forked from chiki2bum2/SniperGold_ML
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554 lines
24 KiB
Markdown
 | # SMC MTF ALIGNMENT — PROJECT SEMANTIC SPECIFICATION v1
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```text
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Status : PROJECT SEMANTIC SPECIFICATION (not "universal SMC ground truth")
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Session : P3-S.7 — MTF Alignment semantic validation
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Date : 2026-08-22
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Scope : The multi-timeframe analysis model of the Algo Forge / SniperGold_ML
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project: H4 Narrative -> M30 Context -> M15 Entry -> M3 Price Action.
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Defines what each timeframe is ALLOWED to provide, how direction
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propagates, the as-of timestamp contract, the aggregation semantics,
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and the conflict policy. It is a specification of the PROJECT model,
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NOT a claim of universal SMC truth and NOT a performance claim.
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Provenance : Forge HEAD 533c8c6647a552d01a1a290cb2d0505f94887666 (P3-S.6)
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DESIGN.md (Algo Forge), AF_Defines.mqh, AF_Engine1_MTFData.mqh,
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AF_Engine2_Agents.mqh, AF_Engine2_Aggregator.mqh,
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AF_Engine2_Display.mqh, AF_Engine3_Render.mqh,
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FEATURE_CONTRACT.md, P3-S.2..P3-S.6 specs (reconciled)
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Human verification : CANCELLED
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```
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> This document ESTABLISHES the project's MTF semantics, derived from:
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> (a) design intent (DESIGN.md Engines 1-3), (b) the current implementation
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> (hardcoded agent timeframes AF_E2_TF_S1..S4, the four agents, the aggregator,
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> the Engine-1 cache), (c) the Feature Contract MTF model, and (d) logical
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> requirements (closed-bar / as-of, no look-ahead, no implicit TF substitution).
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> It does NOT claim that MTF creates a trading edge.
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---
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## 1. THE FOUR TIMEFRAME ROLES (CORE)
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The project assigns one semantic role per timeframe. The roles are implemented
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as four independent agents, each reading EXACTLY ONE Engine-1 slot:
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```text
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H4 (AF_E2_TF_S1 = PERIOD_H4) -> S1 Narrative (N) "Which way is the market?"
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M30 (AF_E2_TF_S2 = PERIOD_M30) -> S2 Context (C) "Which zone is price in?"
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M15 (AF_E2_TF_S3 = PERIOD_M15) -> S3 Entry (E) "Is there entry confirmation?"
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M3 (AF_E2_TF_S4 = PERIOD_M3) -> S4 PriceAction(P) "When to open?"
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```
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The intended reading order is top-down: H4 -> M30 -> M15 -> M3 (the ANALYSIS
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hierarchy). Whether the DECISION hierarchy is equally strict is defined in §5-§8.
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Layer separation (reconciled from all sources):
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```text
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INTENDED MTF SEMANTICS (DESIGN.md §8-9):
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H4 Narrative : trend/structure (HH/HL/LH/LL), CHoCH/MSS, BOS, liquidity sweep,
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premium/discount. Question: "Which way is the market?"
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M30 Context : OB, FVG, S/R, premium/discount. Question: "Which zone is price in?"
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M15 Entry : sweep, CHoCH, displacement, OB/FVG zones; ZONE + CONFIRMATION = setup.
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Question: "Is there entry confirmation?"
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M3 PA : engulfing, pin bar, inside bar, 2-bar momentum, close-in-range.
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Question: "When to open?"
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Aggregation : separate aggregator, weighted vote, dynamic weights + agreement boost.
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LEGACY MTF SEMANTICS (v4.3/v4.4/v4.5):
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v4.5: per-TF structure on D1/H4/H1 + chart M15; bias TFBias on D1/H4/H1;
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MTF OB/FVG drawn per-TF. NO M30/M3 anywhere.
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v4.4/v4.3: structure on chart TF (M15) only; TFBias D1/H4/H1; optional FVG HTF
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projection. NO M30/M3.
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CURRENT IMPLEMENTATION (Engine 2 + Engine 1):
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Agents H4/M30/M15/M3, hardcoded macros; each agent one slot; stateless;
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aggregator flat weighted vote (0.30/0.30/0.25/0.15) + 1.5x majority boost.
