MarketFlushReversal

MarketFlushReversal looks for broad-market liquidation or pressure followed by a directional rejection candle. Its decision uses only the closed candle and market context available at that timestamp.

Visual overview

The illustrations are schematic, not market data. Exact thresholds, confirmation rules, and risk parameters come from the active strategy config.

Decision flow

1. Require current shared market context.
2. Classify a long or short flush from liquidation/imbalance and candle-reversal evidence.
3. Apply side-specific range, turnover, candle-body, and confirmation filters.
4. Enter immediately or keep a bounded pending setup, depending on MFR_ENTRY_MODE.
5. Build an ATR/percent-buffered stop and an R-multiple target, then size from MAX_LOSS_VALUE.

Entry codes are MFR_LONG_FLUSH_REVERSAL and MFR_SHORT_FLUSH_REVERSAL. MFR_EXIT_ON_OPPOSITE_SIGNAL optionally closes a position with MFR_OPPOSITE_FLUSH_EXIT.

Configuration keys

The keys are grouped by purpose. Common runtime, AI, ML, shared indicator, and position-sizing keys keep the same meaning across the built-in strategies.

Group	Keys	Purpose
Fees	FEE_PERCENT	Include the configured trading fee in position and reward-to-risk calculations.
Runtime and decision services	ENV, INTERVAL, MAKE_ORDERS, CLOSE_OPPOSITE_POSITIONS, BACKTEST_PRICE_MODE, AI_ENABLED, AI_MODE, MIN_AI_QUALITY, ML_ENABLED, ML_THRESHOLD	Select the runtime mode and candle interval, control order placement, and enable optional AI or ML decisions.
Shared indicators and levels	MA_FAST, MA_MEDIUM, MA_SLOW, OBV_SMA, ATR, ATR_PCT_SHORT, ATR_PCT_LONG, BB, BB_STD, MACD_FAST, MACD_SLOW, MACD_SIGNAL, LEVEL_LOOKBACK, LEVEL_DELAY	Set the periods used to build shared market context, local levels, and signal filters.
Market evidence	MFR_MIN_VOLUME_REL20, MFR_MIN_MARKET_LIQ_SPIKE_RATIO, MFR_REQUIRE_MARKET_FLUSH_CONFIRMATION	Set the required target volume and broad-market liquidation evidence.
Deterministic gate	MFR_REQUIRE_CALIBRATED_LONG_REBOUND_POCKET, MFR_ENABLE_PROTECTED_V1_H1_RANGE50_SHORT_POCKET	Enable the validated long rebound rule and the protected short approval path.
Rejection candle	MFR_MIN_SWEEP_WICK_PCT, MFR_MIN_REJECTION_CLOSE_POSITION, MFR_MIN_REJECTION_CLOSE_POSITION_LONG, MFR_MIN_REJECTION_CLOSE_POSITION_SHORT, MFR_MIN_REJECTION_BODY_ATR, MFR_MIN_REJECTION_BODY_ATR_LONG, MFR_MIN_REJECTION_BODY_ATR_SHORT, MFR_MIN_ENTRY_BODY_STRENGTH, MFR_MIN_ENTRY_BODY_STRENGTH_LONG, MFR_MIN_ENTRY_BODY_STRENGTH_SHORT	Define wick, close-location, body-size, and body-strength floors, with directional overrides.
Confirmation quality	MFR_MIN_CONFIRMATION_DISPLACEMENT_ATR, MFR_MIN_CONFIRMATION_DISPLACEMENT_ATR_LONG, MFR_MIN_CONFIRMATION_DISPLACEMENT_ATR_SHORT, MFR_MIN_AVG_TURNOVER_20, MFR_MIN_AVG_TURNOVER_20_LONG, MFR_MIN_AVG_TURNOVER_20_SHORT, MFR_MAX_LONG_RANGE_POSITION, MFR_MIN_SHORT_RANGE_POSITION	Require enough confirmation movement, turnover, and a valid range location for each direction.
Entry timing	MFR_ENTRY_MODE, MFR_CONFIRMATION_BARS, MFR_CONFIRMATION_BARS_LONG, MFR_CONFIRMATION_BARS_SHORT, MFR_PENDING_MAX_BARS, MFR_REQUIRE_DIRECTIONAL_CONFIRMATION_BODY, MFR_USE_FROZEN_PENDING_STOP	Choose immediate or delayed entry, bound pending state, and control confirmation-body and stop behavior.
Target, stop, and exit	MFR_STOP_ATR_BUFFER_MULT, MFR_STOP_BUFFER_PCT, MFR_FALLBACK_STOP_ATR_MULT, MFR_TARGET_R_MULT, MFR_EXIT_ON_OPPOSITE_SIGNAL	Set structural and fallback stops, target distance, and opposite-signal exit behavior.
Risk and side policy	MAX_LOSS_VALUE, LONG.*, SHORT.*	Set the loss budget and configure each direction and its minimum reward-to-risk ratio.

Fields ending in _LONG or _SHORT override the unsuffixed value for that direction. Validate coverage of liquidation and market-context inputs before interpreting a no-signal result.

In deterministic AI_MODE: "gate", LONG and SHORT signals must match their validated causal context pockets. Enabling the protected SHORT flag adds a narrower approval path that requires supportive breadth, rejection wick, derivatives, and 1h range-position context. Missing required features fail closed.