ABS NR — Fail-Safe Confirm (v4.2.2)

# ABS NR — Fail-Safe Confirm (v4.2.2)

## What it is (quick take)

**ABS NR FS** is a **non-repainting “arm → confirm” entry framework** for intraday and swing execution. It blends:

* **Regime** (EMA stack + 60-min slope),
* **Location** (Keltner basis/edges),
* **Stretch** (session-anchored **VWAP Z-score**),
* **Momentum gating** (TSI cross/slope),
* **Guards** (session window, minimum ATR%, gap filter, optional market alignment).

You’ll see a **small dot** when a setup is **armed** (candidate) and a **triangle** when that setup **confirms** within a user-defined number of bars. A **gray “X”** marks a timeout (candidate canceled).

> Tip: This entry tool works best when paired with a trend context filter and a dedicated exit tool.

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## How to use it (operational workflow)

1. **Read the regime**

* **Bull trend**: fast > slow > long EMA **and** 60-min slope up.
* **Bear trend**: fast < slow < long EMA **and** 60-min slope down.
* **Range**: neither bull nor bear.

2. **Wait for a candidate (dot)**
Two families:

* **Reclaim (trend-following):** price crosses the **KC basis** with acceptable |Z| (not overstretched) and passes the TSI gate.
* **Fade (range-revert):** price **pokes a KC band**, prints a **reversal wick**, |Z| is stretched, and TSI gate agrees.

3. **Trade the confirmation (triangle)**
The confirm must occur **within N bars** and follow your chosen **Confirm mode** logic (see Inputs). If confirmation doesn’t arrive in time, an **X** cancels the candidate.

4. **Use guards to avoid junk**
Session windows (US focus), minimum ATR%, gap guard, and optional **market alignment** (e.g., SPY above EMA20 for longs).

5. **Manage the position**

* Entries: take **triangles** in the direction of your playbook (reclaims with trend; fades in clean ranges).
* Filters and exits: use your own process or pair with a trend/exit companion.

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## Visual semantics & alerts

* **Candidate L / S (dot)** → a setup armed on this bar.
* **CONFIRM L / S (triangle)** → actionable signal that met confirm rules within your time window.
* **Cancel L / S (X)** → candidate expired without confirmation; ignore the dot.

**Alerts (stable names for automation):**

* **ABS FS — Confirmed** → fires on confirmed long or short.
* **ABS FS — Candidate Armed** → fires as a candidate arms.

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## Non-repainting behavior (why signals don’t repaint)

* All HTF requests use **lookahead\_off**.
* With **Strict NR = true**, the 60-min slope uses the **prior completed** 60-min bar and arming/confirming only occurs on confirmed bars.
* Confirmation triangles finalize on bar close.
* If you disable strictness, signals may appear slightly earlier but with more intrabar sensitivity.

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## Inputs reference (what each control does and the trade-offs)

### A) Behavior / Modes

**Mode** (`Turbo / Aggressive / Balanced / Conservative`)
Changes multiple internal thresholds:

* **Turbo** → most signals; relaxes prior-bar break & VWAP-side checks and time/vol/gap guards. Highest frequency, highest noise.
* **Aggressive** → more signals than Balanced, fewer than Turbo.
* **Balanced** → default; steady trade-off of frequency vs. quality.
* **Conservative** → tightens |Z| and other checks; fewest but cleanest signals.

**Strict NR (bar close + prior HTF 60m)**

* **true** = safer: uses prior 60-min slope; arms/confirms on confirmed bars → **fewer/cleaner** signals.
* **false** = earlier and more reactive; slightly noisier.

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### B) Keltner Channel (location engine)

* **KC EMA Length (`kcLen`)**
Higher → smoother basis (fewer basis crosses). Lower → snappier basis (more crosses).
* **ATR Length (`atrLen`)**
Higher → steadier band width; Lower → more reactive band width.
* **KC ATR Mult (`kcMult`)**
Higher → wider bands (fewer edge pokes → fewer fades). Lower → narrower (more fades).

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### C) Trend & HTF slope

* **Trend EMA Fast/Slow/Long (`emaFastLen / emaSlowLen / emaLongLen`)**
Larger = slower regime flips (fewer reclaims); smaller = faster flips (more reclaims).
* **HTF EMA Len (60m) (`htfLen`)**
Larger = steadier HTF slope (fewer signals); smaller = more sensitive (more signals).

