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Warrior_EA/docs/Wyckoff/02_implementation_status.md
AnimateDread d6b34b0483 wyckoff research, unconcluding as always.
2026-10-05 21:58:23 -04:00

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Implementation Status (SQX/MT5)

As of 2026-07-08, ADWyckoffEventStream has full confirmed parity between SQX and MT5 on aligned datasets.

Exposed SQX outputs

  • ADWyckoffEventStream.EventCode
  • ADWyckoffEventStream.EventPhase
  • ADWyckoffEventStream.StructuralPhase
  • ADWyckoffEventStream.CHoCHTrendToRange
  • ADWyckoffEventStream.CHoCHRangeToTrend
  • ADWyckoffEventStream.SlopeAccumulationBullish
  • ADWyckoffEventStream.SlopeAccumulationBearish
  • ADWyckoffEventStream.SlopeDistributionBullish
  • ADWyckoffEventStream.SlopeDistributionBearish
  • ADWyckoffEventStream.Reaccumulation
  • ADWyckoffEventStream.Redistribution
  • ADWyckoffEventStream.ZoneTop
  • ADWyckoffEventStream.ZoneBottom
  • ADWyckoffEventStream.EventPrice

Notes:

  • EventCode and EventPhase are currently identical (-7..+7, 0 no event).
  • StructuralPhase is the explicit A-E structural-state channel (-5..+5).
  • Tester-facing output list is dotted-output only (no standalone non-dotted main entry).
  • v4.1 (2026-09-05): Reaccumulation / Redistribution are the continuation context a range formed in (last confirmed breakout was SOS / SOW), frozen at open. v4.0's definition was unreachable by construction and both buffers were identically 0. See AD_Wyckoff_Indicators_Reference.md "v4.1" for the book basis.
  • ADShorteningOfThrust v2.0 (2026-09-05): thrust = progress beyond the previous same-direction extreme on a run of new extremes; MinImpulses now clamps 3..6.
  • The MT4/MT5 fixture CSVs under tests/Indicators for Reaccumulation, Redistribution and the four SOT* outputs predate these changes and must be re-exported (SQ_MultiIndicatorValuesExportEA, Part2Export=4) before the SQX indicator tester is rerun on them.

MT5 buffer mapping (ADWyckoffEventStream.mq5)

  • Buffer 0 -> EventCode
  • Buffer 1 -> EventPhase
  • Buffer 2 -> ZoneTop
  • Buffer 3 -> ZoneBottom
  • Buffer 4 -> EventPrice
  • Buffer 5 -> StructuralPhase
  • Buffer 6 -> CHoCHTrendToRange
  • Buffer 7 -> CHoCHRangeToTrend
  • Buffer 8 -> SlopeAccumulationBullish
  • Buffer 9 -> SlopeAccumulationBearish
  • Buffer 10 -> SlopeDistributionBullish
  • Buffer 11 -> SlopeDistributionBearish
  • Buffer 12 -> Reaccumulation
  • Buffer 13 -> Redistribution