get_cot_crowding_unwind_context
Identify crowded-position unwind risk on daily FX charts using leveraged-money positioning percentiles and a prior 20-day price break.
Instructions
Describe an exploratory COT crowded-position unwind proxy on a bound daily FX chart. It combines leveraged-money three-year positioning percentiles with a prior-20-day price break; it never claims to observe orders, stops, institutions, or execution flow.
Tool call template
Replace each placeholder with a value matching the input schema. Only required parameters are included; add optional parameters as needed.
{
"id": 1,
"jsonrpc": "2.0",
"method": "tools/call",
"params": {
"arguments": {
"expected_symbol": "<expected_symbol>",
"expected_timeframe": "<expected_timeframe>"
},
"name": "get_cot_crowding_unwind_context"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| count | No | ||
| chart_index | No | ||
| expected_symbol | Yes | ||
| expected_timeframe | Yes |