Como a Confiança Funciona
O sistema de confiança controla a intensidade com que a skill opera.
Tipos de Pipeline
Pipeline Linear
Calculo aditivo: confidence = base + bonuses - penalties. Simples e transparente. Recomendado para iniciantes.
Pipeline Linear
confidence:
pipeline: linear
base: 0.55
floor: 0.50
ceiling: 0.75
bonuses:
- when: retracement_sweet_spot
add: 0.05
- when: trend_aligned
add: 0.04
- when: ema_proximity_tight
add: 0.03
- when: bounce_confirmed
add: 0.03
penalties:
- when: cascade_reds
sub: 0.06
- when: below_ema50
sub: 0.08
- when: drawdown_extreme
sub: 0.04
kill_switches:
- when: price_below_ema50
floor: 0.50
reason: "Price below EMA(50) — structure broken"
- when: cascade_4_reds
floor: 0.50
reason: "4+ reds — capitulation"Pipeline Gaussiano
Usa distribuicao normal centrada no sweetspot. Indicador mais próximo do ponto ideal = maior confiança. Ideal quando ha um valor 'perfeito'.
Pipeline Gaussiano
confidence: pipeline: gaussian center: 0.50 band: [0.30, 0.70] floor: 0.35 ceiling: 0.80
Pipeline Stepped
Patamares discretos de confiança. Cada faixa de valor do indicador mapeia para um nível fixo de confiança. Sem transicoes suaves.
Pipeline Stepped
confidence:
pipeline: stepped
steps:
- range: [0, 20]
value: 0.80
- range: [20, 30]
value: 0.60
- range: [30, 100]
value: 0.40
floor: 0.35
ceiling: 0.85Bonuses e Penalties
Bonuses aumentam a confiança quando condições favoraveis sao detectadas. Penalties diminuem quando condições adversas existem.
+ Bonus: aumenta confiança quando condições favoraveis sao satisfeitas (ratio de entrada >= 75%)
- Penalty: diminui confiança quando condições adversas existem (ratio de entrada < 50%)
! Kill Switch: força confiança para o piso quando condições perigosas sao detectadas (ratio de entrada < 37.5%)
Nomes de triggers sao semanticos — qualquer nome funciona. A engine resolve com base em quantas condições de entrada foram satisfeitas. Você pode criar seus proprios triggers customizados além dos padrões listados abaixo.
Catálogo de Triggers
Trend / EMA
| Trigger | Type | Description |
|---|---|---|
| trend_aligned | Bonus | Trend direction aligns with entry |
| trend_quality_aligned | Bonus | High-quality trend confirmation |
| trend_integrity_high | Bonus | Strong trend with consistent structure |
| trend_integrity_low | Penalty | Weak or choppy trend |
| trend_strongly_down | Penalty | Strong bearish trend detected |
| ema_alignment_bullish | Bonus | Fast > Mid > Slow EMA alignment |
| ema_proximity_tight | Bonus | Price close to EMA — good pullback |
| ema_proximity_very_tight | Bonus | Price touching EMA — ideal entry |
| ema_micro_trend_broken | Penalty | Short-term EMA structure broken |
| ema9_below_ema20 | Penalty | EMA(9) crossed below EMA(20) |
| slope_dead | Penalty | EMA slope near zero — no momentum |
RSI
| Trigger | Type | Description |
|---|---|---|
| rsi_deeply_oversold | Bonus | RSI < 20 — extreme oversold |
| rsi_sweet_spot | Bonus | RSI in ideal pullback zone (30-50) |
| rsi_extreme | Any | RSI at extreme levels |
| rsi_extremely_overbought | Penalty | RSI > 80 — extreme overbought |
| rsi_not_oversold | Penalty | RSI not yet oversold (> 30) |
| rsi_outside_neutral | Any | RSI outside neutral zone |
| rsi_confirms_extreme | Any | RSI confirms extreme market state |
Retracement / Drawdown
| Trigger | Type | Description |
|---|---|---|
| retracement_sweet_spot | Bonus | Pullback depth in ideal range (2-5%) |
| deep_retracement_sweet_spot | Bonus | Deep pullback in ideal range |
| drawdown_extreme | Penalty | Drawdown exceeds safety threshold |
| drawdown_too_deep | Penalty | Drawdown beyond recovery point |
| drawdown_above_8pct | Kill Switch | Drawdown > 8% from peak |
| drawdown_high_slope_dead | Kill Switch | High drawdown + flat EMA |
| drawdown_extreme_slope_dead | Kill Switch | Extreme drawdown + no momentum |
Bounce / Recovery
| Trigger | Type | Description |
|---|---|---|
| bounce_confirmed | Bonus | Price bounced off support/EMA |
| bounce_strong | Bonus | Strong bounce with volume |
| bounce_weak | Penalty | Weak bounce — low conviction |
| higher_low_confirmed | Bonus | Higher low formed — structure intact |
| recovery_high_72 | Bonus | Recovery ratio > 72% |
| recovery_high_82 | Bonus | Recovery ratio > 82% |
| deep_pullback_late_recovery | Bonus | Deep pullback starting to recover |
Volume
| Trigger | Type | Description |
|---|---|---|
| volume_confirms_reversal | Bonus | Volume spike confirms reversal |
| volume_confirms_bounce | Bonus | Volume confirms bounce off support |
| volume_confirms_breakout | Bonus | Volume confirms breakout |
| volume_confirms_sentiment | Bonus | Volume aligns with sentiment |
