chainvectorProbability
Compute the probability of price touching a target or staying within a range over a set horizon, using an ensemble of six estimators, to inform take-profit/stop decisions.
Instructions
ChainVector probability engine: P(price > target at horizon end) from a six-estimator convex ensemble (Gaussian CDF, 5-state Markov, Black-Scholes digital, GBM Monte Carlo, Student-t Monte Carlo, empirical bootstrap) on tick-derived 1m bars. kind=touch gives P(price touches target before horizon end); kind=range with low/high gives P(low < price < high). Horizon is free-form 30s-24h, or pass close_ts (Unix ms) for an exact time-to-close. targets=a,b,c prices a strike ladder in one call. Use for take-profit/stop placement and for pricing any binary outcome.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| low | No | Range lower bound (kind=range) | |
| high | No | Range upper bound (kind=range) | |
| kind | No | Probability kind | terminal |
| symbol | No | Normalized symbol, e.g. BTC-USDT | BTC-USDT |
| target | No | Strike/barrier price (kind=terminal or touch) | |
| horizon | No | Any duration 30s-24h, e.g. 90s, 7.5m, 1h | 15m |
| targets | No | Comma-separated strike ladder, max 25 (kind=terminal) | |
| close_ts | No | Exact close time (Unix ms) — overrides horizon | |
| exchange | No | Venue for the bar source | binance |