WSMR v3.9 — WhaleSplash → Mean Reversal

前天

# WSMR v3.9 — WhaleSplash → Mean Reversal
*A Non-Repainting Impulse‑Reversal Engine for Systematic Futures Trading*

## Overview
WSMR v3.9 is a complete impulse → exhaustion → mean‑reversion framework designed for systematic intraday trading. It identifies high‑energy displacement events (“WhaleSplashes”), measures volatility structure, tracks VWAP deviation, and confirms reversals using RSI divergence, Z‑Score resets, SMA20 reclaim, and pivot-based structure.

All signals are non‑repainting and alerts fire on bar close.

---

## Core Components

### 1. WhaleSplash (Short Impulse Event)
Triggered when a candle meets displacement conditions:
- Large bar range vs ATR
- Minimum % move
- Volume expansion
- VWAP deviation (tick-based)
- Z‑Score oversold / RSI exhaustion
- Volatility-gated

### 2. Mean Reversal Long (MR)
Requires:
- RSI bullish divergence
- Z‑Score reset
- SMA20 reclaim
- Higher-low confirmation

### 3. First-Candle Confirmation (Optional)
- MR Confirm → first green after MR
- WS Confirm → first red after WS
- TTL window configurable

### 4. Asia Session Filter
Optional restriction to:
**23:00 → 09:00 UTC**

### 5. Volatility Monitor
Detects:
- Normal
- Wicky
- Spiky
- Extreme

### 6. WS Frequency Analytics
Rolling frequency calculation across:
- Bars / Days / Weeks / Months

---

## Status Panel (Top-Right)
Shows:
- Mode (Global / Asia-only)
- Timeframe + TTL
- WS frequency
- Volatility state

---

## Alerts
- WhaleSplash SHORT
- WhaleSplash LONG (MR)
- MR Confirm LONG
- WS Confirm SHORT
- Volatility Warning

---

## Notes
- Fully non‑repainting
- Stable bar-close logic
- Optimised for 1m–5m
- Works on futures, indices, metals, FX

前天

發行說明

# WSMR v3.9 — WhaleSplash → Mean Reversal
*A Non-Repainting Impulse‑Reversal Engine for Systematic Futures Trading*

## Overview
WSMR v3.9 is a complete impulse → exhaustion → mean‑reversion framework designed for systematic intraday trading. It identifies high‑energy displacement events (“WhaleSplashes”), measures volatility structure, tracks VWAP deviation, and confirms reversals using RSI divergence, Z‑Score resets, SMA20 reclaim, and pivot-based structure.

All signals are non‑repainting and alerts fire on bar close.

---

## Core Components

### 1. WhaleSplash (Short Impulse Event)
Triggered when a candle meets displacement conditions:
- Large bar range vs ATR
- Minimum % move
- Volume expansion
- VWAP deviation (tick-based)
- Z‑Score oversold / RSI exhaustion
- Volatility-gated

### 2. Mean Reversal Long (MR)
Requires:
- RSI bullish divergence
- Z‑Score reset
- SMA20 reclaim
- Higher-low confirmation

### 3. First-Candle Confirmation (Optional)
- MR Confirm → first green after MR
- WS Confirm → first red after WS
- TTL window configurable

### 4. Asia Session Filter
Optional restriction to:
**23:00 → 09:00 UTC**

### 5. Volatility Monitor
Detects:
- Normal
- Wicky
- Spiky
- Extreme

### 6. WS Frequency Analytics
Rolling frequency calculation across:
- Bars / Days / Weeks / Months

---

## Status Panel (Top-Right)
Shows:
- Mode (Global / Asia-only)
- Timeframe + TTL
- WS frequency
- Volatility state

---

## Alerts
- WhaleSplash SHORT
- WhaleSplash LONG (MR)
- MR Confirm LONG
- WS Confirm SHORT
- Volatility Warning

---

## Notes
- Fully non‑repainting
- Stable bar-close logic
- Optimised for 1m–5m
- Works on futures, indices, metals, FX

昨天

發行說明

# WSMR v3.9 — WhaleSplash → Mean Reversal
*A Non-Repainting Impulse‑Reversal Engine for Systematic Futures Trading*

## Overview
WSMR v3.9 is a complete impulse → exhaustion → mean‑reversion framework designed for systematic intraday trading. It identifies high‑energy displacement events (“WhaleSplashes”), measures volatility structure, tracks VWAP deviation, and confirms reversals using RSI divergence, Z‑Score resets, SMA20 reclaim, and pivot-based structure.

All signals are non‑repainting and alerts fire on bar close.

