run_external_label_study
Measures forward outcomes for external point-in-time labels on the active chart, testing series like daily open interest with the same outcome, fold, and interval machinery as built-in conditions.
Instructions
Measure forward outcomes for caller-supplied point-in-time labels on the active chart, so an external series such as daily open interest, settlement statistics or survey data can be tested with the same outcome, fold, interval and journal machinery as the built-in conditions. Each label is attached to a bar at least one bar after the one it carries, because an external label is rarely public when its own bar closes; a zero lag is refused rather than trusted. Horizons count subsequent observed bars, so a daily series is not voided by weekends. Unlike run_market_event_study this accepts daily and weekly timeframes. Label correctness and revisions belong to whoever supplied them; only the join is point-in-time here. Signal-bar close is an event reference, not an assumed fill. It never ranks labels, changes the chart, or places orders.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| count | No | Most recent loaded bars to inspect. Default: 1000 | |
| folds | No | ||
| journal | No | ||
| horizons | Yes | ||
| event_limit | No | Maximum per-event rows to return. Aggregate metrics always use all events. Default: 50 | |
| observations | Yes | Point-in-time labels. time must identify a loaded bar, exactly or by a UTC date only one bar carries | |
| minimum_events | Yes | ||
| overlap_policy | No | Exclude later events whose window overlaps an earlier one, or keep them for a dense daily label series and accept intervals narrower than the effective sample. Default: exclude_later_event | |
| accepted_labels | Yes | Labels to evaluate and the direction each one implies. Other labels are counted and dropped | |
| expected_symbol | Yes | ||
| confidence_level | No | ||
| target_return_bps | Yes | ||
| expected_timeframe | Yes | ||
| configuration_trials | No | ||
| observation_lag_bars | Yes | Closed bars between the observation bar and the signal bar. Minimum 1 |