NG: обратные аналоги повторяющихся форм цены
Предварительный разбор публикации · публикация 2026-07-03
Паспорт проверки и источников
Ten reverse trades; PF=999 is a sentinel, not a reliable estimate.
Время изменения файла — не время последней рыночной котировки. Статус публикации не подтверждает работу бота; research, paper и live требуют отдельных результатов.
- gas_research/output/ng_pattern_reverse_scan.json — 2026-07-03T10:59:54+00:00
- gas_research/output/ng_pattern_repeat_analysis_current_m5.json — 2026-07-03T10:57:02+00:00
- gas_research/output/research_queue.json — 2026-07-20T04:15:00+00:00
- gas_research/output/research_charts.json — 2026-07-20T04:09:59+00:00
Свежий пересчет паттернов газа показал: прямой nearest-neighbor сигнал на текущем NGN6 слабый, но обратная версия дала сильный короткий paper-кандидат.
- Direct current M520 trades, PF 0.89, net -0.36%, not deployable
- Best reverse10 trades, net +3.50%, win-rate 100%, PF formally 999
- Paramswindow 36 M5 bars, horizon 18 bars, k 20, min_gap 108, min_edge 0.4%
- Decisionpaper/candidate only until it survives more current-contract days
The repeated-shape model normalizes the recent NG price path and finds nearest historical windows. The direct forecast lost money on the fresh NGN6 sample, so it should not be traded live.
A contrarian scan was added in gas_research/ng_pattern_reverse_scan.py. It reverses the analog direction after costs and writes gas_research/output/ng_pattern_reverse_scan.json plus an equity/drawdown chart.
The result is promising but too short: 10 trades is not enough for Arena live deployment. It is now visible in Research Queue and Research Charts as a paper candidate, not mixed with live Arena executors.
Charts
