MR Combined

MR Combined is the primary trade-generating strategy in the current system.

Purpose

• Focus on range/mean-reversion style opportunities
• Use multi-timeframe context to avoid low-quality entries
• Produce pending signals for boss approval rather than auto-entering immediately

Timeframes

• 1d: higher-timeframe macro phase and range position
• 4h: main regime and range validation
• 1h: entry setup and execution checklist

High-level flow

1. POST /api/mr-combined/scan-and-signal
2. Fetch or reuse 1D / 4H / 1H data
3. Apply gate checks for no-trade zones, regime, and range quality
4. Build entry setup near support/resistance
5. Assign tier and risk sizing
6. Create pending signal with checklist, TP structure, and range levels

Gate model

The implementation is organized around staged gate checks rather than one giant rule block.

Typical gates include:

• no-trade windows
• MTF regime validation
• 4H range width / ADX / touch quality
• 1H reversal + proximity-to-edge setup
• final priority override against MarketContext

If any required gate fails, the strategy returns a non-signal result with a reason.

Tiering and risk

MR Combined adjusts risk using strategy config fields:

• risk_normal
• risk_aplus
• risk_aplusplus

The exact tier labels returned by the strategy are based on setup quality and context alignment.

TP structure

MR Combined uses multi-target management based on the validated range:

• TP1: midline
• TP2: range edge adjusted by ATR logic
• TP3: full range edge

Position split is controlled by:

• tp1_ratio
• tp2_ratio
• tp3_ratio

Config section

Configured under:

[strategy.mr_combined]
enabled = true
use_universe = false
timeframes = ["1d", "4h", "1h"]
size_pct = 1.0
max_trades_per_day = 2
trailing_enabled = true
trailing_trigger_pct = 2.0
trailing_distance_pct = 1.0

risk_normal = 1.0
risk_aplus = 1.5
risk_aplusplus = 2.0
sl_atr_multiplier = 1.5
tp2_atr_multiplier = 0.75
tp1_ratio = 0.40
tp2_ratio = 0.40
tp3_ratio = 0.20
min_rr = 2.5
range_min_atr_multiplier = 3.0
zone_proximity_atr_min = 0.3
zone_proximity_atr_max = 0.5
vol_increase_min = 1.2
news_blackout_windows_utc = []

Key meanings:

• use_universe: use the configured liquidity-filtered universe instead of the plain watchlist
• range_min_atr_multiplier: minimum acceptable 4H range width
• zone_proximity_atr_min/max: how close price must be to a range edge
• min_rr: minimum reward-to-risk before the setup is accepted
• news_blackout_windows_utc: optional windows where signals are blocked

Output shape

Signal results typically include:

• symbol
• bot = "mr_combined"
• signal
• direction
• tier
• checklist
• passed / total
• sl_pct, tp_pct, tp1_pct, tp2_pct
• range_support, range_resistance, range_midline

Those fields are then forwarded into the pending-signal workflow.