Bot Tester · Item

Market-intelligence causality guards (order flow, volume profile, regime)

MNQ AI Trader · Order-flow / volume-profile / regime features with causality enforcement

componentsetupno reproduced evidence
Stage
setup
Licence
clean room
Blockers
1
Leakage audit
guards implemented

Claims

What the upstream repository, author or a static read asserts — never evidence
unverified
CVD/aggressor imbalance, execution pressure, volume-profile levels and a microstructure regime gate are usable research features.
claimed by upstream concept source

Reproduced by TradeRep

Only findings with an openable evidence artifact count

Nothing reproduced yet, so no performance figure may be attributed to this item. Promotion requires independently reproduced evidence — a README claim is not a result.

Source & licence

Repository
internal clean-room implementation
Upstream
clean-room concepts from dearvn/tradovate-trading-bot
Immutable SHA
Not pinned yet — reproduction should record one.
Licence status
clean room — Concepts only; no implementation code copied (OPEN_SOURCE_FUTURES_EXPANSION.md §2).
Disposition
Keep as guarded research interfaces; do not approximate microstructure from OHLC.
Notes
Implementation location is research/external-systems/marketIntelligence.ts in the multi-market research lane.

Audit targets, data & blockers

Audit targets
  • · never infer tick/aggressor information from OHLC
  • · HMM walk-forward training without retrospective state labeling
Test data
Requires tick/trade source data; not available in the canonical candle dataset.
Blockers
  • microstructure-data-blocked: TradeRep's canonical data is 1-minute OHLC; aggressor/DOM features require tick or trade data that does not exist in the current dataset. Tests depending on them are marked DATA_BLOCKED rather than approximated.
    research/external-systems/OPEN_SOURCE_FUTURES_EXPANSION.md

Statistics

Baseline · stress · OOS · funded simulation
baseline
No recorded statistics.
stress
No recorded statistics.
oos
No recorded statistics.
funded simulation
No recorded statistics.

Reuse decisions

What is worth keeping, and what was rejected
Reusable pieces
  • · assertCausalSnapshot
  • · requireMicrostructureSource
  • · assertCausalRegime
Rejected pieces
None recorded.
Gate outcomes
No scientific gate has produced an outcome for this item.
Extracted from
MNQ AI Trader
Component ledger
Market-intelligence causality guards (order flow / volume profile / regime) — experimental

Read from research-output/registry/bot-testers.json · research/external-systems/OPEN_SOURCE_FUTURES_EXPANSION.md