compute_feature_outcome_relationships
Measures point-in-time relationships between closed-bar price features and later returns on a TradingView chart, returning bucketed forward-return, upside, and downside distributions.
Instructions
Measure point-in-time relationships between selected closed-bar price features and later observed returns on one exact TradingView chart. It classifies ATR compression, candle body direction, wick imbalance, directional streaks, range position, and opening gaps using only the signal bar and prior OHLC. It returns bucketed forward-return, upside, downside, and fold distributions without optimizing thresholds, changing the chart, or making a trade recommendation.
Input Schema
TableJSON Schema
| Name | Required | Description | Default |
|---|---|---|---|
| count | No | Most recent loaded bars to inspect. Default: 5000 | |
| folds | No | ||
| regime | No | Optional predeclared point-in-time market-regime filter for a limited feature hypothesis | |
| journal | No | ||
| features | No | Point-in-time features to classify. Default: all six | |
| horizons | Yes | ||
| signal_to | No | Exclusive signal-bar timestamp for a fixed forward collection window | |
| signal_from | No | Inclusive signal-bar timestamp for a fixed forward collection window | |
| atr_lookback | No | ||
| range_lookback | No | ||
| expected_symbol | Yes | ||
| confidence_level | No | Confidence level for normal-approximation mean and Wilson rate intervals. Default: 0.95 | |
| feature_selection | No | One preregistered feature bucket. Cannot be combined with features. | |
| gap_atr_threshold | No | ||
| observation_limit | No | Maximum labelled observations to return. Aggregates always use all rows. Default: 100 | |
| expected_timeframe | Yes | ||
| minimum_effect_bps | Yes | Frozen pre-registered candidacy floor in basis points. It must be stated and cannot be relaxed; significance alone reports existence, not size. | |
| streak_minimum_bars | No | ||
| body_ratio_threshold | No | ||
| configuration_trials | No | Total related feature/threshold configurations inspected so far, including this one | |
| minimum_observations | No | ||
| range_position_lower | No | ||
| range_position_upper | No | ||
| atr_baseline_lookback | No | ||
| wick_imbalance_threshold | No | ||
| atr_compression_low_ratio | No | ||
| atr_compression_high_ratio | No | ||
| empirical_null_calibration | No | Run the fixed 1,000-replication circular moving-block empirical-null calibration on the same closed bars. Default: false |