408 lines
23 KiB
Markdown
408 lines
23 KiB
Markdown
# P3-S.4 FVG FORMAL SPECIFICATION & CODE-CONFORMANCE REPORT
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```text
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Date : 2026-08-22
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Session : P3-S.4 — Formal SMC Specification + Code-Conformance Audit (FVG)
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Scope : Fair Value Gap (FVG / imbalance) — Engine 2 agents C/E (AF_FindFVG),
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Engine 3 display (AF_CollectFVG), legacy v4.3/v4.4/v4.5
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(DetectAndDrawFVG + v4.5 MTF FVG), legacy entry gate
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(InpEntryOnFVGorOB / FindEntryFVG / Sweep->CHoCH->OB/FVG chain).
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Principle : SPECIFICATION FIRST, CODE AUDIT SECOND
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Status : NO CODE CHANGES (Phase D) — all findings DOCUMENTED
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Artifacts : docs/SMC_FVG_SPEC_v1.md (specification)
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ml/p3/smc_semantic/spec_tests_fvg.py (+ .json) (tests)
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ml/p3/smc_semantic/output/spec_tests_fvg_report.json
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```
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---
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## 0. CHECKPOINT & PROVENANCE (session-start verification)
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```text
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Forge HEAD : 85e3b48993c25323c2ff40040402da548826b1b2
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(3 documentation-only commits ahead of the P3-S.3 research
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checkpoint b6100f9 — Markdown standardization eb8a818,
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inventory tooling 0ac6ed1, title audit 85e3b48;
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git diff b6100f9..HEAD touches ONLY .md docs + the
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md_language_inventory tooling — no research/code change)
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P3-S.3 commit : b6100f9c4ff631539bab4ba8c5416cae4d89564a VERIFIED
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P3-S.2 checkpoint : c7a2b3f5e6acbf8deb748315dcbcc200046d0b84 VERIFIED
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P3-S.0 / P3-S.1 : b519a34396df1304467e45dd223132bed9a6d655 /
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8c1ef6c2979b421d15d24d4537bb287fc90396c4 VERIFIED
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P2 source : 8d330343af688e2de2b2a1d12ce19a582714709a VERIFIED
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P2.6 model (SHA-256): 06df8452a112290ecb9bae1a3dbff6df492e084f8b872885d808bb0303ec6a70
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(Include\SniperGold_ML_p26_corrected.mqh) VERIFIED (file hash match)
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Branch / remote : main == origin/main (85e3b48) VERIFIED
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Working tree : CLEAN at start VERIFIED
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HUMAN VERIFICATION : CANCELLED VERIFIED
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```
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---
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## A. SOURCE MATERIAL (Phase A — inventory & reconciliation)
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| # | Source | Location | Role |
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|---|--------|----------|------|
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| 1 | DESIGN.md (Algo Forge) | docs/DESIGN.md §C/E + display | Intent: C agent "which zone is price in?" (OB/FVG/S-R/PD); E agent "entry confirmation" (Sweep, CHoCH, displacement, OB/FVG zones; ZONE + CONFIRMATION = setup); display FVG = AFDispZone, MIT filter + size >= 0.02xATR |
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| 2 | DESAIN_MTF_v45.md | Shared Projects\SniperGold_ML | v4.5 redesign: real per-TF structure (HH/HL/OB/FVG/EQ) via cache; per-TF MTF FVG mitigation on rebuild; view MTF OB/FVG on chart; v4.4 computed FVG only on chart TF |
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| 3 | v4.3/v4.4 indicator | Indicators\Downloads\SniperGold_SMC_ProPlus_v4_3/4_4.mq5 | DetectAndDrawFVG (v4.3 == v4.4 verified line-identical for FVG): 3-candle gap; minGap = 0.25 x ATR (auto) or 0; HTF projection InpFVGTF; mitigation low<=bot / high>=top; entry gate InpEntryOnFVGorOB + FindEntryFVG tap +- 1 ATR; FVGRec zone struct |
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| 4 | v4.5 indicator | Indicators\Downloads\SniperGold_SMC_ProPlus_v4_5.mq5 | Same chart DetectAndDrawFVG + per-TF MTF FVG (D1/H4/H1) via cache (0.25 x avg range minGap, per-TF mitigation) |
