Assembling range, breadth, and a stored stop into one procedure

Read the listing as a construction drill

A historical system listing can be taken apart without being treated as a strategy to copy.

The archive describes a consolidation path that stores a short-window ceiling and a separate reversal path that waits for a long-lookback decline plus breadth.

Editorial reading: treat those paths as three switchable clauses. The first is a freeze that defines quiet or damaged price. The second is a trigger that may fire only after that freeze. The third is a stop bound stored before the next order exists. A student can then falsify setup, entry, and loss control one lock at a time.

A freeze that stores a tight range

A consolidation setup can be encoded from a five-session window by testing whether clustered highs and lows stay inside twice that window's high-to-low span, then storing the window's highest high as the range ceiling.

Editorial term: this is a tight-range-setup. Highs and lows that cluster inside a small share of the window's high-to-low span are stored as a ceiling and floor rather than named as a chart pattern.

A trigger allowed only after the freeze

A long entry can require both a close crossing above that stored range ceiling and a same-session high-to-low span greater than 125 percent of an eight-session simple average of daily spans.

Editorial term: this is a range-expansion-trigger. The same-session span test is allowed only after a tight-range-setup is in force.

An exit that does not reuse the entry range

A long exit can be written as a close crossing below a ten-session simple average of daily lows, so the exit does not reuse the entry range.

Editorial term: this is an average-extreme-exit. The hold is defined independently of the entry range.

A freeze that waits for damaged price

A separate reversal construction can block every buy until the lowest print since a 252-session high is below 91 percent of that high.

Editorial term: this is a lookback-high-drawdown. It measures the low since that high divided by that high. It is a required decline, not an entry by itself.

Breadth that must accompany the drawdown

That buy flag can further require at least one breadth inequality, including advancing issues at least twice declining issues over a two-session window or at least 1.75 times declining issues on three of four sessions.

Editorial term: this is breadth-confirmation. It is a logical alternative set of issue-count, volume, and new-high versus new-low inequalities that must accompany the drawdown before a buy flag can turn on.

Sell logic split into two clauses

Sell logic can be split into a count of sessions since a new high and a second clause that turns on when declining issues or down volume dominate, or when new lows outnumber new highs.

A stop stored before the next order

A two-percent stop can be stored as 102 percent of the high that produced the last sell, then reused as the next reverse bound instead of being recomputed from live price alone.

Editorial term: this is a referenced-percent-stop. The level is taken from the high that produced the last sell and scaled by a fixed percentage.

Editorial reading: storing that bound before the next order exists lets loss control be switched without rewriting the freeze or the trigger.

Compute flags before the reverse

The tester can compute setup formulas first, collapse them into buy and sell flags, and only then reverse at the close, delaying one formula so the stop can read a high that exists only after the sell flag is known.

Editorial term: this is signal-then-rule-order.

Editorial reading: the sequence keeps setup, entry, and loss control as separate locks. A student can switch one clause at a time and see which lock fails.