dragon_validation.md 1.2 KB

Dragon V2 Validation

  • Source workbook: 龙泉回测20260109.data.xlsx
  • Indicator snapshot rows: 2694
  • Workbook layered events: 233
  • Real trade events: 211
  • Auxiliary events: 22
  • Annual summary rows: 11

Formula Scope

  • A1: EMA(8) vs EMA(EMA(8),20) normalized spread
  • B1: ((Y2 - Y3) / 100), where Y2/Y3 come from 38-day RSV smoothed by SMA(5,1) and SMA(10,1)
  • C1: (Y2 + Y3) / 2
  • QL phoenix line: approximated from the existing Dragon code as B = CROSS(close, upper_line) and S = CROSS(lower_line, close)

Alignment

  • KDJ rows in workbook: 197
  • QL rows in workbook: 112
  • KDJ buy marker matches: 197/197
  • KDJ sell marker matches: 196/197
  • QL buy marker matches: 112/112
  • QL sell marker matches: 112/112
  • KDJ sell mismatch dates: ['2018-05-23']
  • QL buy mismatch dates: []

Output Files

  • dragon_indicator_snapshot.csv
  • dragon_workbook_layers.csv
  • dragon_signal_alignment.csv

Notes

  • This validation stage checks indicator reconstruction and marker alignment only.
  • It does not yet implement the full Dragon entry/exit rule tree from the workbook narrative.
  • Repeated SELL rows after exit and repeated BUY rows during holding remain auxiliary signals by confirmed user semantics.