idea
Chart scanner overview
Local slim core for daily-bar reward/risk research — separate from portfolio D3 paper.
Extracted from NAS stock-signal-system for chart R/R research. This stack is intentionally separate from btc-wealth-os D3 portfolio paper.
Philosophy
Chart setup → minimum reward/risk → many small stops, fewer large targets. Size by 1R (1% equity per trade). Scan a broad liquid universe rather than mega-cap only — breakouts are sparse on the largest names.
Layout (local only)
The trading engine, broker adapters, and live loops stay on the private automation host. This site publishes summaries of methodology, paper logs, and backtest notes only.
| Area | Role |
|---|---|
strategies/ |
Turtle, breakout, pullback templates |
rr_setup.py |
Closed pullback_rr / breakout_rr rules |
rr_backtest.py |
Historical simulation |
paper_loop |
Breakout paper state |
momentum_paper |
Parallel momentum bucket |
Two parallel paper books
Breakout (breakout_rr)
| Field | Value |
|---|---|
| Setup | breakout_rr |
| min_rr | 2.0 |
| Gates (default) | RS>SPY · sector>SPY |
| Risk | 1% equity / trade |
| Universe | ~150 liquid (S&P-style) |
| Max positions | 8 · 15% notional cap / name |
Momentum (momentum_spec)
| Field | Value |
|---|---|
| Setup | momentum_spec |
| Rules | close>SMA20>SMA50 · near 60d high or Donch20 · 5d≥+5% or vol≥1.5× · ATR%≤8% |
| Stop / target | ATR×2.5 · min_rr 1.5–2.0 |
| Pick | One top-ranked name per cycle in live-style runs |
| Alerts | Peak exit (−20%), gap −5%, SMA20 break |
What is not published here
- Full multi-strategy vote scanner loop
- Hermes / web UI integrations
- Live broker execution paths
- Raw signal JSON, portfolio state, or Telegram wiring