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| 5 | Engine 2 FVG detector | Include\AlgoForge\AF_Engine2_Agents.mqh:329-350 (AF_FindFVG) | Geometric 3-candle (reversed index): l0>h2 / h0<l2; NO minGap; NO mitigation; returns NEWEST FVG +-1/0; lookback param (40 C / 20 E) |
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| 6 | Engine 2 C agent | AF_Engine2_Agents.mqh:492-575 | "which zone is price in": fv = AF_FindFVG(40); mInFv = trap(close, zone +- 0.3 ATR); weight 0.25 |
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| 7 | Engine 2 E agent | AF_Engine2_Agents.mqh:583-663 | "entry confirmation": fv = AF_FindFVG(20); mZone from FVG tap; ZONE + CONFIRMATION setup rule |
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| 8 | Engine 3 display collector | Include\AlgoForge\AF_Engine2_Display.mqh:255-292 (AF_CollectFVG) | 3-candle geometry; minGap 0.02 x ATR (AF_E3_FVG_MIN_ATR); mitigation = subsequent CLOSE < bot (bull) / > top (bear); collects newest maxN unmitigated zones (default 6, max 24) |
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| 9 | Engine 3 render | Include\AlgoForge\AF_Engine3_Render.mqh:379-392 | draws FVG boxes (top/bot), bull/bear labels |
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| 10 | Engine 3 indicator | Indicators\AlgoForge\AF_Engine3_Display.mq5 | inputs: InpShowFVG, InpFVGCount=6, colors |
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| 11 | Unit test | Experts\AlgoForge_Engine3_UnitTest.mq5:133-137,164 | basic zone validity (top>bot, bot>0, tag="FVG") |
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| 12 | AF_Defines.mqh | Include\AlgoForge\AF_Defines.mqh:31,53,58,61 | AF_E2_FVG_LOOKBACK=40; AF_E3_MAX_ZONES=24; AF_E3_FVG_DEFAULT=6; AF_E3_FVG_MIN_ATR=0.02 |
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| 13 | FEATURE_CONTRACT | docs/FEATURE_CONTRACT.md | NO FVG feature (0 references) — FVG not in f0-f18 |
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| 14 | EA runtime | Experts\AlgoForge_Backtest_Baseline.mq5 | NO FVG (0 references) — ML runtime features exclude FVG |
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| 15 | Python training | ml/**/*.py | NO FVG (0 references) — no training-side FVG |
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| 16 | P3 docs | P3_S2 conformance (AF_FindFVG context), golden-dataset concept list | FVG listed as a context feature and as the last element of the SMC chain Sweep->CHoCH->OB/FVG |
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**Layer separation:**
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```text
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Intended semantics : FVG = imbalance ZONE; C agent = "which zone is price in";
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E agent = entry zone (ZONE + CONFIRMATION = setup);
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legacy chain Sweep -> CHoCH -> OB/FVG within InpSeqWindow;
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display zones with MIT filter + minimum size.
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Legacy semantics : v4.3/v4.4/v4.5: 3-candle wick gap; minGap 0.25xATR (auto)
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or 0; mitigation = full fill by wick; entry tap +-1 ATR on
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ANY unmitigated zone of the side; HTF projection (InpFVGTF);
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v4.5 per-TF MTF FVG (display).
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Current semantics : Engine 2 AF_FindFVG = newest FVG ONLY, NO minGap, NO
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mitigation, lookback 40 (C) / 20 (E); display AF_CollectFVG
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= newest N unmitigated zones, minGap 0.02xATR, mitigation
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by close; ML features / EA / training: FVG ABSENT.
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Training semantics : N/A — FVG is not a training feature (no parity target).
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Display-only : zone boxes + labels (Engine 3, v4.4/v4.5).
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```
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---
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## B. PROJECT SEMANTIC SPECIFICATION (Phase B)
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Full document: **docs/SMC_FVG_SPEC_v1.md** (PROJECT SEMANTIC SPECIFICATION — not "universal SMC ground truth").
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Spec decision summary:
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```text
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S-1 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 extremes unused in the zone bounds.
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S-2 Gap boundaries : WICK-BASED (High/Low of C1 & C3); no body rule.
