Elliott + candlestick: BR/RI paper monitor
Предварительный разбор публикации · публикация 2026-06-29
Паспорт проверки и источников
Historical 73-trade test; paper snapshot June29 cannot prove current execution.
Время изменения файла — не время последней рыночной котировки. Статус публикации не подтверждает работу бота; research, paper и live требуют отдельных результатов.
- gas_research/output/elliott_candle_paper_state.json — 2026-07-20T04:36:33+00:00
- gas_research/output/elliott_candle_portfolio_sim.json — 2026-05-17T11:24:12+00:00
- gas_research/data/finam_history_all/brq6_rtsx_m5.csv — 2026-08-25T17:20:29+00:00
- gas_research/data/finam_history_all/riu6_rtsx_m5.csv — 2026-08-25T17:20:49+00:00
A BR/RI pattern portfolio has been promoted from research queue candidate to paper monitoring. It uses fresh Finam BRQ6/RIU6 M5 bars, aggregates them to 1H, and applies the latest Elliott/candlestick walk-forward parameters. It does not place real orders.
- Statuspaper monitor, real_orders=false
- Historical edgePF 2.5475, 73 trades, +49.069%, max DD 5.9906%
- Current signalBR WAIT/FLAT, RI WAIT/FLAT, active_signals=0
- Fresh dataBRQ6/RIU6 M5 bars from Finam, latest signal bar 2026-06-29 12:00 UTC
The strategy combines Elliott impulse state with candlestick gates for BR and RI. The research portfolio result is br+ri|conc1|day3 with PF 2.5475, 73 trades, +49.069% historical PnL and 5.9906% max drawdown.
The first paper runner version incorrectly read only gas_research/data/moex_intraday_m5, where BR/RI bars were stale at 2026-06-27. This has been corrected: BRQ6@RTSX and RIU6@RTSX M5 bars are now downloaded from Finam into gas_research/data/finam_history_all and used as the priority source.
The paper monitor aggregates M5 bars to 1H and writes gas_research/output/elliott_candle_paper_state.json. The process is read-only and does not place real orders. Current state: BR WAIT/FLAT, RI WAIT/FLAT, active_signals=0.
The live dashboard location is /research, section Elliott/Candle BR-RI Paper Monitor. The strategy also appears in the Research Queue table as paper with paper_active_count and paper_updated metrics.