266 lines
11 KiB
Markdown
266 lines
11 KiB
Markdown
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# SESSION HANDOVER — SNIPERGOLD_ML P3-S.4: FVG SPEC + CONFORMANCE
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```text
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Date : 2026-08-22 (session close)
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Status : P3-S.4 COMPLETE — spec + conformance audit done; synthetic tests 20/20;
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NOT yet committed (handover prepared before commit+push)
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Forge : https://forge.mql5.io/chiki2bum2/SniperGold_ML
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Checkpoint : P3-S.3 b6100f9c4ff631539bab4ba8c5416cae4d89564a (research content intact;
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HEAD ahead by 3 documentation-only commits: eb8a818, 0ac6ed1, 85e3b48)
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```
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---
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## 1. SESSION OBJECTIVE
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```text
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Formal Specification + Code-Conformance Audit for FVG (Fair Value Gap).
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Question answered:
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Does the SniperGold code claiming to detect FVG really implement the
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FVG definition established by the PROJECT SEMANTIC SPECIFICATION?
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Questions NOT answered:
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- Does FVG generate profit?
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- Does FVG improve AUC / PF?
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- Is the universal SMC FVG definition correct for every trader?
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```
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Principle: SPEC FIRST, CODE AUDIT SECOND. Human verification = CANCELLED.
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No production code changes (Phase D). No ML / AUC / PF / backtest optimization.
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---
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## 2. SOURCE MATERIAL (16 sources, reconciled)
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```text
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1 DESIGN.md (Algo Forge) docs/DESIGN.md (C/E agents, display)
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2 DESAIN_MTF_v45.md Shared Projects\SniperGold_ML (v4.5 MTF FVG intent)
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3 v4.3/v4.4 indicator Indicators\Downloads\SniperGold_SMC_ProPlus_v4_3/4_4.mq5
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4 v4.5 indicator Indicators\Downloads\SniperGold_SMC_ProPlus_v4_5.mq5
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5 Engine 2 FVG detector Include\AlgoForge\AF_Engine2_Agents.mqh:329-350 (AF_FindFVG)
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6 Engine 2 C agent (context) AF_Engine2_Agents.mqh:492-575
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7 Engine 2 E agent (entry) AF_Engine2_Agents.mqh:583-663
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8 Engine 3 display collector Include\AlgoForge\AF_Engine2_Display.mqh:255-292 (AF_CollectFVG)
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9 Engine 3 render Include\AlgoForge\AF_Engine3_Render.mqh:379-392
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10 Engine 3 indicator Indicators\AlgoForge\AF_Engine3_Display.mq5
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11 Unit test Experts\AlgoForge_Engine3_UnitTest.mq5:133-137
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12 AF_Defines.mqh Include\AlgoForge\AF_Defines.mqh:31,53,58,61
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13 FEATURE_CONTRACT docs/FEATURE_CONTRACT.md — NO FVG feature (0 refs)
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14 EA runtime Experts\AlgoForge_Backtest_Baseline.mq5 — NO FVG (0 refs)
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15 Python training ml/**/*.py — NO FVG (0 refs)
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16 P3 docs P3-S.2 conformance; golden-dataset concept list
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Three semantic layers separated:
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INTENDED : FVG = imbalance ZONE; C agent = "which zone is price in"; E agent =
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entry zone (ZONE + CONFIRMATION = setup); legacy chain
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Sweep -> CHoCH -> OB/FVG within InpSeqWindow; display zones with
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MIT filter + minimum size.
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LEGACY : v4.3/v4.4/v4.5: 3-candle wick gap; minGap 0.25xATR (auto) or 0;
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mitigation = full fill by wick; entry tap +-1 ATR on ANY unmitigated
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zone; HTF projection (InpFVGTF); v4.5 per-TF MTF FVG (display).
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CURRENT : Engine 2 AF_FindFVG = newest FVG ONLY, NO minGap, NO mitigation,
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lookback 40 (C) / 20 (E); display AF_CollectFVG = newest N
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unmitigated zones, minGap 0.02xATR, mitigation by close;
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ML features / EA / training: FVG ABSENT.
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```
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---
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## 3. SPECIFICATION (docs/SMC_FVG_SPEC_v1.md)
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```text
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DEFINITION : 3-candle: bullish Low(C3) > High(C1), zone [High(C1), Low(C3)];
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bearish High(C3) < Low(C1), zone [High(C3), Low(C1)];
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C2 (gap candle) extremes unused in the zone bounds.
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BOUNDARIES : WICK-BASED (High/Low of C1 & C3); no body rule; close not used.
