run_market_event_study
Run read-only market event studies on the active chart's closed OHLC bars testing breakout, retest, and exhaustion patterns; reports forward returns, MFE/MAE, timing, and confidence intervals.
Instructions
Run a bounded, read-only market event study on closed OHLC bars from the active chart. Condition session_auction classifies the first break of a prior local-session range as accepted outside closes or a failed return inside. Condition session_exhaustion_handoff tests whether a closed-bar prior-session direction fails to extend in an early handoff session and reverses; its outcomes begin only after the configured handoff window has fully closed. Condition event_aftershock_retest evaluates caller-supplied, canonical economic-event timestamps through a post-event initial range, close breakout, and first boundary retest. Condition failed_breakout evaluates a first sweep beyond a completed local-session range that closes back inside it, with optional opposite-direction confirmation closes. It returns directional forward returns, MFE, MAE, target timing, explicit exclusions, and optional non-overlapping time folds with bounded mean and rate confidence intervals. The caller can declare the number of configurations inspected; serial dependence and multiple testing are not silently adjusted. An optional regime split joins each event only to a price/volatility label whose bar closed before the signal bar began, and keeps sparse cells not evaluable. Signal-bar close is an event reference, not an assumed fill. It never ranks parameters, changes the chart, or places orders.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| count | No | Most recent loaded bars to inspect. Default: 5000; up to 30,000 after explicit history loading | |
| folds | No | ||
| regime | No | Optional point-in-time price/volatility regime split using only bars closed before each signal bar | |
| journal | No | ||
| horizons | Yes | ||
| condition | Yes | ||
| event_limit | No | Maximum per-event rows to return. Aggregate metrics always use all events. Default: 50 | |
| minimum_events | Yes | ||
| expected_symbol | Yes | ||
| confidence_level | No | Confidence level for normal-approximation mean and Wilson rate intervals. Default: 0.95 | |
| target_return_bps | Yes | ||
| expected_timeframe | Yes | ||
| configuration_trials | No | Total related parameter/configuration trials inspected so far, including this one |