StructureZones

StructureZones builds market-structure zones from swing points and trades reactions or transition breakouts at those zones.

Visual overview

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

Entry Logic

1. Replays candles through createStructureZonesEngine(...).
2. Reads runtimeState.signal and runtimeState.snapshot.
3. Skips until a structure-zone signal exists.
4. Selects LONG or SHORT side config from signal direction.
5. Places the stop outside the signal zone, using ATR and percent buffers.
6. Computes target from STRUCTURE_ZONES_TARGET_R_MULT.
7. Sizes quantity from MAX_LOSS_VALUE / riskDistance, using the RISK_FEE_RATE, RISK_SLIPPAGE_BPS, and RISK_MARKET_IMPACT_BPS estimates.
8. Returns entry with structure-zone figures and structureZonesContext.

Entry codes are based on the signal kind and direction:

• STRUCTURE_ZONES_<KIND>_LONG
• STRUCTURE_ZONES_<KIND>_SHORT

Exits

When a position exists:

• STRUCTURE_ZONES_OPPOSITE_SIGNAL_EXIT when STRUCTURE_ZONES_EXIT_ON_OPPOSITE_SIGNAL=true and the engine emits an opposite signal.
• otherwise POSITION_EXISTS.

Configuration keys

The keys are grouped by purpose. A listed _LONG or _SHORT key overrides the unsuffixed value for that direction.

Group	Keys	Purpose
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	MA_FAST, MA_MEDIUM, MA_SLOW, OBV_SMA, ATR, ATR_PCT_SHORT, ATR_PCT_LONG, BB, BB_STD, MACD_FAST, MACD_SLOW, MACD_SIGNAL	Set the periods used to build shared market context and signal filters.
Zone construction	STRUCTURE_ZONES_PIVOT_LENGTH, STRUCTURE_ZONES_ATR_LENGTH, STRUCTURE_ZONES_MIN_SWING_ATR, STRUCTURE_ZONES_ZONE_WIDTH_ATR, STRUCTURE_ZONES_ACCEPT_BARS	Define confirmed pivots, ATR scale, minimum swing size, zone width, and acceptance period.
Reaction quality	STRUCTURE_ZONES_REACTION_CLOSE_BEYOND_ZONE, STRUCTURE_ZONES_REQUIRE_REACTION_BODY, STRUCTURE_ZONES_REQUIRE_BIAS_ALIGNMENT, STRUCTURE_ZONES_MIN_REACTION_DISTANCE_ATR, STRUCTURE_ZONES_MIN_REACTION_DISTANCE_ATR_LONG, STRUCTURE_ZONES_MIN_REACTION_DISTANCE_ATR_SHORT, STRUCTURE_ZONES_MIN_REACTION_CLOSE_DISTANCE_PCT, STRUCTURE_ZONES_MIN_REACTION_CLOSE_DISTANCE_PCT_LONG, STRUCTURE_ZONES_MIN_REACTION_CLOSE_DISTANCE_PCT_SHORT	Require a valid reaction close, body, bias, and directional distance from the zone.
Zone age and touches	STRUCTURE_ZONES_MIN_ZONE_AGE_BARS, STRUCTURE_ZONES_MAX_ZONE_AGE_BARS, STRUCTURE_ZONES_MIN_TOUCH_ORDINAL, STRUCTURE_ZONES_MAX_TOUCH_ORDINAL, STRUCTURE_ZONES_PENDING_CONFIRMATION_MAX_BARS	Limit zone age, accepted touch number, and pending confirmation time.
Market filters	STRUCTURE_ZONES_MAX_ATR_PCT_RANK100, STRUCTURE_ZONES_MIN_TREND_PERSISTENCE, STRUCTURE_ZONES_MIN_TREND_PERSISTENCE_LONG, STRUCTURE_ZONES_MIN_TREND_PERSISTENCE_SHORT	Limit volatility rank and require directional trend persistence.
Signal mode	STRUCTURE_ZONES_TRADE_TRANSITION_BREAKOUTS, STRUCTURE_ZONES_TRANSITION_BREAKOUT_ONLY, STRUCTURE_ZONES_COOLDOWN_HOURS	Enable transition breakouts, optionally disable reaction entries, and delay repeated signals.
Target, stop, and exit	STRUCTURE_ZONES_STOP_ZONE_BUFFER_MULT, STRUCTURE_ZONES_STOP_BUFFER_PCT, STRUCTURE_ZONES_TARGET_R_MULT, STRUCTURE_ZONES_TARGET_R_MULT_LONG, STRUCTURE_ZONES_TARGET_R_MULT_SHORT, STRUCTURE_ZONES_EXIT_ON_OPPOSITE_SIGNAL	Set the stop outside the zone, directional target distance, and opposite-signal exit.
Figures and side policy	STRUCTURE_ZONES_MAX_FIGURE_POINTS, MAX_LOSS_VALUE, LONG.*, SHORT.*	Limit chart output, set the loss budget, and configure each direction.

Signal Payload

The strategy stores:

• additionalIndicators.structureZonesContext
• zone, signal, stop, and target figures from buildStructureZonesFigures(...)
• orderPlan.stopLossPrice
• one take-profit at the computed target

Common Skip Reasons

• NO_STRUCTURE_ZONE_SIGNAL
• POSITION_EXISTS
• DEV_TRADE_COOLDOWN
• STRATEGY_DISABLED
• INVALID_STOP
• INVALID_QTY
• RISK_RATIO:<value>

Validation Notes

Keep zone detection causal and inspect chart artifacts before trusting aggregate metrics. STRUCTURE_ZONES_TRADE_TRANSITION_BREAKOUTS changes the strategy surface, so compare it as a separate experiment.

STRUCTURE_ZONES_TRANSITION_BREAKOUT_ONLY=true suppresses support and resistance reactions and emits only accepted structural breakouts while the market state is Transition. With deterministic AI_MODE: "gate", the strategy-local gate currently admits only SHORT transition-breakout setups whose benchmark-relative strength and trailing-stop distance pass the frozen causal thresholds; missing features fail closed.

Related:

• Signals
• Backtesting caveats