fix: order block displacement/volume confirmation, Tweezer Bottom epsilon inconsistency
- indicator_service.py: _detect_order_blocks() now requires the confirming candles to actually displace price past the OB candle's own high/low (the "imbalance" a real SMC order block is supposed to leave behind) instead of accepting any 2-candle same-direction sequence, even one that stays entirely inside the OB candle's range. strength (1-3) now reflects real displacement/volume confirmation instead of always 1. - indicator_service.py: removed a stray "+ 0.001" from Tweezer Bottom's zero-division guard that Tweezer Top's otherwise-identical formula didn't have -- both already guard via an explicit > 0 check, so the epsilon just made the two directions inconsistent for no reason. 237 backend tests pass (+5). This closes out the full 13-algorithm audit started in v10 -- only (tt) parameter re-optimization (needs empirical walk-forward runs, not a code change) and (yy) multi-position portfolio backtesting (needs a new architecture) remain, both flagged as separate larger investment decisions. Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
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Le
@@ -847,40 +847,67 @@ def _detect_order_blocks(
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Returns list of order blocks, each with:
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- type: \"BULLISH\" (support) or \"BEARISH\" (resistance)
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- price_high, price_low
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- strength: int (number of consecutive strong moves)
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- strength: int (1-3; see below)
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(fix vv) Previously ANY 2-candle same-direction sequence after the OB
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candle counted, even if price never actually moved away from that
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candle's own range — the defining feature of a real SMC order block
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(the "imbalance" it leaves behind) wasn't checked at all, and
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`strength` was hardcoded to 1 regardless of conviction. Now requires
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the confirming move to displace price past the OB candle's high/low,
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and strength reflects (a) that displacement exceeding the OB candle's
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own range and (b) above-(local-)average volume on either confirming
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candle. Volume only ever *boosts* strength — it's not a hard gate, so
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a genuine displacement isn't rejected just because volume data happens
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to look flat (e.g. synthetic/backtest data with uniform volume).
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"""
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n = len(candles)
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if n < lookback + 3:
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return []
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window_start = max(0, n - lookback - 3)
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volumes = [float(c.get("volume", 0.0)) for c in candles[window_start:n]]
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avg_volume = sum(volumes) / len(volumes) if volumes else 0.0
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blocks: list[dict] = []
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for i in range(max(1, n - lookback), n - 2):
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prev = candles[i - 1]
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curr = candles[i]
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nxt1 = candles[i + 1]
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nxt2 = candles[i + 2]
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curr_high = float(curr["high"])
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curr_low = float(curr["low"])
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curr_range = curr_high - curr_low
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nxt1_close = float(nxt1["close"])
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nxt2_close = float(nxt2["close"])
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nxt1_vol = float(nxt1.get("volume", 0.0))
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nxt2_vol = float(nxt2.get("volume", 0.0))
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volume_confirmed = avg_volume > 0 and max(nxt1_vol, nxt2_vol) >= avg_volume * 1.2
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# Bullish OB: bearish candle followed by 2 consecutive bullish candles
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if float(curr["close"]) < float(curr["open"]) and nxt1_close > float(nxt1["open"]) and nxt2_close > float(nxt2["open"]):
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# Bullish OB: bearish candle followed by 2 consecutive bullish
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# candles that actually clear above the OB candle's own high.
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displacement_up = nxt2_close - curr_high
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if (float(curr["close"]) < float(curr["open"]) and nxt1_close > float(nxt1["open"])
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and nxt2_close > float(nxt2["open"]) and curr_range > 0 and displacement_up > 0):
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strength = 1 + int(volume_confirmed) + int(displacement_up > curr_range)
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blocks.append({
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"type": "BULLISH",
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"price_high": curr_high,
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"price_low": curr_low,
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"strength": 1,
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"strength": strength,
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})
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# Bearish OB: bullish candle followed by 2 consecutive bearish candles
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if float(curr["close"]) > float(curr["open"]) and nxt1_close < float(nxt1["open"]) and nxt2_close < float(nxt2["open"]):
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# Bearish OB: bullish candle followed by 2 consecutive bearish
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# candles that actually clear below the OB candle's own low.
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displacement_down = curr_low - nxt2_close
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if (float(curr["close"]) > float(curr["open"]) and nxt1_close < float(nxt1["open"])
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and nxt2_close < float(nxt2["open"]) and curr_range > 0 and displacement_down > 0):
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strength = 1 + int(volume_confirmed) + int(displacement_down > curr_range)
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blocks.append({
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"type": "BEARISH",
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"price_high": curr_high,
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"price_low": curr_low,
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"strength": 1,
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"strength": strength,
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})
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# Keep only the most recent blocks
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@@ -1571,8 +1598,13 @@ def detect_candlestick_patterns(candles: list[dict]) -> float:
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if bull1 and bear0 and o0 > h1 and c0c < (o1 + c1c) / 2: _up(-1.5)
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# ── Tweezer ──
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# (fix ww) Tweezer Bottom's denominator had a stray `+ 0.001` not
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# present in Tweezer Top's otherwise-identical formula just above —
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# both already guard `l1 > 0 and l0 > 0` before dividing, so the
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# epsilon was never needed to prevent a zero-division and just
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# asymmetrically skewed the bottom's threshold vs. the top's.
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if h1 > 0 and h0 > 0 and abs(h1 - h0) / max(h1, h0) * 100 < 0.1 and bull1 and bear0: _up(-1.5)
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if l1 > 0 and l0 > 0 and abs(l1 - l0) / max(l1 + 0.001, l0) * 100 < 0.1 and bear1 and bull0: _up(1.5)
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if l1 > 0 and l0 > 0 and abs(l1 - l0) / max(l1, l0) * 100 < 0.1 and bear1 and bull0: _up(1.5)
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# ── Morning / Evening Star ──
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if bear2 and bull0:
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