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### D) VWAP Z-Score (stretch / mean-revert logic)

* **VWAP Z-Length (`zLen`)**
Window for Z over session-anchored VWAP distance. Larger = smoother |Z| (fewer fades/re-entries). Smaller = more reactive (more).
* **Range Fade |Z| (base) (`zFadeBase`)**
Minimum |Z| to allow **fades** in ranges. Raise to demand more stretch (fewer fades). Lower to take more fades.
* **Max |Z| Trend Re-entry (base) (`maxZTrendBase`)**
Caps how stretched price can be and still permit **reclaims** with trend. Lower = stricter (avoid chases). Higher = will chase further.

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### E) TSI Momentum Gate

* **TSI Long/Short/Signal (`tsiLong / tsiShort / tsiSig`)**
Larger = smoother/laggier momentum; smaller = snappier.
* **TSI gate (`CrossOnly / CrossOrSlope / Off`)**

* **CrossOnly**: require TSI cross of its signal (strict).
* **CrossOrSlope**: cross *or* favorable slope (balanced default).
* **Off**: no momentum gate (most signals, most noise).

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### F) Guards (filters to avoid low-quality tape)

* **US focus 09:35–10:30 & 14:00–15:45 (base) (`useTimeBase`)**
`true` limits to high-quality windows. `false` trades all session.
* **Skip N bars after 09:30 ET (`skipFirst`)**
Skips the open scramble. Larger = skip longer.
* **Min volatility ATR% (base)** = `useVolMinBase` + `atrPctMinBase`
Requires `ATR(10)/Close*100 ≥ atrPctMinBase`. Raise threshold to avoid dead tape; lower to accept quieter sessions.
* **Gap guard (base)** = `gapGuardBase` + `gapMul`
Blocks signals when the opening gap exceeds `gapMul * ATR`. Increase `gapMul` to allow more gapped opens; decrease to be stricter.

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### G) Visuals & Sides

* **Plot Keltner (`plotKC`)** → show/hide basis & bands.
* **Show Longs / Show Shorts** → enable/disable each side.

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### H) Fail-Safe Confirmation

* **Confirm mode (`BreakHighOnly / BreakHigh+Hold / TwoBarImpulse`)**

* **BreakHighOnly**: confirm by taking out the armed bar’s extreme. Fastest, most frequent.
* **BreakHigh+Hold**: must **break**, have **body ≥ X·ATR**, **and** hold above/below the basis → higher quality, fewer signals.
* **TwoBarImpulse**: decisive follow-through vs. prior bar with **body ≥ X·ATR** → momentum-biased confirmations.

* **Confirm within N bars (`confirmBars`)**
Confirmation window size. Smaller = faster validation; larger = more patience (can be later).

* **Impulse body ≥ X·ATR (`impulseBodyATR`)**
Raise for stronger confirmations (fewer weak triangles). Lower to accept lighter pushes.

* **Require market alignment (`needMarket`) + `marketTicker`**
When enabled: Longs require **market > EMA20 (5m)**; Shorts require **market < EMA20 (5m)**.

* **Diagnostics: Show debug letters (`debug`)**
Tiny “B/C” audit marks for base/confirm while tuning.

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## Tuning recipes (quick, practical)

* **If you’re getting chopped:**

* Set **Mode = Conservative**
* **Confirm mode = BreakHigh+Hold**
* Raise **impulseBodyATR** (e.g., 0.45)
* Keep **needMarket = true**
* Keep **Strict NR = true**

* **If you need more signals:**

* **Mode = Aggressive** (or Turbo if you accept more noise)
* **Confirm mode = BreakHighOnly**
* Lower **impulseBodyATR** (0.25–0.30)
* Increase **confirmBars** to 3

* **Range-day focus (fades):**

* Keep session guard on
* Raise **zFadeBase** to demand real stretch
* Keep **maxZTrendBase** moderate (don’t chase)

* **Trend-day focus (reclaims):**

* Slightly **lower `maxZTrendBase`** (avoid chasing excessive stretch)
* Use **CrossOrSlope** TSI gating
* Consider turning **needMarket** on

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## Best practices & notes

* **Instrument specificity:** Tune Z, TSI, and guards per symbol and timeframe.
* **Session awareness:** Session filter uses **exchange-local** time; adjust for non-US markets.
* **Automation:** Use the two provided alert names; they’re stable.
* **Risk management:** Confirmation improves quality but doesn’t remove risk. Always pre-define stop/size logic.

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## Suggested starting point (balanced profile)

* **Mode = balanced**
* **Strict NR = true**
* **Confirm mode = BreakHigh+Hold**
* **confirmBars = 2**
* **impulseBodyATR ≈ 0.35**
* **needMarket = off** (turn on for extra confluence)
* Leave Keltner/TSI defaults; then nudge `zFadeBase` and `maxZTrendBase` to match your symbol.

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*This tool is a signal generator, not a broker or strategy. Validate on your markets/timeframes and integrate with your risk plan.*