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- Set up Docusaurus with pnpm and TypeScript - Structured docs for multi-application portfolio - Added Stock Market Professional documentation: - Architecture & system design - Data monitoring module - Technical analysis engine - Signal generation with constraints (max 3/day, 30min hold) - Added platform architecture overview - Added getting started guide - Added Gitea Actions CI/CD pipeline (build + artifact)
113 lines
2.8 KiB
Markdown
113 lines
2.8 KiB
Markdown
---
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sidebar_position: 3
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---
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# Technical Analysis
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## Overview
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The technical analysis module processes raw market data through multiple analytical lenses to identify high-probability trading setups within the 30-minute hold constraint.
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## Analysis Categories
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### 1. Trend Indicators
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| Indicator | Parameters | Signal |
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|---|---|---|
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| EMA Cross | 9/21 periods | Bullish/Bearish cross |
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| MACD | 12/26/9 | Histogram divergence |
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| ADX | 14 periods | Trend strength > 25 |
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| Parabolic SAR | 0.02/0.2 | Trend reversal dots |
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### 2. Momentum Indicators
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| Indicator | Parameters | Signal |
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|---|---|---|
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| RSI | 14 periods | Oversold < 30, Overbought > 70 |
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| Stochastic | 14/3/3 | %K/%D crossover |
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| CCI | 20 periods | Extreme readings ±200 |
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| Williams %R | 14 periods | Reversal zones |
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### 3. Volatility Indicators
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| Indicator | Parameters | Signal |
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|---|---|---|
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| Bollinger Bands | 20/2σ | Band squeeze/expansion |
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| ATR | 14 periods | Position sizing, stop distance |
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| Keltner Channels | 20/1.5 | Breakout confirmation |
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### 4. Volume Analysis
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| Indicator | Parameters | Signal |
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|---|---|---|
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| VWAP | Session | Price vs fair value |
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| OBV | Cumulative | Divergence from price |
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| Volume Profile | Session | Key levels, POC |
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## Pattern Recognition
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### Candlestick Patterns (1-5 bar)
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- **Reversal**: Hammer, Shooting Star, Engulfing, Morning/Evening Star
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- **Continuation**: Three White Soldiers, Rising/Falling Three Methods
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- **Indecision**: Doji, Spinning Top, Harami
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### Chart Patterns (Multi-bar)
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- Double Top/Bottom
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- Head & Shoulders
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- Ascending/Descending Triangles
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- Bull/Bear Flags
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- Wedges
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## Confluence Scoring
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Signals are scored based on **confluence** — multiple indicators agreeing:
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```python
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def calculate_confluence_score(signals: list[IndicatorSignal]) -> float:
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"""
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Score 0.0 - 1.0 based on how many indicators agree.
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Weights:
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- Trend alignment: 0.30
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- Momentum confirmation: 0.25
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- Volume confirmation: 0.20
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- Pattern match: 0.15
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- Key level proximity: 0.10
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"""
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weights = {
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'trend': 0.30,
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'momentum': 0.25,
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'volume': 0.20,
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'pattern': 0.15,
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'level': 0.10
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}
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score = sum(
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weights[s.category] * s.strength
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for s in signals
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if s.direction == consensus_direction(signals)
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)
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return min(score, 1.0)
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```
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**Minimum confluence threshold for signal generation: 0.65**
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## Timeframe Analysis
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Given the 30-minute max hold constraint:
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| Timeframe | Purpose |
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|---|---|
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| 1-minute | Entry timing, micro-structure |
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| 5-minute | Primary signal generation |
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| 15-minute | Trend context, S/R levels |
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| 1-hour | Bias direction (trend filter) |
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## Backtesting Requirements
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- Minimum 30 days historical data
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- Walk-forward optimization
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- Out-of-sample validation
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- Maximum drawdown tracking
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- Sharpe ratio > 1.5 target
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