run_yield_price_nonconfirmation_study
Detect cross-asset nonconfirmation events where a target fails to break as expected after a driver impulse, then measure forward returns, MFE, MAE, target timing, and fold results.
Instructions
Run a bounded, read-only cross-asset event study over two exact TradingView charts, with an optional third-chart OHLC regime or fixed DXY Pine gate on the target chart. A driver impulse becomes usable only after its nominal bar close; the study then tests whether the target fails to break in the expected direction and confirms an opposite structural close. It uses an as-of join without forward-fill and returns forward return, MFE, MAE, target timing, fold results, and explicit exclusions. Signal-bar close is an event reference, not an assumed fill. It never changes charts, ranks parameters, or places orders.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| count | No | Most recent loaded bars to inspect on each chart. Default: 5000 | |
| folds | No | ||
| horizons | Yes | Observed-bar return horizons. Only horizon 1 can be statistically candidate-eligible. | |
| event_limit | No | Maximum per-event rows to return. Aggregate metrics always use all events. Default: 50 | |
| signal_from | No | Inclusive signal-bar timestamp for a fixed forward collection window | |
| relationship | Yes | ||
| context_regime | No | ||
| minimum_events | Yes | ||
| driver_lag_bars | No | Lag offset in target bars after driver impulse close (default: 0) | |
| driver_lookback | Yes | ||
| trigger_lookback | Yes | ||
| context_indicator | No | ||
| target_return_bps | Yes | ||
| driver_chart_index | Yes | ||
| target_chart_index | Yes | ||
| max_driver_age_bars | Yes | ||
| trigger_within_bars | Yes | ||
| configuration_trials | No | Number of evaluated lead/lag and parameter trials for multiple testing reference (default: 1) | |
| nonconfirmation_bars | Yes | ||
| expected_driver_symbol | Yes | ||
| expected_target_symbol | Yes | ||
| driver_change_threshold | Yes | ||
| price_breakout_lookback | Yes | ||
| expected_driver_timeframe | Yes | ||
| expected_target_timeframe | Yes |