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S-3 Minimum gap : none in the definition (>= 1 tick); zero gap = NOT FVG;
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consumer filters 0.02/0.25/none = AMBIGUOUS (A-1).
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S-4 Direction : +1 bullish (up gap), -1 bearish (down gap), 0 none;
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no trend precondition.
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S-5 Displacement : NOT REQUIRED (geometric gap sufficient).
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S-6 Formation : observable at C3 close (b <= t); newest closed bar eligible;
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canonical timestamp = C3 open.
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S-7 Closed-bar : all inputs <= t; no future visibility.
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S-8 Lifecycle : ZONE (persistent); one zone per formation; no event stream.
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S-9 Mitigation : full fill by wick (Low<=bot bull / High>=top bear);
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partial fill NOT mitigation; display = close variant (A-2).
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S-10 Invalidation : NOT MODELED.
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S-11 Overlap : separate zones per formation; no merge/replace/dedup.
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S-12 Timeframe : Engine 2 per-TF independent; canonical = AMBIGUOUS (A-3).
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S-13 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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## C. FORMAL DEFINITIONS (Phase B — extract)
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```text
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FVG_zone(bar b, prices) with b >= 2 (closed bars), C1=b-2, C2=b-1, C3=b:
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Bullish FVG (dir=+1): Low(b) > High(b-2) -> zone (bot=High(b-2), top=Low(b))
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Bearish FVG (dir=-1): High(b) < Low(b-2) -> zone (bot=High(b), top=Low(b-2))
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One zone per qualifying bar b (formations are NOT merged).
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Zone state (S-9): MITIGATED iff exists j in (b, t] with
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bull: Low(j) <= bot bear: High(j) >= top (wick full-fill)
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Canonical consumer query (S-9): the NEWEST UNMITIGATED zone at decision t.
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No invalidation, no age expiry (S-8/S-10).
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FVG is not a Feature Contract feature (S-13).
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```
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---
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## D. CURRENT CODE BEHAVIOR (Phase C — code audit)
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### D.1 Engine 2 — AF_FindFVG (AF_Engine2_Agents.mqh:329-350)
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```mql5
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int AF_FindFVG(const AFEngine1MTF &e1,int slot,int lookback,double &zoneHi,double &zoneLo)
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{
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zoneHi=0.0; zoneLo=0.0;
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if(!e1.IsReady(slot)) return 0;
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int cnt=e1.Count(slot);
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if(cnt<3) return 0;
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int maxIdx=MathMin(cnt-3,(lookback>0)? lookback : cnt);
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for(int i=1;i<=maxIdx;i++) // i=0 (newest closed bar) SKIPPED
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{
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double l0=e1.Low(slot,i);
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double h2=e1.High(slot,i+2);
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if(l0>h2) { zoneLo=h2; zoneHi=l0; return 1; } // bullish, NO mit check
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double h0=e1.High(slot,i);
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double l2=e1.Low(slot,i+2);
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if(h0<l2) { zoneLo=h0; zoneHi=l2; return -1; } // bearish, NO mit check
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}
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return 0;
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}
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```
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Observations:
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- Geometry matches S-1 (reversed index: i = C3, i+2 = C1).
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- Loop starts at `i=1` — the newest closed bar (index 0) is never C3 → 1-bar lag.
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- Returns the FIRST (newest) match only → a single "newest FVG" query.
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- NO minimum gap (any strictly positive gap accepted).
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- NO mitigation filter — a fully-filled zone still returns as FVG.
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- Lookback callers: C agent `AF_E2_FVG_LOOKBACK=40`; E agent `20` (inconsistent).
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### D.2 Engine 3 display — AF_CollectFVG (AF_Engine2_Display.mqh:255-292)
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```mql5
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for(int i=1; i<=maxIdx; i++)
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{
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...