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TRAINING SEMANTICS (FEATURE_CONTRACT + Python):
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M15 chart + D1/H4/H1 HTF biases (f0-f2); f3-f18 all M15. NO M30, NO M3.
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DISPLAY SEMANTICS (Engine 3):
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Structure/zones on the display TF (default chart = M15); D1/W1 PDH/PDL/PWH/PWL
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levels; agent biases (N/C/E/P) as dashboard text. H4/M30 structures not drawn.
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```
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---
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## 2. H4 — NARRATIVE (S-N)
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H4 is allowed to provide:
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```text
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directional narrative : trend from HH/HL/LH/LL pivot sequence + clarity
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market structure : CHoCH/MSS and BOS events on H4 bars
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major liquidity : H4 liquidity sweep (AF_DetectSweep on the H4 slot)
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trend regime : structure-vs-zone dynamic weights (clarity)
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premium/discount : H4 range position (AF_RangeStat on the H4 slot)
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major OB/FVG : NOT in the Narrative composition (N uses structure/
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liquidity/zone, NOT OB/FVG)
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macro context : implicit — the H4 narrative is the macro layer
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```
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Answers (project model):
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```text
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Can H4 directly trigger an entry? -> YES (via the aggregator vote; the unit
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test T6 explicitly asserts "N buy kuat saja -> BUY"). H4 is a 0.30-weight
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vote, not a gate.
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Can H4 produce an Entry signal? -> YES, in the sense of a final aggregated
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BUY/SELL when the other agents are neutral (see MTF-T19).
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Can H4 override M15? -> NO explicit override. When H4 and M15
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disagree, the aggregator resolves by weighted average + majority boost
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(H4 0.30 vs M15 0.25; the aligned side also gets 1.5x). No veto exists.
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Can H4 invalidate M15? -> NO. No invalidation mechanism exists.
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```
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S-N verdict basis: the Narrative role is a directional vote, NOT a gate, NOT an
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override, NOT an invalidation source. Any stricter semantics is NOT in the
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project model (recorded as SPECIFICATION AMBIGUOUS for the conflict policy, §9).
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---
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## 3. M30 — CONTEXT (S-C)
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M30 is allowed to provide:
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```text
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refines H4 narrative : implicitly through its own vote (no direct H4 read)
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confirms direction : via OB/FVG/S-R/premium-discount vote sign
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identifies intermediate liquidity : not a distinct concept — M30 uses S/R pivots
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identifies setup zones : OB and FVG membership (trap around zone +- 0.3 ATR)
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filters M15 : NO direct filter — only via the aggregator vote
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creates standalone entries: YES via the aggregator vote (0.30 weight, T6 class)
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```
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Answers:
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```text
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Does M30 create a trade setup without H4/M15 support? -> YES via the vote; the
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Context agent alone can produce a final BUY/SELL when others are neutral.
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Is M30 a filter on M15? -> NO explicit filter; only
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a weighted vote in the aggregator.
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```
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---
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## 4. M15 — ENTRY (S-E)
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M15 is the ENTRY layer. Meaning in the project model:
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```text
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candidate setup : OB/FVG zone membership (ZONE)
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entry structure : sweep / CHoCH / displacement (CONFIRMATION)
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signal : ZONE + CONFIRMATION = setup rule (internal to the E agent)
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trigger : the E agent vote contributes to the final aggregated signal
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confirmation : the E agent's role question is "Is there entry confirmation?"
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```
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Answers:
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```text
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Can M15 create a trade setup without H4/M30 support? -> YES. The E agent
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computes ZONE + CONFIRMATION entirely from its own M15 slot; it never reads
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H4 or M30 data. A final BUY/SELL can arise from the E vote alone (MTF-T20).
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Can M15 contradict H4? -> YES, and the code does
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not prevent it. Contradiction is resolved by the aggregator vote, not by a
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policy (see MTF-T21).
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What happens when M15 disagrees with H4/M30? -> The aggregate bias is a
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weighted average; the majority side receives a 1.5x boost. There is NO
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BLOCK/WAIT/CONFLICT state. The final direction may be BUY, SELL, or WAIT
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purely from arithmetic, regardless of the M15 opinion.
