WSMR v3.9 — WhaleSplash → Mean Reversal

6 giờ trước

# WSMR v3.9 — WhaleSplash → Mean Reversal
*A Non-Repainting Impulse‑Reversal Engine for Systematic Futures Trading*

## Overview
WSMR v3.9 is a complete impulse → exhaustion → mean‑reversion framework designed for systematic intraday trading. It identifies high‑energy displacement events (“WhaleSplashes”), measures volatility structure, tracks VWAP deviation, and confirms reversals using RSI divergence, Z‑Score resets, SMA20 reclaim, and pivot-based structure.

All signals are non‑repainting and alerts fire on bar close.

---

## Core Components

### 1. WhaleSplash (Short Impulse Event)
Triggered when a candle meets displacement conditions:
- Large bar range vs ATR
- Minimum % move
- Volume expansion
- VWAP deviation (tick-based)
- Z‑Score oversold / RSI exhaustion
- Volatility-gated

### 2. Mean Reversal Long (MR)
Requires:
- RSI bullish divergence
- Z‑Score reset
- SMA20 reclaim
- Higher-low confirmation

### 3. First-Candle Confirmation (Optional)
- MR Confirm → first green after MR
- WS Confirm → first red after WS
- TTL window configurable

### 4. Asia Session Filter
Optional restriction to:
**23:00 → 09:00 UTC**

### 5. Volatility Monitor
Detects:
- Normal
- Wicky
- Spiky
- Extreme

### 6. WS Frequency Analytics
Rolling frequency calculation across:
- Bars / Days / Weeks / Months

---

## Status Panel (Top-Right)
Shows:
- Mode (Global / Asia-only)
- Timeframe + TTL
- WS frequency
- Volatility state

---

## Alerts
- WhaleSplash SHORT
- WhaleSplash LONG (MR)
- MR Confirm LONG
- WS Confirm SHORT
- Volatility Warning

---

## Notes
- Fully non‑repainting
- Stable bar-close logic
- Optimised for 1m–5m
- Works on futures, indices, metals, FX

6 giờ trước

Phát hành các Ghi chú

# WSMR v3.9 — WhaleSplash → Mean Reversal
*A Non-Repainting Impulse‑Reversal Engine for Systematic Futures Trading*

## Overview
WSMR v3.9 is a complete impulse → exhaustion → mean‑reversion framework designed for systematic intraday trading. It identifies high‑energy displacement events (“WhaleSplashes”), measures volatility structure, tracks VWAP deviation, and confirms reversals using RSI divergence, Z‑Score resets, SMA20 reclaim, and pivot-based structure.

All signals are non‑repainting and alerts fire on bar close.

---

## Core Components

### 1. WhaleSplash (Short Impulse Event)
Triggered when a candle meets displacement conditions:
- Large bar range vs ATR
- Minimum % move
- Volume expansion
- VWAP deviation (tick-based)
- Z‑Score oversold / RSI exhaustion
- Volatility-gated

### 2. Mean Reversal Long (MR)
Requires:
- RSI bullish divergence
- Z‑Score reset
- SMA20 reclaim
- Higher-low confirmation

### 3. First-Candle Confirmation (Optional)
- MR Confirm → first green after MR
- WS Confirm → first red after WS
- TTL window configurable

### 4. Asia Session Filter
Optional restriction to:
**23:00 → 09:00 UTC**

### 5. Volatility Monitor
Detects:
- Normal
- Wicky
- Spiky
- Extreme

### 6. WS Frequency Analytics
Rolling frequency calculation across:
- Bars / Days / Weeks / Months

---

## Status Panel (Top-Right)
Shows:
- Mode (Global / Asia-only)
- Timeframe + TTL
- WS frequency
- Volatility state

---

## Alerts
- WhaleSplash SHORT
- WhaleSplash LONG (MR)
- MR Confirm LONG
- WS Confirm SHORT
- Volatility Warning

---

## Notes
- Fully non‑repainting
- Stable bar-close logic
- Optimised for 1m–5m
- Works on futures, indices, metals, FX