OTS Trend Suite (Open Trend System)

OTS (Open Trend System)

Components

Trend Suite (overlay): Macro Trend Bars + Track, Micro Dots, Reversal “R” (+2 bar confirm), T/B (+1), (opt) Strength/Weakness arrows.
Confirmation (panel): RSI 3-line + momentum crosses, (opt) divergences; Thrust histogram (Blue/Green/Red/Orange via z-score).
Support/Resistance (overlay): pivot-temelli dinamik S/R çizgileri.
Presets & Micro-cap Notes

Equity-4H: ATR(14)×2.0 macro track, BB(20,2.0), wickFrac 0.65 — liquid US equities, intraday swing focus.
Equity-1D (small/micro): ATR(14)×2.2 macro track, BB(20,2.2), wickFrac 0.70 — dampens noise for thin micro-cap sessions.
FX-1H: Retains ATR(10)×2.2 profile for tighter FX structures; enable Custom for bespoke tuning.
RTH-only thrust: Panel default keeps 09:30–16:00 ET (session input) so after-hours volume spikes stop inflating micro-cap thrust z-scores.
Market Microstructure Notes (US Equities)

SIP / CTA-UTP plumbing: Consolidated tapes publish NBBO and LULD bands; thrust auto-cal keeps RTH default so AH/SIP hiccups do not distort robust z quantiles.
LULD reopen guard: Without a real-time halt feed we flag session-open gaps ≥ gapThresh as reopen-like and suppress entries for that bar; manual labels remain for review while Python backtests can plug in full halt datasets.
Survivorship-free calibration: Use Norgate/CRSP EOD universes when deriving quantile windows so delisted micro-caps do not bias thrust tails during auto-bucket calibration.
Non-repainting: Trade sinyali yalnız onay sonrası. Financial disclaimer: Eğitim amaçlıdır.

Operator Quickstart (US Equities – Small/Micro-cap)

Overlay: OTS Trend Suite → Preset = Equity-1D (small/micro) (günlük) veya Equity-4H (iç seans).
Panel: OTS Confirmation → Use RTH only açık (09:30–16:00). Micro-cap’te AH hacim sapmalarını ezer.
S/R: OTS Support/Resistance → max lines 8; range yoğunluklarında okunabilirlik için iyi.
Preset Mapping

Preset ATR× BB wickFrac pivotL Micro ATR×
Equity-4H 14×2.0 20×2.0 0.65 6 7×1.5
Equity-1D (small/micro) 14×2.2 20×2.2 0.70 6 7×1.5
FX-1H 10×2.2 20×2.2 0.60 6 7×1.5
Alert Reference

Alert Anlam İşlem Disiplini
Macro Trend Flip Ana trend rengi değişti Pozisyon yönünü yalnız trend yönünde tut
R / R✓ Tersine dönüş barı / onaylandı Yalnız R✓ sonrası trade
T / T✓ Lokal tepe / onaylandı T✓’de kar al/short araması
B / B✓ Lokal dip / onaylandı B✓’de long araması
RSI Bull/Bear Momentum kesişimi Sinyal teyidi
Thrust ORANGE Aşırı kurumsal baskı Breakout/kapitulasyon teyidi
Micro-cap Notları

RTH-only Thrust: AH sapmaları şişer; RTH filtre varsayılan.
Compact Mode: dot/etiket/ok spam’ini azaltır; tarama performansı için aç.
Halts/LULD: Re-open barı genelde işlem dışı bırakmak daha temiz sinyal verir (ileri sürümde toggle).
Manual QA (hızlı)

SPY 4H: Macro flip ve Strength/Weakness okları trend içinde kalıyor mu?
IWM 1D: RTH-only Thrust renkleri stabil mi?
3–5 micro-cap: Equity-1D preset + Compact Mode on/off görsel karşılaştır.
Testing

How to run: source .venv/bin/activate && make dev-setup && make lint && make test
What's covered: R-confirm window, macro flip debounce, robust thrust + RTH gating.
Environment Notes

Python 3.11 is the supported baseline. Python 3.13 is workable as long as pip resolves numpy>=2.1.0 (handled by the conditional pin).
Snapshots render charts with the non-interactive Matplotlib Agg backend (MPLBACKEND=Agg set by default).
yfinance downloads are chunked (<=25 tickers) with threads=True and paced sleeps to reduce rate-limit risk.
Snapshot (No-TradingView)

Calibrated quantiles → pGreen=0.70, pOrange=0.98 (micro-cap tails). gap_thresh=0.10 default. Use --interval (1d, 60m, 30m) to choose resolution; daily bars rely on first-of-day fallback for the guard. How to run:

source .venv/bin/activate
make dev-setup
python apps/py/snapshots/run_equities_snapshot.py --tickers-file data/inputs/microcaps.txt --start 2024-01-01
What it produces:

CSV exports under reports/snapshots/<date>/ covering summary metrics, trade blotter, thrust buckets, and guard suppressions.
PNG charts in reports/snapshots/<date>/charts/ illustrating price, macro track, and entry/exit markers for active symbols.
guard_suppressed counts highlight bars skipped by the LULD reopen guard; thrust shares show time in each thrust regime; R-multiple aggregates trade efficiency relative to ATR risk.
Provider & Fallbacks

--provider yf|csv|synthetic selects the data backend (default yf).
--csv-dir should point at a folder containing <SYMBOL>.csv files with columns Date,Open,High,Low,Close,Volume (case-insensitive).
--tz controls the output timezone for timestamps (default America/New_York). Synthetic fallbacks respect US trading hours, DST shifts, and NYSE holiday/early-close calendars in the selected timezone.
Synthetic generation is controlled via --synthetic-seed, --synthetic-gap-prob, and --synthetic-gap-scale; the runner seeds a Laplace gap model around a 2%/√252 daily volatility baseline.
yfinance downloads automatically write CSV caches under --csv-dir and reuse them on subsequent 429 retries before falling back to synthetic data (provider_used=csv_cache/yf_synthetic_fallback).