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```
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---
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## 5. M3 — PRICE ACTION (S-P)
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M3 contributes:
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```text
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micro-structure : candle patterns on M3 bars (engulfing, pin bar, inside
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bar, 2-bar momentum, close-in-range)
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entry confirmation : only as a vote (0.15 weight — the smallest)
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rejection : reversal patterns (pin bar / engulfing) in ranging mode
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micro BOS/CHoCH : NOT used — the P agent has no structure detector
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execution timing : the P agent's question is "When to open?" (timing role)
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liquidity sweep : NOT used in the P agent
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FVG confirmation : NOT used in the P agent
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```
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Answers:
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```text
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Can M3 create a setup by itself? -> YES via the vote (0.15 weight alone still
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passes the 0.20/0.50 thresholds at conf>=~0.57 — MTF-T22).
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Can M3 override M15? -> NO explicit override; only a weighted vote.
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Can M3 reject an M15 setup? -> NO explicit rejection. A bearish M3 vote
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can only reduce the aggregate buy support arithmetically.
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Is M3 mandatory for entry? -> NO. Signals can fire with M3 neutral.
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```
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---
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## 6. TOP-DOWN DEPENDENCY (S-H)
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Intended dependency:
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```text
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H4
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|
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v
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M30
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|
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v
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M15
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|
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v
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M3
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```
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Stage classification (project model):
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```text
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H4 Narrative : CONTEXT ONLY + VOTE (no gate)
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M30 Context : CONTEXT ONLY + VOTE (no filter, no gate)
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M15 Entry : ENTRY TRIGGER INPUT + VOTE (ZONE + CONFIRMATION internal rule;
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no external gate from H4/M30)
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M3 PriceAct. : CONFIRMATION + VOTE (timing role; not mandatory)
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Aggregator : the ONLY place where the four votes meet (flat weighted vote)
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```
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The top-down order is an ANALYSIS/READING order (DESIGN.md §8 "analysis basis:
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H4 -> M30 -> M15 -> M3 top-down to the chart"). It is NOT a decision gate chain.
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This is a central finding: the DECISION model is a flat vote of four independent
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role-labeled agents; the DECISION hierarchy is not implemented.
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```text
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REQUIRED : none of the four TFs is REQUIRED for a signal (any single agent
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can produce a final direction).
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OPTIONAL : all four (each contributes a vote; missing/insufficient data ->
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agent neutral, vote weight 0).
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FILTER : none of the four acts as a filter on another.
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CONTEXT ONLY : H4 (Narrative), M30 (Context).
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CONFIRMATION : M15 (Entry, internal ZONE+CONF rule), M3 (Price Action).
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ENTRY TRIGGER: the aggregated final signal (AF_AGG_BUY_TH / AF_AGG_MIN_SUP).
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```
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---
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## 7. DIRECTION PROPAGATION (S-D)
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Direction propagation is defined as the aggregator arithmetic (spec formula):
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```text
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pass 1: bias1 = SUM(baseW[i]*conf[i]*bias[i]) / SUM(baseW[i]*conf[i])
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baseW = [N=0.30, C=0.30, E=0.25, P=0.15]
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majDir = +1 if bias1 > 0.05, -1 if bias1 < -0.05, else 0
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pass 2: effective weight w2[i] = baseW[i]*conf[i]*(1.5 if dir[i]==majDir else 1.0)
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buy = SUM(w2[i]*buy[i])/SUM(w2[i]); sell analogously
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bias = buy - sell; score = |bias|
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final : dir = +1 if bias >= 0.20 AND buy >= 0.50
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-1 if bias <= -0.20 AND sell >= 0.50
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0 otherwise (WAIT)
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```
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Worked cases (spec truth; used in MTF-T01..T04/T19..T22):
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```text
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H4=+1, M30=+1, M15=+1, M3=+1 (strong, conf 0.9) -> BUY (bias ~0.8+)
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H4=+1, M30=-1 (strong, conf 0.9), others neutral -> BUY (H4 wins 0.30 vs 0.30
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tie broken by the 1.5x majority boost on the pass-1 majority side; pass-1
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bias = (0.3*0.9*0.8 - 0.3*0.9*0.8)/0.54 = 0.0 -> majDir=0 -> NO boost ->
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bias = 0.0 -> WAIT. Exact tie => WAIT; any imbalance => majority boosted.)