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MIN GAP : none in the definition (>= 1 tick); zero gap = NOT FVG;
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consumer filters 0.02 ATR (display) / 0.25 ATR (legacy auto) /
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none (Engine 2) = AMBIGUOUS (A-1).
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DIRECTION : +1 bullish (up gap), -1 bearish (down gap), 0 none;
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NO trend precondition (unlike CHoCH).
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DISPLACEMENT: NOT REQUIRED BY CURRENT SPEC (geometric gap sufficient).
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FORMATION : observable at C3 close (b <= t); newest closed bar eligible;
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canonical timestamp = C3 open (A-5: legacy uses C2).
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CLOSED-BAR : all inputs <= t; no future visibility (property-tested T15).
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LIFECYCLE : ZONE (persistent); one zone per formation; no event stream;
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no age expiry; one zone stays ONE zone (T14).
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MITIGATION : full fill by wick (Low<=bot bull / High>=top bear); partial fill
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NOT mitigation; display variant = close (A-2).
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INVALIDATION: NOT MODELED (only mitigation terminates a zone).
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OVERLAP : separate zones per formation; no merge/replace/dedup.
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TIMEFRAME : Engine 2 per-TF independent (H4/M30/M15/M3); canonical project
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FVG = SPECIFICATION AMBIGUOUS (A-3).
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PARITY : FVG NOT an ML feature (contract f0-f18 has none) -> parity N/A.
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```
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---
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## 4. CONFORMANCE (docs/P3_S4_FVG_CONFORMANCE.md)
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```text
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Detection semantics (E-1, E-2, E-4, E-5, E-7) : CONFORMING
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geometry, wick boundaries, direction, no displacement, closed-bar/no-future.
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Minimum gap (E-3) : SPECIFICATION AMBIGUOUS (A-1)
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Formation timing (E-6) : PARTIALLY CONFORMING (BUG-P3S4-002)
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Lifecycle zone (E-8) : CONFORMING (no event duplication)
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Mitigation (E-9) : NON-CONFORMING (Engine 2,
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BUG-P3S4-001) + AMBIGUOUS (A-2)
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Invalidation (E-10) : CONFORMING (not modeled)
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Overlap / multiple (E-11) : CONFORMING
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Timeframe (E-12) : SPECIFICATION AMBIGUOUS (A-3)
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Consumer semantics (E-14, E-15) : PARTIALLY CONFORMING
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(BUG-P3S4-001/-002, A-6)
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Runtime/training parity (E-13) : CONFORMING (N/A by absence)
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VERDICT : PARTIALLY CONFORMING
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(conformance to the project spec; NOT profitability/edge)
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```
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---
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## 5. SYNTHETIC TESTS
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```text
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Runner : ml/p3/smc_semantic/spec_tests_fvg.py
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Cases : ml/p3/smc_semantic/spec_test_cases_fvg.json (20 cases)
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Report : ml/p3/smc_semantic/output/spec_tests_fvg_report.json
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Result : 20/20 PASS
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FVG-T01..T20 (all required). spec_oracle (truth, from SPEC S-1..S-13) ==
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expected in all cases. code_port (Engine-2 AF_FindFVG port, observation)
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MATCHES spec in T01-T09/T14-T19; DIVERGES in:
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T10/T11: spec newest-unmitigated = none (mitigated) vs code returns the
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zone -> synthetic evidence for BUG-P3S4-001;
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T12/T13: spec newest zone (C3 = newest closed bar) vs code returns an
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older zone (1-bar lag + lookback) -> evidence for BUG-P3S4-002.
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Expected derived from SPEC, NOT from production code.
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Parity scan (T20): FEATURE_CONTRACT.md = 0 FVG refs; ml/**/*.py = 0 FVG refs
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(excluding the spec test files) -> runtime/training parity N/A by absence.
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NO AUC/PF/backtest/human annotation/ML on the test path.
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```
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---
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## 6. CONFIRMED BUGS (document-only; NOT fixed in P3-S.4)
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```text
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BUG-P3S4-001 [MEDIUM] CONFIRMED, NOT FIXED
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Engine-2 AF_FindFVG (AF_Engine2_Agents.mqh:329-350) has NO mitigation filter:
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the Context (weight 0.25) and Entry (zone tap) agents can consume a FULLY-FILLED
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FVG as a current zone; it also returns ONLY the newest zone (older unmitigated
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zones invisible), diverging from the legacy entry rule (all-unmitigated within
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tap). NOT the f7/f9/f18 duplication class — FVG is a zone, but the mitigation
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lifecycle is not respected.
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Fix: apply the wick full-fill mitigation filter (S-9) to AF_FindFVG and clarify
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the zone-selection rule.