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if(lo0>hi2) { bull=true; top=lo0; bot=hi2; found=true; }
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else if(hi0<lo2) { bull=false; top=lo2; bot=hi0; found=true; }
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if(!found) continue;
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if((top-bot)<AF_E3_FVG_MIN_ATR*atr) continue; // min 0.02 x ATR
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bool mit=false;
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for(int b=i-1; b>=0; b--)
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{
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if(bull && e1.Close(slot,b)<bot) { mit=true; break; } // CLOSE below bot
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if(!bull && e1.Close(slot,b)>top) { mit=true; break; } // CLOSE above top
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}
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if(mit) continue;
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... zones[nz] = {t=Time(i), top, bot, bull, tag="FVG"};
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}
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```
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Observations: geometry = S-1; minGap 0.02xATR (A-1); mitigation = CLOSE beyond far
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boundary (A-2 display variant); collects newest N unmitigated zones; timestamp = C3.
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### D.3 Legacy v4.3/v4.4 — DetectAndDrawFVG (v4_4.mq5:592-660; v4_3 identical)
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```mql5
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double minGap=InpFVGAutoThreshold?0.25*g_atr:0.0;
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for(int i=startBar+2;i<total;i++) // normal order; total = closed horizon
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{
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if(low[i]>high[i-2] && (low[i]-high[i-2])>=minGap) AddFVG(i-1,time[i-1],low[i],high[i-2],true);
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if(high[i]<low[i-2] && (low[i-2]-high[i])>=minGap) AddFVG(i-1,time[i-1],low[i-2],high[i],false);
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}
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// mitigation (wick full-fill)
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for(...) for(int j=b;j<total;j++)
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{
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if(g_fvg[k].bull&&low[j]<=g_fvg[k].bot){ g_fvg[k].mit=true; break; }
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if(!g_fvg[k].bull&&high[j]>=g_fvg[k].top){ g_fvg[k].mit=true; break; }
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}
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// draw newest InpFVGCount unmitigated
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```
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Observations: geometry = S-1; minGap 0.25xATR (auto) or 0 (A-1); mitigation = wick
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full-fill (S-9 canonical); C3 = newest closed bar eligible (i can reach total-1);
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timestamp = C2 (middle candle, A-5); HTF projection via InpFVGTF (A-3).
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Entry gate: `InpEntryOnFVGorOB` + `FindEntryFVG` = ANY unmitigated zone of the side
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within +- 1 ATR of price (A-6), closest to zone mid; +10 confluence; signal note
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"Sweep->CHoCH->Bullish/Bearish FVG (discount/premium)".
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### D.4 v4.5 MTF FVG (per-TF structure)
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Per-TF cache FVG for D1/H4/H1: same geometry + minGap 0.25 x avg range + wick
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full-fill mitigation, evaluated internally per TF on rebuild (display only).
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---
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## E. CONFORMANCE MATRIX (Phase C)
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Verdicts: CONFORMING / PARTIALLY CONFORMING / NON-CONFORMING / UNVERIFIABLE /
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SPECIFICATION AMBIGUOUS.
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| # | Requirement | Specification | Code (Function/Line) | Actual Behavior | Verdict |
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|---|-------------|--------------|----------------------|-----------------|---------|
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| E-1 | FVG definition | 3-candle gap, zone [High(C1), Low(C3)] / [High(C3), Low(C1)] (S-1) | AF_FindFVG:341,349; AF_CollectFVG:269-272; v4.4:604-605 | all implementations agree on geometry; C2 unused | **CONFORMING** |
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| E-2 | Gap boundaries | WICK-BASED (High/Low of C1 & C3) (S-2) | all: Low vs High comparisons | wick extremes; no body/close rule | **CONFORMING** |
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| E-3 | Minimum gap | definition: >= 1 tick; zero gap NOT FVG; filters are consumer config (S-3) | AF_FindFVG none; AF_CollectFVG 0.02xATR (:273); v4.4 0.25xATR auto (:598) | three different filters; no canonical threshold | **SPECIFICATION AMBIGUOUS** (A-1) |