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H4=+1, M30=+1, M15=-1, M3=-1 (strong, conf 0.9) -> pass-1 bias =
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(0.3*0.9*0.8 + 0.3*0.9*0.8 - 0.25*0.9*0.8 - 0.15*0.9*0.8)/0.9 =
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(0.216+0.216-0.18-0.108)/0.9 = 0.144/0.9 = 0.16 -> majDir=+1 -> boost
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N,C -> buy=(0.405*0.9+0.405*0.9+0.225*0.1+0.135*0.1)/1.17 =
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(0.3645+0.3645+0.0225+0.0135)/1.17 = 0.765/1.17 = 0.654; sell analogous
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0.346 -> bias 0.308 -> BUY. (H4+M30 dominate M15+M3 by weight+boost.)
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```
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Contradiction handling is arithmetic, not policy (see §9).
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---
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## 8. AS-OF TIMESTAMP CONTRACT (S-T) — MANDATORY
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For a decision at M15 timestamp `t` (decision bar = newest CLOSED M15 bar):
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```text
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H4_asof(t) : the newest CLOSED H4 bar with close_time <= t
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M30_asof(t) : the newest CLOSED M30 bar with close_time <= t
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M15_asof(t) : the newest CLOSED M15 bar with close_time <= t (= the decision bar)
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M3_asof(t) : the newest CLOSED M3 bar with close_time <= t
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```
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Invariants (each must hold for every decision):
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```text
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H4_close_time <= t
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M30_close_time <= t
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M15_close_time <= t
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M3_close_time <= t
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```
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Mechanism: Engine 1 (AFEngine1MTF) closed-bar lock — cache holds ONLY closed
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bars (`IsBarClosed(barTime, tf, now)`: `barTime + PeriodSeconds(tf) <= now`; the
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forming bar is dropped at Build). `Refresh()` re-reads a slot ONLY when
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`Bars(symbol, tf)` changes. Therefore the cache at decision time t is exactly
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the newest closed bars as of t for every registered TF. No partial/future HTF
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candle can leak into an LTF decision (MTF-T10). This contract is enforced by
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the cache, not by an explicit `asof()` function — the as-of correctness is
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implicit but verifiable (MTF-T07/T08/T16).
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Visibility rule for HTF closes (deterministic):
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```text
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A new H4 bar (closed at 04:00) becomes visible to all consumers at the first
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decision time t >= 04:00 (i.e., at the first M15 bar close at/after 04:00; on
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a strict 15-min grid: 04:00). Before 04:00 (e.g., 03:59 or 03:45 on the M15
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grid) the H4_asof is the PREVIOUS closed H4 bar. The transition is exact and
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deterministic (MTF-T07).
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```
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---
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## 9. CONFLICT POLICY (S-X)
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```text
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Defined policy: NONE.
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The project does not define BLOCK / WAIT / LOWER-TF-OVERRIDES /
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HIGHER-TF-OVERRIDES / CONFLICT-STATE semantics. DESIGN.md describes the
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aggregator as a weighted vote; no conflict branch exists in the code.
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Actual behavior: arithmetic resolution via the weighted vote (pass 1 majority,
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pass 2 boost). A contradiction is not flagged, not blocked, not waited out;
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it simply lowers the aggregate bias.
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Status: SPECIFICATION AMBIGUOUS for the conflict policy (the spec has no
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policy; the code has no policy; they agree by absence).
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```
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---
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## 10. AGGREGATION SEMANTICS (S-A)
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```text
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The four timeframes are aggregated as SAME-LEVEL VOTES (weighted vote with
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agreement boost), NOT as a hierarchical gate chain.
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- base weights: N 0.30, C 0.30, E 0.25, P 0.15 (AF_AGG_W_*)
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- pass 1 majority, pass 2 1.5x boost for agents aligned with the majority
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- final direction: bias >= 0.20 (AF_AGG_BUY_TH) and support >= 0.50
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(AF_AGG_MIN_SUP)
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- the Entry levels (entry/SL/TP) are computed on the M15 slot (slotE) only —
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the only place where M15 has a special role in the DECISION output.
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If the intended model were a strict H4->M30->M15->M3 gate chain, the current
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implementation would be classified as HIERARCHICAL-TO-VOTING DRIFT. Per the
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project's own design documents, the model IS a vote; the drift label is
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recorded as the difference between the session brief's strict-hierarchy
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reading and the actual design (see conformance report §D-10).
