- indicator_service.py: _detect_bos()/market_structure() now scale the
break-confirmation buffer by the symbol's own current ATR% instead of a
fixed 0.3% for every symbol; falls back to the fixed value when ATR%
isn't supplied.
- indicator_service.py: detect_fvg() rejects gaps smaller than 10% of
current ATR% when atr_pct is given, filtering noise-sized gaps that
carried no real "unfilled order" significance on low timeframes.
- candle_service.py: computes ATR% earlier so it can feed both
market_structure() and detect_fvg(), not just detect_market_regime();
backtest_engine.py reuses the same per-candle ATR% for BOS instead of
computing it twice.
- indicator_service.py: ichimoku() takes tenkan/kijun/senkou_b_period and
displacement as parameters (defaults unchanged at 9/26/52/26) so a
future walk-forward comparison against crypto-scaled periods doesn't
require editing the function — the classic Japanese-calendar defaults
aren't changed here since that needs empirical validation, not a guess.
232 backend tests pass (+13).
Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
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