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| E-4 | Direction | +1 bullish / -1 bearish / 0 none; no trend precondition (S-4) | AF_FindFVG:346,353; bull flags everywhere | gap direction; no prior-trend gate | **CONFORMING** |
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| E-5 | Displacement | NOT REQUIRED (S-5) | no displacement check in any FVG path | geometric gap sufficient | **CONFORMING** |
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| E-6 | Formation timing | observable at C3 close; newest closed bar eligible as C3 (S-6) | v4.4:602 i<total (C3=newest OK); display i=1.. (C3 = idx 1, lag 1); AF_FindFVG i=1.. (lag 1) | Engine 2 & display skip newest closed bar as C3 (1-bar lag vs legacy) | **PARTIALLY CONFORMING** (BUG-P3S4-002) |
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| E-7 | Closed-bar / no future | all inputs <= t (S-7) | Engine-1 closed-bar lock; v4.4 tc=total-1 | no future visibility; deterministic | **CONFORMING** |
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| E-8 | Lifecycle (zone) | ZONE; one zone per formation; no event stream (S-8) | zones arrays (g_fvg / dd.fvg); no event emission | one zone per formation; persistent; no duplication pattern | **CONFORMING** |
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| E-9 | Mitigation | full fill by wick; partial NOT mitigation (S-9) | AF_FindFVG NONE; AF_CollectFVG close<bot/ >top (:279-283); v4.4 low<=bot / high>=top (:634-635) | Engine 2 consumes mitigated zones; display uses close variant; legacy uses wick | **NON-CONFORMING** (Engine 2, BUG-P3S4-001) + **SPECIFICATION AMBIGUOUS** (A-2 close vs wick) |
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| E-10 | Invalidation | NOT MODELED (S-10) | no invalidation code anywhere | none exists | **CONFORMING** |
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| E-11 | Overlap / multiple | separate zones per formation; no merge (S-11) | independent AddFVG per bar; zones arrays | consecutive formations -> separate zones; no dedup | **CONFORMING** |
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| E-12 | Timeframe | Engine 2 per-TF; canonical AMBIGUOUS (S-12) | AF_FindFVG per slot (H4/M30/M15/M3); v4.5 MTF cache; InpFVGTF | per-TF independent; HTF role not defined | **SPECIFICATION AMBIGUOUS** (A-3) |
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| E-13 | Runtime/training parity | FVG NOT an ML feature; parity N/A (S-13) | FEATURE_CONTRACT/EA/ml: 0 FVG references | no training-side FVG; no parity target | **CONFORMING** (N/A by absence) |
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| E-14 | Consumer zone scope | canonical consumer = newest UNMITIGATED zone (S-9) | AF_FindFVG newest-ANY (no mit); FindEntryFVG all-unmitigated; AF_CollectFVG newest-N-unmitigated | Engine 2 zone selection diverges from legacy entry semantics | **PARTIALLY CONFORMING** (BUG-P3S4-001 / A-6) |
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| E-15 | Consumer lookback | single canonical window (S-6 note) | C agent 40 vs E agent 20 (AF_E2_FVG_LOOKBACK vs hardcoded) | C sees an FVG the E agent cannot | **PARTIALLY CONFORMING** (BUG-P3S4-002) |
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---
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## F. CONFIRMED BUGS (Phase D — DOCUMENT ONLY, no code changes)
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```text
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BUG-P3S4-001
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SEVERITY : MEDIUM
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SOURCE : AF_FindFVG — AF_Engine2_Agents.mqh:329-350 (Engine 2 C/E agents)
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SPEC REQ : S-9 — mitigation is part of the FVG zone lifecycle; the canonical
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consumer query is the newest UNMITIGATED zone
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ACTUAL CODE : AF_FindFVG returns the newest FVG with NO mitigation check;
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it also returns ONLY the newest zone (older unmitigated zones
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invisible to the agents)
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IMPACT : C agent "price in FVG zone" (weight 0.25) and E agent "zone tap"
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can fire on a FULLY-FILLED (mitigated) FVG; the zone selection
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(newest-any) differs from the legacy entry rule (all-unmitigated
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within tap). The f7/f9/f18 duplication pattern does NOT apply
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(FVG is a zone, not an event stream), but the mitigation
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lifecycle is not respected by the current detector.
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PROPOSED FIX : add the wick full-fill mitigation filter (S-9) to AF_FindFVG and
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(if intended) scan for the newest unmitigated zone instead of
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the newest-any; document the zone-selection rule.