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```
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---
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## 11. CROSS-TIMEFRAME EVENT RELATIONSHIP (S-R)
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```text
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Formal rule: NO lower-timeframe event may reference a higher-timeframe
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structure. Each agent reads exactly ONE slot. There is no code path where an
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M15 event consumes H4 liquidity, where M3 confirmation consumes M15 FVG, etc.
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Examples that DO NOT exist in the project model:
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M15 sweep of M30 liquidity : not implemented (no M30 read in E)
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M15 CHoCH after H4 liquidity event: not implemented (no H4 read in E)
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M3 confirmation inside M15 FVG : not implemented (no M15 read in P)
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M3 entry into M15 OB : not implemented
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Confluence is created ONLY at the aggregator (vote-level), never at the
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structure level. This is the fundamental property that makes the model
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"role-labeled per-TF votes" rather than "genuine multi-timeframe structural
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analysis". Recorded as MTF ROLE DIVERGENCE: the roles differ by agent
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composition and question, but the detectors are the same per-TF algorithms and
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no structural cross-TF relationship exists.
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```
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---
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## 12. NO IMPLICIT TIMEFRAME SUBSTITUTION (S-I)
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```text
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Every agent slot has an explicit timeframe contract:
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S1 = H4, S2 = M30, S3 = M15, S4 = M3 (AF_E2_TF_S1..S4, hardcoded).
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All consumers (indicator AF_Engine3_Display, unit tests) register from the
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same macros. There is no code path that substitutes M15->H1, M15->H4, or
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M3->M15 for cache convenience.
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Known seams (documented, not defects of the agent path):
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* The ML/Feature-Contract path uses D1/H4/H1 HTF + M15 — a DIFFERENT MTF
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model (see §14). This is not a substitution inside the agent path, but the
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project as a whole hosts two MTF models.
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* The display shows D1/W1 levels (PDH/PDL/PWH/PWL) — display-only TFs that
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are NOT agent TFs (see §13).
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* Runtime TF-identity is by convention: Register(tf) is idempotent per
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(symbol, tf), and consumers pass slot indexes; nothing re-checks the TF at
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consume time. A wrong TF injected into a slot would be silently consumed
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(MTF-T11 — UNVERIFIABLE at runtime by design).
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```
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---
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## 13. DISPLAY VS DECISION SEMANTICS (S-V)
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```text
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Display (Engine 3) shows:
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- structure (BOS/CHoCH), OB, FVG, premium/discount, EQH/EQL sweep on the
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DISPLAY slot (default chart = M15)
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- D1/W1 levels (PDH/PDL/PWH/PWL) from Engine-1 D1/W1 slots
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- agent biases (N/C/E/P) as dashboard text with reason strings
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- final aggregated signal + entry/SL/TP (computed on the M15 slot)
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Decision (Engine 2) uses:
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- H4/M30/M15/M3 agent votes (all four)
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- M15 slot for entry/SL/TP levels
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Inconsistencies (documented, NOT repaired):
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V-1 Display shows D1/W1 levels that the decision engine does not use.
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V-2 Display does NOT render H4 structure or M30 zones (the two top agent
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TFs) — the dashboard shows only their biases.
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V-3 The only structural MTF the display draws is the display TF (M15),
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which coincides with the E agent TF by default, not by contract.
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V-4 The display's non-repaint gate (new closed display bar) is independent
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of the agent recompute cycle; within an M15 bar, agent outputs are
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frozen on screen as expected (no stale re-render).
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```
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---
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## 14. TRAINING / RUNTIME MTF PARITY (S-PR)
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```text
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ML path (parity-verified in SB-06):
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Runtime : EA AlgoForge_Backtest_Baseline (M15 + D1/H4/H1, E_ea as-of)
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Training: train_model.build_features (M15 + D1/H4/H1, E_ea as-of)
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Status : timestamp parity 14850/14850; per-feature parity verified after the
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windowed fix; residual f18 B-formula differences documented.
