run_feature_outcome_falsification_audit
Falsify feature-outcome candidate gates by calibrating against synthetic null OHLC with Newey-West, Bonferroni, and empirical-null rules to prevent false positives.
Instructions
Calibrate the frozen feature-outcome candidate gate against deterministic synthetic null OHLC. A candidate must pass the horizon-one, non-overlapping Newey-West, Bonferroni, and fixed 1,000-replication empirical-null rule. It does not read or change TradingView, record a journal entry, rank variants, or establish profitability.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| bars | No | ||
| models | No | ||
| features | Yes | ||
| horizons | Yes | ||
| timeframe | Yes | ||
| first_seed | No | ||
| volatility | No | ||
| atr_lookback | No | ||
| replications | No | ||
| nominal_alpha | No | ||
| range_lookback | No | ||
| confidence_level | No | ||
| gap_atr_threshold | No | ||
| minimum_effect_bps | Yes | ||
| streak_minimum_bars | No | ||
| body_ratio_threshold | No | ||
| configuration_trials | Yes | ||
| minimum_observations | Yes | ||
| 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 |