295 lines
13 KiB
Markdown
295 lines
13 KiB
Markdown
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# SESSION HANDOVER — SNIPERGOLD_ML P3-S.5: ORDER BLOCK SPEC + CONFORMANCE
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```text
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Date : 2026-08-22 (session close)
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Status : P3-S.5 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.4 176880f8f3f17afb7e922a48ed953daa22c1515f (VERIFIED clean at start)
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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 Order Block (OB).
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Question answered:
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Does the SniperGold code claiming to detect Order Blocks really implement the
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OB definition established by the PROJECT SEMANTIC SPECIFICATION?
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Questions NOT answered:
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- Does OB generate profit?
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- Does OB improve AUC / PF?
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- Is the universal SMC OB 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 (15 sources, reconciled)
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```text
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1 DESIGN.md (Algo Forge) docs/DESIGN.md:132-133,206 (intent: OB =
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"opposite bar before a strong move")
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2 Engine 2 detector Include\AlgoForge\AF_Engine2_Agents.mqh:293-322
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(AF_FindOrderBlock)
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3 AF_AvgBody AF_Engine2_Agents.mqh:120-127
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4 Engine 2 C agent AF_Engine2_Agents.mqh:492-575 (weight 0.30)
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5 Engine 2 E agent AF_Engine2_Agents.mqh:583-663 (ZONE+CONFIRM)
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6 Engine 3 display collector Include\AlgoForge\AF_Engine2_Display.mqh:199-250
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(AF_CollectOBs)
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7 AF_Defines.mqh AF_Defines.mqh:57,59,60 (OB 5/0.15 ATR/1.5)
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8 Engine 3 render/indicator AF_Engine3_Render.mqh; AF_Engine3_Display.mq5
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9 v4.3/v4.4 indicator Indicators\Downloads\SniperGold_SMC_ProPlus_v4_3/4_4.mq5
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(LEGACY structure-break OB: ProcessStructure
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RecordOB, FindEntryOB, Sweep->CHoCH->OB)
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10 v4.5 indicator SniperGold_SMC_ProPlus_v4_5.mq5 (chart OB
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identical; + MTF OB per-TF RecordOB_mtf)
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11 FEATURE_CONTRACT docs/FEATURE_CONTRACT.md — NO OB feature
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12 EA runtime Experts\AlgoForge_Backtest_Baseline.mq5 — NO OB
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13 Python training ml/**/*.py — NO OB (0 refs)
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14 P3 docs P3_2_2 / P3_2_LABEL_FORENSIC: "breaker" = FUTURE
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concept only
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15 External SMC Order Block Detector.mq5 /
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XAUUSD_MTF_Liquidity_OB_Reversal (2).mq5:
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external references, NOT wired to the project
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Three semantic layers separated:
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INTENDED : OB = opposite bar before a strong move (DESIGN.md); C agent context
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zone; E agent entry zone (ZONE + CONFIRMATION = setup); display
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zones with MIT filter + dedupe + min size 0.15xATR.
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LEGACY : v4.3/v4.4/v4.5: OB = opposite candle BEFORE A STRUCTURE BREAK
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(BOS/CHoCH on swing len=50 / internal len=5); last or highest-volume
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opposite candle; full range; min 0.15xATR; close-through mitigation;
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internal + swing OBs; entry chain.
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CURRENT : Algo Forge: opposite bar before strong move (1.5 x avg body); zone =
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full range; Engine 2 = newest-only, NO min size, NO mitigation;
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display = newest N unmitigated, 0.15xATR min, close-through mit,
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0.5xATR dedupe.
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TRAINING : N/A (no OB feature). DISPLAY-ONLY: Engine 3 / v4.4 / v4.5 MTF OB.
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```
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---
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## 3. SPECIFICATION (docs/SMC_ORDER_BLOCK_SPEC_v1.md)
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```text
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FORMATION : canonical current = opposite-color candle B immediately before
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strong-move candle M (|body(M)| >= 1.5 x avg body, avg over the
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last 20 closed bars). LEGACY second definition = opposite candle
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before a STRUCTURE BREAK (BOS/CHoCH) — recorded as A-2.
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CANDLE : B = full opposite candle (Close vs Open); doji excluded; zone =
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FULL RANGE [Low(B), High(B)].
