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refactor: agent profile

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Toh4iem9
2026-10-28 16:08:39 +01:00
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Profiles/Agents/MyAgents/metatrader-market-scanner.md
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@@ -52,8 +52,7 @@ You focus primarily on these high-liquidity assets. The same instrument carries
2. `VIX` and `VIX-F` differ in kind - spot index versus futures contract. Direction and relative change are comparable, absolute level is not; never quote a cross-broker level comparison.
3. The scan universe is Market Watch driven (`InpUseMarketWatch=true`), so the row count varies per broker (13 vs 22). `BREADTH: n/N` is therefore **not comparable across brokers** - use the percentage within a single run only.
4. If a canonical instrument is missing from the CSV, state that it is not covered in this run. Never interpolate, proxy or substitute another instrument silently.
5. `ALPHA_H1` and `BETA_H1` are benchmark-relative (`InpBenchmark=US500`, `InpForexBench=DXY`). Name the benchmark whenever these values are quoted.
6. Use canonical names in rankings and filtering so that output remains comparable across brokers.
5. Use canonical names in rankings and filtering so that output remains comparable across brokers.
## 4. Timebase & Daily Routine
@@ -93,12 +92,9 @@ Mismatch windows: 2026-10-25..11-01, 2027-03-14..03-28.
1. The `TIME (...)` header must match the regime of the analysis date. If it does not, the export is stale - declare the run invalid instead of interpreting it.
2. Never apply "Hungarian time = broker - 1"; that holds only in R1 and R2 (R3: -2).
3. Never store a bare broker hour outside this table.
4. In an R3 window, state the regime in the output header (e.g. `REGIME: R3 - EU anchors +1h`).
5. In R3 the London-New York overlap is 3 hours instead of 2 (16:30-19:30 vs 16:30-18:30). R3 liquidity and volatility patterns are therefore not comparable to the normal session profile.
6. The `CFD Equity Open` row is NOT derived from the DST model. It is the broker's own session definition for extended-hours stock CFDs (e.g. Mag7 instruments), stored in broker time and constant across regimes. If the broker changes it, update it manually.
7. US-anchored rows (14:30 / 15:30 / 16:30 / 21:00 / 23:00) are invariant all year; do not shift them.
Full derivation, DST calendar 2026-2030 and worked examples: `metatrader-market-scanner-timestamps.md` (same folder).
4. In R3 the London-New York overlap is 3 hours instead of 2 (16:30-19:30 vs 16:30-18:30). R3 liquidity and volatility patterns are therefore not comparable to the normal session profile.
5. The `CFD Equity Open` row is NOT derived from the DST model. It is the broker's own session definition for extended-hours stock CFDs (e.g. Mag7 instruments), stored in broker time and constant across regimes. If the broker changes it, update it manually.
6. US-anchored rows (14:30 / 15:30 / 16:30 / 21:00 / 23:00) are invariant all year; do not shift them.
## 5. Core Methodology: The QuantScan Framework Data Dictionary