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BUG-P3S4-002 [LOW] DOCUMENTED
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AF_FindFVG loop starts at i=1 (skips the newest closed bar as C3) -> 1-bar lag
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vs legacy/display; C-agent lookback 40 vs E-agent lookback 20 (inconsistent).
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Fix: start at i=0 (closed-bar lock) or document the maturity delay; unify the
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lookback constant.
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BUG-P3S4-003 [INFO] DOCUMENTED
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FVG timestamp convention diverges: v4.4/v4.5 = middle candle (C2), Engine-3
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display = C3, Engine 2 = none. Display-only; no ML impact.
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BUG-P3S4-004 [INFO] DOCUMENTED
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Minimum-gap filters diverge (none / 0.02 ATR / 0.25 ATR) — no canonical project
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threshold (SPECIFICATION AMBIGUOUS A-1). NOT optimized in this session.
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```
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---
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## 7. SEMANTIC AMBIGUITIES
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```text
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1. Minimum gap filters (A-1) : none / 0.02 ATR / 0.25 ATR; no canonical value.
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2. Mitigation trigger (A-2) : wick full-fill (legacy) vs close full-fill
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(display) vs none (Engine 2).
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3. Canonical timeframe (A-3) : Engine-2 M15 slot explicit; HTF FVG as M15
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context / M3 FVG entry not defined (same class
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as CHoCH G-4, sweep G-3).
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4. Same-bar double condition (A-4): geometrically impossible; bull-first order;
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unreachable.
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5. Zone timestamp (A-5) : C2 (legacy) vs C3 (display) vs none (Engine 2).
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6. Consumer zone scope (A-6) : Engine 2 newest-only vs legacy all-unmitigated.
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```
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---
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## 8. NO PRODUCTION CHANGE
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```text
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No production code was modified.
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AF_FindFVG / AF_CollectFVG / v4.3 / v4.4 / v4.5 / Engine 2 / Engine 3 /
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f7 / f8 / f9 / f10 / f11 / f18 / OB / CHoCH / Displacement / ML / EA :
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NOT touched.
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Only P3-S.4 research artifacts added (spec, conformance, tests, report, handover).
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P3-S.3 / P3-S.2 artifacts (immutable) UNCHANGED
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(git status: only new files, 0 modified).
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```
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---
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## 9. HUMAN VERIFICATION STATUS
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```text
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HUMAN VERIFICATION = CANCELLED
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Human annotation is NOT part of the FVG validation path.
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The human_package/ remains a historical artifact only.
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```
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---
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## 10. NEXT GATE
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```text
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After the FVG verdict (PARTIALLY CONFORMING):
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OB -> Displacement -> MTF Alignment -> Candidate Setup.
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DO NOT return to ML; DO NOT build a meta-label; DO NOT create new event labels;
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DO NOT fix production bugs before the audit chain completes (BUG-P3S4-00x stay
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documented until the semantic audit chain is finished).
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```
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---
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## 11. CHECKPOINT & PROVENANCE (P3-S.4)
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```text
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Forge HEAD (session start) : 85e3b48 (P3-S.3 research checkpoint b6100f9 intact;
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ahead only by 3 documentation-only commits)
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P3-S.3 spec (immutable) : docs/SMC_CHOCH_MSS_SPEC_v1.md
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P3-S.2 spec (immutable) : docs/SMC_LIQUIDITY_SWEEP_SPEC_v1.md
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FEATURE_CONTRACT : C44CC6F2... (P2-era) / 7b908b12... (committed)
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P2.6 model (SHA-256) : 06df8452... (Include\SniperGold_ML_p26_corrected.mqh)
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VERIFIED by file hash this session
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symbol/tf : XAUUSD / M15 (2017-01-01 .. 2026-08-20)
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Human verification : CANCELLED
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```
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---
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## 12. P3-S.4 ARTIFACTS
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```text
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docs/SMC_FVG_SPEC_v1.md
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docs/P3_S4_FVG_CONFORMANCE.md
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ml/p3/smc_semantic/spec_tests_fvg.py
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ml/p3/smc_semantic/spec_test_cases_fvg.json
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ml/p3/smc_semantic/output/spec_tests_fvg_report.json
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docs/SESSION_HANDOVER_2026-08-22_P3_S4_FVG.md (this document)
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```
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---
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## 13. COMMIT & PUSH STATUS
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```text
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NOT YET COMMITTED at handover write time.
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Planned commit message:
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research: P3-S.4 FVG formal spec + conformance audit (PARTIALLY CONFORMING)
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Follow with: git push origin main; verify rev-parse HEAD == ls-remote origin HEAD;
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working tree CLEAN.
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```
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