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BUG-P3S4-002
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SEVERITY : LOW
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SOURCE : AF_FindFVG loop bound — AF_Engine2_Agents.mqh:338 (`i=1`)
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and callers (C:40 / E:20)
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SPEC REQ : S-6 — the newest closed bar is eligible as C3; a single canonical
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lookback window
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ACTUAL CODE : loop starts at i=1 (index 0 skipped) -> FVG whose C3 is the newest
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closed bar is missed until one bar later (1-bar lag); C agent
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lookback 40 vs E agent hardcoded 20
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IMPACT : Engine-2 FVG lags the legacy/display detection by 1 bar; the C
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and E agents may disagree on FVG presence/age (E window 20 vs C 40)
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PROPOSED FIX : start the scan at i=0 (subject to the closed-bar lock) or document
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the 1-bar maturity delay; unify the lookback constant.
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BUG-P3S4-003
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SEVERITY : INFO (display only)
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SOURCE : zone timestamp/bar conventions
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SPEC REQ : S-6/A-5 — canonical timestamp = C3 open
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ACTUAL CODE : v4.4/v4.5 AddFVG(i-1, time[i-1]) = middle candle C2; Engine-3
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display = C3; Engine 2 = none
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IMPACT : box start times differ between legacy and Engine-3 displays;
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no ML/feature impact
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PROPOSED FIX : unify the zone timestamp at C3 (display only).
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BUG-P3S4-004
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SEVERITY : INFO (specification ambiguity)
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SOURCE : minimum-gap filters — AF_Defines.mqh:61 (0.02 ATR) vs
|
|
v4.4:598 (0.25 ATR auto) vs AF_FindFVG (none)
|
|
SPEC REQ : S-3/A-1 — a canonical project minimum-gap threshold
|
|
ACTUAL CODE : three different consumer filters; no canonical value
|
|
IMPACT : the same price sequence may be "FVG" in Engine 2, "not FVG" in
|
|
display, and "not FVG" in v4.4 (auto) depending on gap size
|
|
PROPOSED FIX : adjudicate a single project threshold (NOT optimized here) or
|
|
explicitly scope the filters to their consumers
|
|
```
|
|
|
|
---
|
|
|
|
## G. SEMANTIC AMBIGUITIES (Phase F — consistency)
|
|
|
|
```text
|
|
G-1 MINIMUM GAP FILTERS (A-1)
|
|
Engine 2 none / display 0.02 x ATR / legacy auto 0.25 x ATR. No canonical
|
|
project threshold; no optimization performed in this session.
|
|
G-2 MITIGATION TRIGGER (A-2)
|
|
Legacy = full fill by WICK (low<=bot / high>=top); display = full fill by
|
|
CLOSE; Engine 2 = none (BUG-P3S4-001). Partial fill not modeled anywhere.
|
|
G-3 CANONICAL TIMEFRAME (A-3)
|
|
Engine-2 M15 slot explicit; HTF FVG as M15 context and M3 FVG as entry
|
|
trigger not defined. Same class as CHoCH G-4 / sweep G-3.
|
|
G-4 SAME-BAR DOUBLE CONDITION (A-4)
|
|
Bull and bear cannot both be true for one C3 (geometrically); bull-first
|
|
evaluation; unreachable.
|
|
G-5 ZONE TIMESTAMP (A-5)
|
|
v4.4/v4.5 = C2 middle; Engine-3 display = C3; Engine 2 = none. Display-only.
|
|
G-6 CONSUMER ZONE SCOPE (A-6)
|
|
Engine 2 = newest zone only; legacy entry = all unmitigated within tap;
|
|
display = newest N unmitigated. Different selection semantics.
|
|
```
|
|
|
|
---
|
|
|
|
## H. SEMANTIC RELATIONSHIP WITH THE SMC CHAIN (Phase C)
|
|
|
|
```text
|
|
Detection : FVG detection STANDS ALONE (pure geometric gap; no sweep/CHoCH
|
|
required) — CONFORMING S-1/S-4/S-5.
|
|
Legacy chain : Sweep -> CHoCH -> OB/FVG within InpSeqWindow (v4.4) — FVG is the
|
|
final ENTRY ZONE of the chain; ordering/freshness handled by the
|
|
sweep/CHoCH gates (P3-S.2/P3-S.3 audits), the FVG zone itself has no
|
|
age rule (mitigation is its only termination).
