a1-causal-ote-retracement

After a sufficiently strong directional impulse, deep but incomplete retracement into a preregistered Fibonacci/dealing-range zone can provide asymmetric continuation entries.

A confirmed swing LOW followed by a confirmed swing HIGH (each pivot confirmed once 2 closed 5-minute bars exist on both sides without exceeding the pivot's own extreme) with impulse range >= 3x ATR(14, computed strictly before the impulse's own start pivot) arms a retracement watch. If price then retraces into the [0.618, 0.79] fraction of that impulse's range (measured from the high back toward the low) without ever closing beyond the low itself, and a subsequent closed 5-minute bar closes back above the 0.5 retracement level: enter LONG (continuation of the original up-impulse) at the next 1-minute bar's open.

Symmetric: a confirmed swing HIGH followed by a confirmed swing LOW impulse, retracement into the same zone fraction of the range measured from the low back toward the high, confirmation = a close back below the 0.5 retracement level, enters SHORT.

Impulse (causally-confirmed pivot-to-pivot move >= 3x preceding ATR) -> retracement into the frozen [0.618, 0.79] zone -> objective close-based continuation confirmation beyond the 0.5 level, all within a 24-bar (5-minute) watch window that expires unfired otherwise. A close beyond the impulse's own starting pivot at any point during the watch invalidates the setup immediately (full retracement, no trade).

Next 1-minute bar's open after the confirmation-confirming 5-minute bar closes.

The worst (most-retraced) price actually reached during the retracement/confirmation watch window -- bounded by construction to never exceed the impulse's own starting pivot, since that would have already invalidated the setup.

FIXED_2R only (this seed strategy's declared A1 scope), via the shared TradeTracker; 5-day max-hold expiry as a backstop.

A pivot at bar index i is only ever confirmed once the pivotLegBars5m closed bars strictly after i exist and are known not to exceed bar i's own extreme -- i.e. confirmation happens pivotLegBars5m bars after the pivot bar itself, never at the pivot bar's own close. The impulse-magnitude ATR is computed only from bars strictly before the impulse's own starting pivot. The retracement/confirmation watch only ever reads bars up to and including the bar being processed. Entry is deferred to the next 1-minute bar's open after the confirming bar closes. No same-bar entry.

RARE

MNQ 1-minute OHLC

MNQ 2022-06-03..2026-09-15