run_strategy_regime_matrix
Run saved Pine strategies across multiple symbols and timeframes to evaluate performance by market regime. Returns coverage and descriptive stats without modifying strategies or placing orders.
Instructions
Run a bounded serial matrix of exact saved Pine Strategies across explicit symbols and timeframes, then join each complete trade ledger to point-in-time market regimes. Each job reads loaded closed OHLC, temporarily adds one strategy, removes it, and verifies restoration of the original chart. Returns coverage and descriptive performance by regime without ranking or automatic adoption. Dry-run by default; confirm=true is required. It never changes saved Pine source or places orders.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| jobs | Yes | ||
| count | No | ||
| confirm | No | ||
| sessions | No | Optional DST-aware session windows used for entry-time grouping | |
| atr_lookback | No | ||
| load_more_bars | No | History load per job before OHLC capture, split into 5000-bar requests. Default: 0 | |
| trend_lookback | No | ||
| event_proximity | No | Optional scheduled-event entry-time groups; caller supplies canonical UTC timestamps | |
| expected_symbol | Yes | Exact active-chart symbol before and after the matrix | |
| correlation_regime | No | Optional matrix-default rolling correlation groups from one reference chart | |
| expected_timeframe | Yes | Exact active-chart timeframe before and after the matrix | |
| max_regime_age_bars | No | ||
| max_runtime_seconds | No | Do not start another job after this soft deadline. Default: 900 | |
| low_volatility_ratio | No | ||
| minimum_group_trades | No | ||
| session_match_policy | No | Session overlap handling. Default: all_matches_non_exclusive; exclusive uses input order | |
| high_volatility_ratio | No | ||
| minimum_coverage_ratio | No | ||
| minimum_classified_bars | No | ||
| range_efficiency_threshold | No | ||
| trend_efficiency_threshold | No | ||
| volatility_baseline_lookback | No | ||
| directional_move_atr_threshold | No |