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BOUNDARIES : top = High(B), bot = Low(B); no padding; min size none in the
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definition (0.15 ATR consumer filters, A-1).
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DIRECTION : +1 bullish (bearish B + bullish M), -1 bearish, 0 none;
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direction = move direction.
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PRECONDITION : NONE (canonical); BOS/CHoCH/displacement/liquidity NOT required.
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TIMING : observable at M close (B+1 <= t); newest pair (t-1, t); NO 1-bar
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lag; timestamp = B open; closed-bar lock; no future.
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LIFECYCLE : ZONE + FORMATION EVENT; one zone per pair; no event stream;
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no age expiry; one zone stays ONE zone (T09).
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MITIGATION : close-through full fill (Close < Low(B) bull / > High(B) bear);
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partial/wick NOT mitigation.
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INVALIDATION : NOT MODELED.
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OVERLAP : separate zones per pair; display dedupe 0.5 x ATR (A-3).
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BREAKER : NOT IMPLEMENTED (0 code matches; future concept only).
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TIMEFRAME : Engine 2 per-TF (H4/M30/M15/M3); canonical = AMBIGUOUS (A-4).
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CONSUMERS : C (context, w 0.30), E (entry zone), legacy entry gate
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(all-unmitigated within tap), display; NO ML feature.
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PARITY : PARITY = N/A BY ABSENCE (OB not in f0-f18 / EA / Python).
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```
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---
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## 4. CONFORMANCE (docs/P3_S5_ORDER_BLOCK_CONFORMANCE.md)
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```text
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Formation (E-1, E-2, E-4, E-6, E-7) : CONFORMING (current definition)
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Zone boundaries (E-3) : CONFORMING (+ AMBIGUOUS A-1 min size)
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Structural precondition (E-5) : CONFORMING (current = none);
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legacy BOS/CHoCH rule = A-2
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Lifecycle (E-8) : CONFORMING (zone; no event duplication)
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Mitigation (E-9) : NON-CONFORMING (Engine 2, BUG-P3S5-001)
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Invalidation (E-10) : CONFORMING (not modeled)
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Overlap (E-11) : PARTIALLY CONFORMING (A-3)
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Breaker (E-12) : NOT IMPLEMENTED (no claim)
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Timeframe (E-13) : SPECIFICATION AMBIGUOUS (A-4)
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Consumer semantics (E-14) : PARTIALLY CONFORMING (BUG-P3S5-001, A-5)
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Runtime/training parity (E-15) : 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_order_block.py
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Cases : ml/p3/smc_semantic/spec_test_cases_order_block.json (20 cases)
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Report : ml/p3/smc_semantic/output/spec_tests_order_block_report.json
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Result : 20/20 PASS
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OB-T01..T20 (all required). spec_oracle (truth, from SPEC S-1..S-15) ==
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expected in all cases; symmetry property (S-4) asserted on EVERY case.
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code_port (Engine-2 AF_FindOrderBlock port, observation) MATCHES spec in
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T01-T05/T07-T10/T13-T15/T17-T19; DIVERGES in:
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T06/T11/T12/T16: spec newest-unmitigated = none (mitigated) vs code returns
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the zone -> synthetic evidence for BUG-P3S5-001.
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Expected derived from SPEC, NOT from production code.
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Parity scan (T20): FEATURE_CONTRACT.md = 0 order-block refs; ml/**/*.py = 0
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(excluding the spec test files) -> 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.5)
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```text
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BUG-P3S5-001 [MEDIUM] CONFIRMED, NOT FIXED
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Engine-2 AF_FindOrderBlock (AF_Engine2_Agents.mqh:293-322) has NO mitigation
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filter and NO age/freshness bound: the Context (weight 0.30) and Entry (zone
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tap) agents can consume a FULLY-FILLED OB as a current zone, and the newest OB
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can be hundreds of bars old. It also returns ONLY the newest zone (older
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unmitigated OBs invisible), diverging from the legacy entry rule
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(FindEntryOB: all unmitigated within tap). Same bug class as BUG-P3S4-001
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(FVG side). NOT the f7/f9/f18 duplication class — OB is a zone, not an event
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stream (verified OB-T09).
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Fix: apply the close-through mitigation filter (S-9) to AF_FindOrderBlock (or
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filter mitigated zones in the agents) and add a zone-age bound if freshness is
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required; document the zone-selection rule.