| volume_not_confirming | Penalty | Volume does not confirm move |
| volume_dry | Penalty | Very low volume — no participation |
| volume_below_minimum | Kill Switch | Volume below minimum threshold |
| no_volume_confirmation | Penalty | No volume confirmation for entry |
| volume_both_legs_adequate | Bonus | Both legs have adequate volume (pairs) |
| volume_one_leg_low | Penalty | One leg has low volume (pairs) |
| single_leg_volume_below_500m | Penalty | Single leg volume < $500M |
Bollinger / Volatility
| Trigger | Type | Description |
|---|---|---|
| bollinger_touch_lower | Bonus | Price touched lower Bollinger Band |
| bollinger_width_expanding | Penalty | Bollinger Bands expanding rapidly |
| atr_breakout_regime | Any | ATR in breakout regime (high vol) |
| atr_expanding_rapidly | Penalty | ATR expanding fast — volatility spike |
| atr_regime_normal | Bonus | ATR in normal range |
MACD
| Trigger | Type | Description |
|---|---|---|
| macd_histogram_positive_increasing | Bonus | MACD histogram positive and growing |
| macd_histogram_declining | Penalty | MACD histogram declining |
Candle Patterns
| Trigger | Type | Description |
|---|---|---|
| bullish_candle_pattern | Bonus | Bullish candle pattern detected |
| candle_confirm | Bonus | Candle confirms entry direction |
Cascade / Consecutive
| Trigger | Type | Description |
|---|---|---|
| cascade_reds | Penalty | Multiple consecutive red candles |
| cascade_4_reds | Kill Switch | 4+ consecutive red candles |
| cascade_reds_deep_drawdown | Kill Switch | Red cascade during deep drawdown |
| consecutive_reds_3 | Penalty | 3 consecutive red candles |
| consecutive_reds_4 | Kill Switch | 4 consecutive red candles |
| continuation_risk_high | Penalty | High risk of continued decline |
Price Structure
| Trigger | Type | Description |
|---|---|---|
| price_at_support | Bonus | Price at support level |
| price_above_recent_high | Bonus | Price broke above recent high |
| price_below_ema50 | Kill Switch | Price below EMA(50) |
| price_below_ema50_slope_dead | Kill Switch | Below EMA(50) + no slope |
| price_in_freefall | Kill Switch | Price dropping rapidly |
| below_ema50 | Penalty | Price is below EMA(50) |
| overshoot_below_ema50 | Penalty | Price overshot below EMA(50) |
| explosive_bounce_no_room | Penalty | Bounce was explosive — limited upside left |
ADX
| Trigger | Type | Description |
|---|---|---|
| adx_strong_trend | Bonus | ADX > 25 — strong trend |
| adx_weak_trend | Penalty | ADX < 20 — no clear trend |
| adx_below_15 | Penalty | ADX < 15 — extremely flat market |
Sentiment / Market Regime
| Trigger | Type | Description |
|---|---|---|
| extreme_fear_regime | Any | Extreme fear detected in market |
| fear_greed_extreme | Any | Fear & Greed index at extremes |
| sentiment_conflicting_signals | Penalty | Mixed sentiment signals |
| sentiment_extreme_over_14_days | Penalty | Extreme sentiment sustained 14+ days |
| sentiment_persistent_2_days | Any | Sentiment persistent for 2+ days |
Cointegration / Pairs
| Trigger | Type | Description |
|---|---|---|
| cointegration_confirmed | Bonus | Pair cointegration confirmed |
| cointegration_weak | Penalty | Weak cointegration signal |
| cointegration_broken | Kill Switch | Cointegration relationship broken |
| spread_still_diverging | Penalty | Spread still moving apart |
| spread_zscore_extreme | Bonus | Spread z-score at extremes |
| zscore_beyond_3_5 | Kill Switch | Z-score > 3.5 — extreme divergence |
| half_life_short | Bonus | Mean reversion half-life short |
| half_life_too_long | Penalty | Half-life too long for strategy |
| correlation_high | Bonus | Pair correlation is high |
Multi-Timeframe
| Trigger | Type | Description |
|---|---|---|
| no_active_15m_setup | Penalty | No active 15m setup available |
| setup_15m_confidence_high | Bonus | 15m setup has high confidence |
| setup_15m_expired | Penalty | 15m setup expired |
On-Chain / External
| Trigger | Type | Description |
|---|---|---|
| onchain_confirms_direction | Bonus | On-chain data confirms direction |
| onchain_contradicts | Penalty | On-chain data contradicts signal |
| onchain_strongly_contradicts | Kill Switch | On-chain strongly contradicts |
| btc_crash_event | Kill Switch | BTC crash event detected |
| btc_in_freefall | Kill Switch | BTC in freefall mode |
| exchange_specific_event | Kill Switch | Exchange-specific event (halt, etc) |
| known_manipulation_event | Kill Switch | Known market manipulation detected |
| extreme_persists_too_long | Penalty | Extreme condition persisting too long |
Kill Switches
Kill switches forçam a confiança para o piso (floor) quando condições perigosas sao detectadas. Sao freios de emergência que protegem contra cenarios extremos.