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Toh4iem9
79 lines
4.0 KiB
Markdown
79 lines
4.0 KiB
Markdown
# Market Scanner Pro (Script)
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## 1. Summary (Introduction)
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**Market Scanner Pro** is an "Ultra-High Frequency" quantitative analysis tool designed to bridge the gap between technical charting and AI-assisted trading. It generates the **"QuantScan 9.0"** dataset, a dense CSV report containing over 30 institutional-grade metrics for every asset in your watchlist.
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Unlike standard screeners, this tool analyzes the **structure, stability, and statistical anomalies** of the price action, not just simple indicator crossovers.
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## 2. The 3-Layer Fractal Model
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To provide a complete market X-Ray, metrics are calculated across three synchronized timeframes:
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1. **Layer 1: Context (H1):** Determines the Strategic Direction. Is the market trending or ranging? Is the move efficient?
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2. **Layer 2: Flow (M15):** Determines the Tactical State. Is price cheap or expensive (Value)? Is momentum sustaining?
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3. **Layer 3: Trigger (M5):** Determines the Execution Timing. Is there immediate velocity and volume support?
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## 3. The "QuantScan 9.0" Dataset (Column Dictionary)
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The CSV output contains the following metrics. Use this legend to interpret the data or guide your LLM.
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### A. Global Sentiment (Header)
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* **Format:** `RISK-ON (US:+0.5% DX:-0.3%)`.
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* **Logic:** Compares S&P 500 vs Dollar Index.
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* **Risk-On:** Stocks Up, Dollar Down (Bullish for Crypto/EURUSD).
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* **Risk-Off:** Stocks Down, Dollar Up (Bearish).
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### B. Layer 1: H1 Context (Strategy)
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| Metric | Full Name | Interpretation |
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| :--- | :--- | :--- |
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| **ALPHA** | Alpha Excess Return | True performance adjusted for market risk. |
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| **BETA** | Beta Sensitivity | `>1.5`: Aggressive/Volatile. `<0.5`: Defensive. |
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| **VHF** | **Vertical Horizontal Filter** | Trend Intensity. `>0.40`: Trending. `<0.30`: Ranging. |
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| **R2** | **R-Squared** | Trend Linearity. `>0.7`: Perfect straight line. `<0.3`: Random mess. |
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| **ZONE** | Market Structure | Murrey Math Level. `Extreme` areas imply reversal risk. |
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### C. Layer 2: M15 Flow (Tactics)
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| Metric | Full Name | Interpretation |
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| :--- | :--- | :--- |
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| **V_SCORE** | **VWAP Z-Score** | Deviation from VWAP. `>2.0`: Expensive. `< -2.0`: Cheap (Value). |
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| **AUTOCORR** | **Lag-1 Autocorrelation** | Regime filter. `>0`: Momentum. `<0`: Mean Reversion (Ping-pong). |
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| **VOL_REGIME** | Volatility Regime | `>1.0`: Expansion (Impulse). `<1.0`: Contraction (Rest). |
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| **SQZ** | Volatility Squeeze | `ON`: Potential explosive move building up. |
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| **SQZ_MOM** | Squeeze Momentum | Direction and strength of the potential breakout. |
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| **VHF** | **Vertical Horizontal Filter** | Trend Intensity. `>0.40`: Trending. `<0.30`: Ranging. |
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| **R2** | **R-Squared** | Trend Linearity. `>0.7`: Perfect straight line. `<0.3`: Random mess. |
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| **DIST_PDH/L** | Distance Prev High/Low | Space to key daily levels (ATR units). |
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### D. Layer 3: M5 Trigger (Execution)
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| Metric | Full Name | Interpretation |
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| :--- | :--- | :--- |
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| **VEL** | **velocity** | Signed Speed. `>1.0`: Fast Rally. `<-1.0`: Fast Drop. |
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| **VOL_THRUST** | Volume Thrust | Ratio of M5/M15 RVOL. `>1.5`: Accelerating volume. |
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| **COST_ATR** | Spread Cost | `>0.3`: Expensive spread (Low liquidity). |
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### E. Composites (Decision Support)
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| Metric | Full Name | Interpretation |
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| :--- | :--- | :--- |
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| **ABSORPTION** | Institutional Absorption | `YES`: High Volume + Small Candle = Hidden Reversal. |
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| **MTF_ALIGN** | Timeframe Alignment | `FULL_BULL` = H1, M15, and M5 cycles agree. High probability. |
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## 4. How to Analyze (LLM Prompts)
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### **Scenario 1: The "Unstoppable Trend"**
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> *"Find assets where `R2_H1 > 0.7` AND `VHF_H1 > 0.4` (Strong Linear Trend). Ensure `MTF_ALIGN` is FULL_BULL and `M15_AUTOCORR` is positive (Momentum regime)."*
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### **Scenario 2: The "Value Reversal"**
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> *"Find assets where `V_SCORE_M15 < -2.0` (Cheap vs VWAP) AND `REV_PROB > 70%`. Check if `ABSORPTION` is YES."*
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### **Scenario 3: The "Squeeze Breakout"**
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> *"Find assets where `SQZ_M15` is ON (or recently broke out) AND `VEL_M5` is spiking (>1.0) with High `RVOL`."*
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