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-> ML path MTF semantics: M15 + D1/H4/H1. CONFORMING (parity-verified).
| |||
| |||
Agent path (Engine 2, H4/M30/M15/M3):
| |||
Runtime : AF_Engine2_Agents + Aggregator (H4/M30/M15/M3)
| |||
Training: NONE — the H4/M30/M15/M3 agent model has NO Python counterpart,
| |||
NO Feature Contract entry, NO training feature, NO parity target.
| |||
Status : PARITY = N/A BY ABSENCE (same class as displacement P3-S.6 S-14).
| |||
| |||
Contract mismatch (recorded as FEATURE_CONTRACT MTF MISMATCH):
| |||
FEATURE_CONTRACT HTF set = D1/H4/H1 (f0-f2) + M15 (f3-f18)
| |||
Engine 2 agent TF set = H4/M30/M15/M3
| |||
The two MTF models coexist; nothing in the repository reconciles them. The
| |||
"intended" H4/M30/M15/M3 hierarchy is NOT the trained/parity-verified model.
| |||
```
| |||
| |||
---
| |||
| |||
## 15. CROSS-CONCEPT TIMEFRAME CONSISTENCY (S-XC)
| |||
| |||
Reconciled canonical/role matrix (from P3-S.2..S.6 + this audit):
| |||
| |||
| Concept | Contract/ML canonical | Engine 2 agent use | Legacy v4.5 | H4 role | M30 role | M15 role | M3 role |
| |||
|--------------|-----------------------|--------------------|-------------|---------|----------|----------|---------|
| |||
| Liquidity Sweep | M15 ONLY (f7) | per-TF (N,E); display M15 | per-TF D1/H4/H1 | N input | not in C | E input | not in P |
| |||
| CHoCH/MSS | M15 ONLY (f8/f9) | per-TF (N,E); display M15 | per-TF D1/H4/H1 | N input | not in C | E input | not in P |
| |||
| FVG | NOT in contract | per-TF (C lookback 40, E 20); display M15 | chart + D1/H4/H1 | not in N | C zone | E zone | not in P |
| |||
| OB | NOT in contract | per-TF (C,E); display M15 | chart + D1/H4/H1 | not in N | C zone | E zone | not in P |
| |||
| Displacement | NOT in contract | M15-only consumer (E); per-slot function | none | not in N | not in C | E confirmation | not in P |
| |||
| |||
Contradictions (documented, NOT resolved this session):
| |||
| |||
```text
| |||
X-1 f7 sweep is M15-only (contract) while AF_DetectSweep runs per-TF in
| |||
Engine 2 (N on H4, E on M15, display on M15) — same detector, two
| |||
canonical scopes without an explicit reconciliation rule.
| |||
X-2 CHoCH is "M15 only" for f8/f9 (contract) while AF_DetectChoch runs per-TF
| |||
in Engine 2 and AF_BuildStructLines runs on the display TF — three
| |||
implementations with different TFs (already documented P3-S.3).
| |||
X-3 FVG/OB exist as multiple per-TF implementations (Engine 2 C/E, display,
| |||
legacy v4.5 MTF D1/H4/H1, legacy chart) with no single canonical TF.
| |||
X-4 Displacement is per-TF as a function but consumed ONLY on M15 (E) —
| |||
canonical timeframe AMBIGUOUS (P3-S.6 A-1).
| |||
X-5 The three layers (contract D1/H4/H1/M15, Engine 2 H4/M30/M15/M3, legacy
| |||
D1/H4/H1+M15) use DIFFERENT timeframe sets for the SAME concepts.
| |||
```
| |||
| |||
---
| |||
| |||
## 16. STALE-STATE AUDIT RESULT (S-ST)
| |||
| |||
```text
| |||
Agent path: all four agents are stateless (pure functions of closed Engine-1
| |||
bars). There is no HTF event state that an LTF consumer could hold stale —
| |||
there is no cross-TF consumption at all. The f7/CHoCH/FVG/OB stale-consumer
| |||
bug class of the ML path (P3-S.0/P3-S.3) does NOT apply to the Engine-2 agent
| |||
path by construction (each agent recomputes from closed bars every bar).
| |||
| |||
ML path: the documented stale states (f9/f18 persistent choch without expiry,
| |||
f7 lifecycle fix applied) are M15-internal and out of the MTF hierarchy scope.
| |||
| |||
Conclusion: NO stale-HTf-state bug exists in the agent MTF path (MTF-T06
| |||
trivially conforms: an H4 event cannot be consumed after expiry because no
| |||
H4 event is ever consumed by an LTF agent).
