Orthodox Chanlun Engine a+A+b+B+c

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🔮 Orthodox Methodology

Execution Reality (Dual-Price Mapping): To ensure P&L accuracy, the engine executes live trades strictly at the current market close (Execution Price), while calculating stop-losses based on the historical a+A+b+B+c geometric extremes (Structural Price).

Structural Anchors (1B/1S Demotion): First-category buy/sell points (1B/1S) are mathematically perilous left-side trades. The engine no longer allocates capital to them. Instead, they are logged in the Observing Ledger purely as structural reference anchors.

Right-Side Execution (2B/2S/3B/3S): Capital is deployed exclusively on confirmed right-side setups. A parent track will only execute a 2B pullback or 3B breakout if the child track fires a matching signal within the dynamic resonance buffer (24h–72h).

Proxy Anchors (小转大 — V-Bottom Fallback): In the event of a severe V-shaped reversal where a Macro 1B structure fails to form, the engine will dynamically borrow the child track's structural low. This "Proxy Anchor" allows the engine to safely validate and execute a higher-timeframe 2B without waiting for an orthodox Macro foundation.

Cross-Timeframe Signal Matrix

Asset Tactical (30m / 5m) Strategic (60m / 15m) Macro (Daily / 60m)

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Performance Matrix

MetricValue
Total Completed Signals-
Successful Trades-
Aggregate Hit Rate-

Granular Hit Rates

Signal ClassTotal CompletedWin Rate

Daily Market Snapshot

AssetCurrent PriceOrthodox SignalGeometric Rationale

Active Live Trades & Floating Returns

Capital deployed exclusively on right-side setups (2B/3B/2S/3S). Execution Price = market close; Stop-Loss = Structural Price + ATR buffer.

AssetSignalEntry DateExec. PriceStruct. PriceStop-LossCurrent PriceReturn

Observing Ledger (Structural Anchors)

1B/1S signals logged as structural reference anchors. Not allocated capital. Used for cross-timeframe inheritance and Proxy Anchor (小转大) validation.

AssetSignalDateExec. PriceStruct. PriceNotes

Historical Trade Ledger (Audit)

AssetSignalEntry DateExit DateReturnResult