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BUG-P3S5-002 [LOW] DOCUMENTED
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Two OB definitions in one project: Algo Forge "opposite bar before strong move
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(1.5 x avg body)" vs legacy v4.3/v4.4/v4.5 "opposite candle before STRUCTURE
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BREAK (BOS/CHoCH)" (+ legacy volume-weighted mode InpVolumeOB/InpOBStyle).
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The two rules can select DIFFERENT candles for the same price sequence.
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Fix: document the current rule as canonical; mark the legacy rule as historical.
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BUG-P3S5-003 [INFO] DOCUMENTED
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Minimum zone size filters diverge: Engine-2 none / display 0.15 ATR / legacy
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0.15 ATR (A-1). No canonical value; not optimized here.
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BUG-P3S5-004 [INFO] DOCUMENTED
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Display dedupe (0.5 x ATR) vs Engine-2 newest-only vs legacy keep-all (A-3):
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three zone-selection policies. Not adjudicated.
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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 zone size (A-1) : none / 0.15 ATR / 0.15 ATR; no canonical value.
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2. Two OB definitions (A-2) : strong-move (current) vs structure-break (legacy).
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3. Overlap / dedupe (A-3) : display 0.5 ATR dedupe vs keep-all.
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4. Canonical timeframe (A-4) : Engine-2 M15 slot explicit; HTF OB as M15
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context / M3 execution not defined (same class as
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CHoCH G-4 / sweep G-3 / FVG A-3).
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5. Consumer zone scope (A-5) : Engine-2 newest-ANY (no mit/age) vs legacy
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all-unmitigated within tap.
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6. Volume-weighted OB (A-6) : legacy-only (InpVolumeOB / OB_HIGHEST_VOLUME);
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current = last candle only.
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```
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---
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## 8. PREVIOUS BUG-CLASS CHECK (per brief §27)
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```text
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The f7/CHoCH/FVG cross-layer pattern (detector correct -> zone/state correct ->
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consumer incorrect) was explicitly checked for OB:
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detector : AF_FindOrderBlock — correct for FORMATION (S-1..S-6) OK
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zone/state : zone list — correct (one zone per pair, no duplication) OK
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consumer : C/E agents consume the newest-ANY zone WITHOUT the
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mitigation filter that display/legacy apply FAIL
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-> The cross-layer gap EXISTS for OB (BUG-P3S5-001: mitigation/age not applied
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by the Engine-2 detector/consumers). It is the SAME class as BUG-P3S4-001
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(FVG) — a mitigation-lifecycle gap, NOT the f7/f9/f18 stale-event
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duplication (proven: OB-T09 zone_count=1 after 19 bars).
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```
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---
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## 9. NO PRODUCTION CHANGE
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```text
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No production code was modified.
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AF_FindOrderBlock / AF_CollectOBs / v4.3 / v4.4 / v4.5 / Engine 2 / Engine 3 /
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f7 / f8 / f9 / f10 / f11 / f18 / FVG / CHoCH / Displacement / ML / EA :
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NOT touched.
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Only P3-S.5 research artifacts added (spec, conformance, tests, report, handover).
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P3-S.4 / 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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## 10. 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 OB 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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## 11. NEXT GATE
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```text
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After the Order Block verdict (PARTIALLY CONFORMING):
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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-P3S5-00x 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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## 12. CHECKPOINT & PROVENANCE (P3-S.5)
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```text
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Forge HEAD (session start) : 176880f (P3-S.4) — VERIFIED
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P3-S.4 spec (immutable) : docs/SMC_FVG_SPEC_v1.md
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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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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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## 13. P3-S.5 ARTIFACTS
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```text
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docs/SMC_ORDER_BLOCK_SPEC_v1.md
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docs/P3_S5_ORDER_BLOCK_CONFORMANCE.md
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ml/p3/smc_semantic/spec_tests_order_block.py
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ml/p3/smc_semantic/spec_test_cases_order_block.json
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ml/p3/smc_semantic/output/spec_tests_order_block_report.json
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docs/SESSION_HANDOVER_2026-08-22_P3_S5_ORDER_BLOCK.md (this document)
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```
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---
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## 14. 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.5 Order Block 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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