| |||
```
| |||
| |||
---
| |||
| |||
## 17. SPEC DECISION SUMMARY (tabular)
| |||
| |||
| # | Aspect | Decision |
| |||
|---|--------|----------|
| |||
| S-N | H4 role | Narrative directional VOTE (0.30); CAN trigger entry alone; NO gate/override/invalidate |
| |||
| S-C | M30 role | Context zone VOTE (0.30); can trigger alone; NO filter on M15 |
| |||
| S-E | M15 role | Entry VOTE (0.25) with internal ZONE + CONFIRMATION rule; can trigger alone; contradiction NOT blocked |
| |||
| S-P | M3 role | Price Action VOTE (0.15); timing role; NOT mandatory; cannot override/reject explicitly |
| |||
| S-H | Hierarchy | Top-down ANALYSIS order only; DECISION = flat vote; no REQUIRED stage |
| |||
| S-D | Direction | Aggregator 2-pass weighted vote; majority boost 1.5x; thresholds 0.20/0.50 |
| |||
| S-X | Conflict | NO policy defined; arithmetic resolution (SPECIFICATION AMBIGUOUS) |
| |||
| S-T | As-of | Closed-bar lock per slot; H4/M30/M15/M3_asof(t) all <= t; deterministic HTF-close visibility |
| |||
| S-A | Aggregation | SAME-LEVEL VOTES; hierarchical gate NOT implemented (HIERARCHICAL-TO-VOTING DRIFT if strict hierarchy was intended) |
| |||
| S-R | Cross-TF refs | NONE — no LTF event references HTF structure; confluence only at vote level |
| |||
| S-I | TF substitution | Explicit TF contract per slot via macros; runtime TF-identity by convention (unverifiable) |
| |||
| S-V | Display | M15 structure + D1/W1 levels + agent biases; H4/M30 structure not drawn (V-1..V-4) |
| |||
| S-PR | Parity | ML path (D1/H4/H1/M15) parity-verified; agent path (H4/M30/M15/M3) N/A by absence; FEATURE_CONTRACT MTF MISMATCH |
| |||
| S-XC | Cross-concept | 5 concepts, 3 MTF models, no unified canonical TF (X-1..X-5) |
| |||
| S-ST | Stale state | Agent path stateless; no stale HTF consumption by construction |
| |||
| |||
---
| |||
| |||
## 18. RECORDED AMBIGUITIES
| |||
| |||
```text
| |||
A-1 Conflict policy (S-X): the project defines no BLOCK/WAIT/OVERRIDE policy;
| |||
the aggregator resolves contradictions arithmetically. Whether this is
| |||
intended or a gap is NOT adjudicated.
| |||
A-2 Strict-hierarchy intent: the session brief posits "H4 Narrative -> M30
| |||
Context -> M15 Entry -> M3 Price Action" as a decision chain; DESIGN.md
| |||
describes a flat vote. The gap between the two readings is recorded as
| |||
HIERARCHICAL-TO-VOTING DRIFT (S-A), not resolved.
| |||
A-3 Canonical timeframe per concept (S-XC X-1..X-5): the project hosts three
| |||
MTF models; a single canonical timeframe per concept is not defined.
| |||
A-4 Runtime TF-identity enforcement (S-I): slot->TF mapping is by convention.
| |||
```
| |||
| |||
---
| |||
| |||
## 19. PROVENANCE & CHECKPOINT
| |||
| |||
```text
| |||
Forge HEAD (audit) : 533c8c6647a552d01a1a290cb2d0505f94887666 (P3-S.6)
| |||
Branch / remote : main == origin/main (clean)
| |||
P3-S.6 artifacts : intact (verified at session start)
| |||
Reconciled sources : see docs/P3_S7_MTF_ALIGNMENT_CONFORMANCE.md §A
| |||
FEATURE_CONTRACT : unchanged (not modified by this session)
| |||
Human verification : CANCELLED
| |||
No production change : AF_Engine1_MTFData / AF_Engine2_Agents / Aggregator /
| |||
Display / AF_Engine3_Render / f7-f18 / FVG / OB /
| |||
CHoCH / Displacement / ML : NOT touched
| |||
```
|