Rolling price-action events
quantdata_brooks_eventsClassical Brooks price-action events detected in the current trading window — the day's first range breakout, breakout follow-through, closes in the top or bottom third of an established range, long-lived-range breakouts, climactic spikes — each paired with the outcome rate measured for that exact definition in that exact window (pre-registered, ES 5-minute bars 2010-2026). Range breakouts also carry a calibrated per-event estimate of the probability the breakout closes back through its level within 10 bars (validated zero-shot on NQ 2023+: AUC 0.646, calibration error 5.1%, n=2,637). Answers 'what just happened structurally, and how did events like it resolve historically'. Works around the clock on 24-hour instruments, including the Asia-close-to-US-open gap window. Some measured rates contradict the classical claims; quote the measured numbers, not the folklore. Every read also carries two blocks that answer different questions and must not be mixed: day_type is the five-class day-type distribution, from the model trained for the current window. In the regular day session it is mode=day_session, with published accuracy: 66% top-1 over a complete session and 53.5% at the 90-minute mark, against a 37% majority-class baseline. In the Asian window it is mode=asia_session — trained natively on Asian windows, pre-registered, confirmed zero-shot on NQ — whose accuracy figures live in the response's own accuracy field and use their own label taxonomy: never quote the day-session figures for an asia read or vice versa. The gap window has no validated model and returns available=false there. shape is plain arithmetic over the bars already printed (where price closed inside its own range, how much of the travel was one-way, deepest pullback) — no model, no accuracy claim, available in every window including the gap. Report day_type as a distribution with its baseline; report shape as measurement, never as a forecast. day_type.analysis is the block to lead with (day-session reads only; the asia_session read carries no analysis layer) — it answers 'should today's read be trusted at all' before it answers 'what is today'. It carries: confidence (the model's own conviction crossed with how consistently the most similar past sessions resolved — both high has been right 95% of the time, both low only 41%, against a 66% baseline; say which bucket today falls in and stop treating a low-confidence read as a call); live_now (patterns mechanically confirmed on today's bars so far — e.g. 'broke yesterday's low then reclaimed it = bear trap confirmed' — this is what actually happened, trust it over any statistical checklist); what_to_watch (patterns over-represented on this day type, each with a status_today of yes/no/forming/unknown and a concrete way to verify it intraday; use the ordering, not the raw lift decimals); and summary / summary_zh, a one-line verdict written to be relayed verbatim — if you pass along only one sentence, pass that one. Descriptive statistics — not a recommendation. Check window_is_live before calling a read 'now'.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| symbol | Yes | Ticker. US stocks and ETFs as-is (NVDA, SPY). US futures with =F (ES=F, GC=F). Hong Kong as digits.HK (3690.HK). China A-shares as 6 digits (600519). Crypto as PAIR-USD (BTC-USD). Spot FX with no slash (EURUSD). Resolve names to tickers first: gold is GC=F (COMEX futures) or GLD (the ETF) — not GOLD, which is a US-listed equity (Gold.com, Inc.). Spot gold itself has no feed here; a request for XAUUSD answers with the XAUT-USD token reading and says so. XAUT-USD is the Tether Gold token's order book, a different instrument from spot gold — relay its notes when you use it. | |
| window | No | Omit to follow whichever window has the freshest bars — usually what the user means by 'now'. 'rth' is the US day session; 'gap' is 16:00-21:30 Beijing, the stretch between the Asian close and the US open; 'asia' is 09:00-16:00 Beijing. gap and asia exist for 24-hour instruments (futures, FX, crypto) only. Every window carries its own pre-registered reference rates — the response pairs each event with the rates measured for the window it fired in. |