|
|
Engine 2 : C agent = FVG as CONTEXT (price-in-zone); E agent = FVG as ENTRY ZONE
|
|
with ZONE + CONFIRMATION = setup (DESIGN.md). Consistent with intent.
|
|
ML : FVG ABSENT from f0-f18 — the chain is runtime/display only.
|
|
|
|
NO production dependency between FVG and f7/f8/f9/f10/f11 was changed.
|
|
```
|
|
|
|
---
|
|
|
|
## I. RUNTIME/TRAINING PARITY (Phase C — diagnostic, not a retrain)
|
|
|
|
```text
|
|
FVG is not a Feature Contract feature (f0-f18) and has no Python training
|
|
representation (verified: 0 FVG references in FEATURE_CONTRACT.md, EA, ml/**/*.py).
|
|
-> runtime/training parity for FVG = N/A BY ABSENCE (S-13). No mismatch exists;
|
|
the absence itself is a documented fact, not a defect.
|
|
If FVG is later promoted to an ML feature, a Feature Contract entry and a parity
|
|
harness are required first (out of scope).
|
|
```
|
|
|
|
---
|
|
|
|
## J. VERDICT
|
|
|
|
```text
|
|
PARTIALLY CONFORMING
|
|
|
|
Detection semantics (E-1, E-2, E-4, E-5, E-7) : CONFORMING
|
|
Minimum gap (E-3) : SPECIFICATION AMBIGUOUS (A-1)
|
|
Formation timing (E-6) : PARTIALLY CONFORMING (BUG-P3S4-002)
|
|
Lifecycle zone (E-8) : CONFORMING (no event duplication)
|
|
Mitigation (E-9) : NON-CONFORMING (Engine 2, BUG-P3S4-001)
|
|
+ AMBIGUOUS (A-2 close vs wick)
|
|
Invalidation (E-10) : CONFORMING (not modeled)
|
|
Overlap / multiple (E-11) : CONFORMING
|
|
Timeframe (E-12) : SPECIFICATION AMBIGUOUS (A-3)
|
|
Consumer semantics (E-14, E-15) : PARTIALLY CONFORMING (BUG-P3S4-001/-002, A-6)
|
|
Runtime/training parity (E-13) : CONFORMING (N/A by absence)
|
|
|
|
Verdict = conformance to the PROJECT SEMANTIC SPECIFICATION, NOT profitability/edge.
|
|
The DETECTOR core (geometry/direction/closed-bar/zone lifecycle) is conforming;
|
|
the gaps are in consumer-side semantics (mitigation, newest-zone scope, 1-bar lag,
|
|
lookback split, canonical threshold/timeframe).
|
|
```
|
|
|
|
---
|
|
|
|
## K. NEXT GATE
|
|
|
|
```text
|
|
After the FVG verdict (PARTIALLY CONFORMING):
|
|
OB -> Displacement -> MTF Alignment -> Candidate Setup.
|
|
DO NOT return to ML; DO NOT build a meta-label; DO NOT create new event labels;
|
|
DO NOT fix production code before the audit chain completes (all fixes stay
|
|
documented as BUG-P3S4-00x until the semantic audit chain is finished).
|
|
```
|
|
|
|
---
|
|
|
|
## L. CHECKPOINT & PROVENANCE (P3-S.4)
|
|
|
|
```text
|
|
Forge HEAD (session start) : 85e3b48 (P3-S.3 research checkpoint b6100f9 intact;
|
|
ahead only by 3 documentation-only commits)
|
|
P3-S.3 spec (immutable) : docs/SMC_CHOCH_MSS_SPEC_v1.md
|
|
P3-S.2 spec (immutable) : docs/SMC_LIQUIDITY_SWEEP_SPEC_v1.md
|
|
FEATURE_CONTRACT : C44CC6F2... (P2-era) / 7b908b12... (committed)
|
|
symbol/tf : XAUUSD / M15 (2017-01-01 .. 2026-08-20)
|
|
Human verification : CANCELLED
|
|
No production change : AF_FindFVG / AF_CollectFVG / v4.3/v4.4/v4.5 /
|
|
Engine 2 / Engine 3 / f7-f18 / OB / CHoCH /
|
|
Displacement / ML : NOT touched
|
|
```
|