---

## Core Components

### 1. WhaleSplash (Short Impulse Event)
Triggered when a candle meets displacement conditions:
- Large bar range vs ATR
- Minimum % move
- Volume expansion
- VWAP deviation (tick-based)
- Z‑Score oversold / RSI exhaustion
- Volatility-gated

### 2. Mean Reversal Long (MR)
Requires:
- RSI bullish divergence
- Z‑Score reset
- SMA20 reclaim
- Higher-low confirmation

### 3. First-Candle Confirmation (Optional)
- MR Confirm → first green after MR
- WS Confirm → first red after WS
- TTL window configurable

### 4. Asia Session Filter
Optional restriction to:
**23:00 → 09:00 UTC**

### 5. Volatility Monitor
Detects:
- Normal
- Wicky
- Spiky
- Extreme

### 6. WS Frequency Analytics
Rolling frequency calculation across:
- Bars / Days / Weeks / Months

---

## Status Panel (Top-Right)
Shows:
- Mode (Global / Asia-only)
- Timeframe + TTL
- WS frequency
- Volatility state

---

## Alerts
- WhaleSplash SHORT
- WhaleSplash LONG (MR)
- MR Confirm LONG
- WS Confirm SHORT
- Volatility Warning

---

## Notes
- Fully non‑repainting
- Stable bar-close logic
- Optimised for 1m–5m
- Works on futures, indices, metals, FX
7 hours ago
Release Notes

# WSMR v3.9 — WhaleSplash → Mean Reversal
*A Non-Repainting Impulse‑Reversal Engine for Systematic Futures Trading*

## Overview
WSMR v3.9 is a complete impulse → exhaustion → mean‑reversion framework designed for systematic intraday trading. It identifies high‑energy displacement events (“WhaleSplashes”), measures volatility structure, tracks VWAP deviation, and confirms reversals using RSI divergence, Z‑Score resets, SMA20 reclaim, and pivot-based structure.

All signals are non‑repainting and alerts fire on bar close.

---

## Core Components

### 1. WhaleSplash (Short Impulse Event)
Triggered when a candle meets displacement conditions:
- Large bar range vs ATR
- Minimum % move
- Volume expansion
- VWAP deviation (tick-based)
- Z‑Score oversold / RSI exhaustion
- Volatility-gated

### 2. Mean Reversal Long (MR)
Requires:
- RSI bullish divergence
- Z‑Score reset
- SMA20 reclaim
- Higher-low confirmation

### 3. First-Candle Confirmation (Optional)
- MR Confirm → first green after MR
- WS Confirm → first red after WS
- TTL window configurable

### 4. Asia Session Filter
Optional restriction to:
**23:00 → 09:00 UTC**

### 5. Volatility Monitor
Detects:
- Normal
- Wicky
- Spiky
- Extreme

### 6. WS Frequency Analytics
Rolling frequency calculation across:
- Bars / Days / Weeks / Months

---

## Status Panel (Top-Right)
Shows:
- Mode (Global / Asia-only)
- Timeframe + TTL
- WS frequency
- Volatility state

---

## Alerts
- WhaleSplash SHORT
- WhaleSplash LONG (MR)
- MR Confirm LONG
- WS Confirm SHORT
- Volatility Warning

---

## Notes
- Fully non‑repainting
- Stable bar-close logic
- Optimised for 1m–5m
- Works on futures, indices, metals, FX

昨天

發行說明

# WSMR v3.9 — WhaleSplash → Mean Reversal
*A Non-Repainting Impulse-Reversal Engine for Systematic Futures Trading*

## Overview
WSMR v3.9 is a complete *impulse → exhaustion → mean-reversion* framework designed for systematic intraday trading.
It identifies high-energy displacement events (“WhaleSplashes”), evaluates volatility structure, measures VWAP deviation, and confirms reversals using RSI divergence, Z-Score resets, SMA20 reclaim, and pivot-based structure.

All signals are **non-repainting** and all alerts fire strictly on **bar close**.

---

## Core Components

### 1. WhaleSplash (Short Impulse Event)
Triggered when a downside (or upside) displacement candle meets all conditions:
- Expanded bar range vs ATR
- Minimum percentage move
- Volume expansion
- Tick-based VWAP deviation
- RSI exhaustion + Z-Score extreme
- Volatility-gated to avoid chop

### 2. Mean Reversal Long (MR)
A reversal setup that requires:
- RSI bullish divergence
- Z-Score reset toward mean
- SMA20 reclaim
- Higher-low structural confirmation

### 3. First-Candle Confirmation (Optional)
Additional trend-confirmation logic:
- **MR Confirm:** first green candle after MR event
- **WS Confirm:** first red candle after WS event
- TTL window configurable

### 4. Asia Session Filter (Optional)
Restricts all signals to:
**23:00 → 09:00 UTC**
Used to target clean overnight volatility regimes.

### 5. Volatility Monitor
Classifies current volatility regime:
- Normal
- Wicky
- Spiky
- Extreme

Used internally to suppress invalid signals.

### 6. WhaleSplash Frequency Analytics
Tracks rolling WS frequency over:
- Bars
- Days
- Weeks
- Months

Shown in-panel for behavioural context.

---

## Status Panel (Top-Right)
Displays:
- Mode (Global / Asia-Only)
- Timeframe + TTL
- WS Frequency
- Volatility State

---

## Alerts
- WhaleSplash SHORT
- WhaleSplash LONG (MR)
- MR Confirm LONG
- WS Confirm SHORT
- Volatility Warning

---

## Notes
- Fully non-repainting
- Pure bar-close logic
- Optimised for **1m–5m** timeframes
- Works on **futures, indices, metals, FX**