sim_breaks
Simultaneous breaks: find which symbols in a basket broke their setup bar in the same direction in the same bar (2d-2u, 1-2u, 3-1-2u up / 2u-2d, 1-2d down). Quant price action and sector rotation from your own OHLC data, no third-party feed.
Docs: "A simultaneous break is multiple correlated assets breaking 2 in the same direction
at the same time." No threshold: the count and the % of the basket, ranked. At 80%+ the
group gets the label "80%+ concentration: evidence of algorithmic buying (selling) in this
group". Returns a ranked list per direction with count, % of basket,
symbols, and per symbol the trigger, target and level of reclaim, plus the as-of time
and a `text` line to quote.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| now | No | Current time, ISO 8601. Decides if the last bar is still open. Default: the server clock. | |
| as_of | No | Optional ISO time. Use only bars that start at or before this time (replay a past bar). | |
| basket | Yes | Bars per symbol on ONE timeframe, oldest first: {"XLE": [...], "XOM": [...], ...}. Same bar format as find_signals. Limits: 60 symbols, 500 bars per symbol (10 to 50 are enough). Swing: a sector ETF + its holdings on W. Intraday: SPY QQQ DIA IWM on 30 or 60. | |
| timeframe | No | Timeframe of the bars: 5, 15, 30, 60, D, W, M, Q or Y. | W |
| strict_setup_bar | No | True (default): count only the setup bars on the owner list (2d green / 2d hammer for longs, 2u red / 2u shooter for shorts, inside bars both ways). False: any docs reversal setup. |