start_mr_scan
Run QuanterLab's mean-reversion scanner across an index.
Every account runs it within a daily allowance; a refused call does not count, and get_started and
every run's answer give today's count.
A scan takes about 30 seconds to 3 minutes. The call returns
`{task_id, status, kind, dashboard_url}`; `get_mr_scan_progress(task_id)`
reports progress and, when the scan has finished, carries `result`:
each filter's rule as applied with how many names passed it, and up
to ten names, those that passed every filter and then the closest
misses, ranked, each with its own statistics rounded (`candidates`).
`steps` is an ordered list of filters, each
`{"type": ..., "params": {...}}`; a name has to pass a filter to reach
the next. The filters and their settings, defaults in brackets:
hurst max_h, the highest Hurst exponent that passes [0.45];
window, bars [100]
halflife min_hl and max_hl, the half-life band in days [5, 100]
adf max_pvalue, the highest ADF p-value that passes [0.05]
kpss min_pvalue, the lowest KPSS p-value that passes [0.05]
variance_ratio max_vr, the highest variance ratio [0.95]; lag, bars [5]
autocorr max_acf, the highest lag-one autocorrelation [0.0]
volatility min_vol and max_vol, annual volatility as a fraction
[0.15, 0.60]
liquidity min_dv, average daily dollar volume in millions [10]
Args:
steps: The filters, in order (required).
index: The universe: 'sp500', 'nasdaq100' or 'dowjones'. Asked for another index (the DAX, the
FTSE 100), pass it all the same: QuanterLab answers with its note and the same scan on the S&P
500, and nothing runs.
timeframe: '1d' (daily bars, the only timeframe this connector runs).
duration: The history: '6m', '1y' or '3y'.
question: Optional. One sentence restating what the run should answer, not the person's
message: the title of the report the finished run becomes, and kept only as that.
When the run has finished, its answer also carries `report_url`: the scan written up as a QuanterLab
report (the funnel and every name that passed). The call waits for the run while it is likely to finish
inside it; the run's card in the chat shows the result or, for a longer run, how far it is, and fills in
by itself, with the next steps as choices and the report link. A run started here needs no
`show_report_card`.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| index | No | sp500 | |
| steps | Yes | ||
| duration | No | 3y | |
| question | No | ||
| timeframe | No | 1d |