eth-nextgen-micro-signal-intent.md 8.3 KB
ETH nextgen + micro signal intent
Read-only signal intent. No order or cancel request was submitted.
Decision
- Created at:
2026-05-08T16:12:57Z - Strategy:
switch-l30-r96_q0.15_mf0.25_us - Active engine:
nextgen - Selected signal:
no_signal - Entry unit:
0.0 - Target position known:
False - Needs order:
False - Blocked for live trading:
True - Blocker:
persistent virtual position state is not maintained by this read-only signal builder
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"
}
}