits": {
    "blocked_for_live_trading": true,
    "blocker": "persistent virtual position state is not maintained by this read-only signal builder",
    "execution": "intent_only",
    "no_cancel_submission": true,
    "no_order_submission": true,
    "no_position_state_assumed": true
  },
  "strategy": {
    "bar": "15m",
    "cost_model": "maker_taker",
    "direction": "nextgen_long_only_or_micro_observation",
    "name": "switch-l30-r96_q0.15_mf0.25_us",
    "roundtrip_cost_on_margin": 0.0021,
    "source_report": "reports/eth-exploration/eth-nextgen-micro-portfolio-report.md",
    "symbol": "ETH-USDT-SWAP"
  },
  "submitted_orders": 0,
  "switch_state": {
    "active_engine": "nextgen",
    "decision_date": "2026-04-29",
    "lookback_days": 30,
    "micro_30d_return": -0.0081957115778859,
    "micro_equity": 10864.981539168395,
    "nextgen_30d_return": 0.016854077119548894,
    "nextgen_equity": 25219.39752888712,
    "switch_rule": "prior completed daily nextgen 30d return < 0 and micro 30d return > 0"
  }
}