ADDED Requirements
Requirement: Glued weak-rebound block subtype SHALL be explicitly classifiable
The strategy facade SHALL classify buy_block_glued_high_weak_rebound into explicit subtype labels using the existing threshold set.
Scenario: Weak-rebound subtype evaluation
- WHEN strategy evaluates a glued buy candidate
- THEN weak-rebound subtype is resolved as one of:
high_zone_weak_b1
mid_zone_very_weak_b1
ql_rebound_weak_followthrough
- AND empty subtype indicates no weak-rebound block hit
Requirement: Probe-gated pending lifecycle SHALL be supported
The strategy SHALL support a probe-gated pending lifecycle for blocked glued weak-rebound candidates, without changing day-0 block behavior.
Scenario: Candidate bar is blocked but queueable in probe branch
- WHEN weak-rebound subtype is hit on a glued entry bar
- AND probe config enables pending for that subtype
- AND no active glued pending exists
- THEN pending state is queued
- AND current bar still returns
buy_block_glued_high_weak_rebound
Requirement: Pending confirmation SHALL require explicit followthrough repair
Pending glued followthrough confirmation SHALL require explicit followthrough conditions before delayed buy can fire.
Scenario: Pending candidate gets confirmed
- WHEN pending is active
- AND bars waited >= 1 and <= confirmation window
- AND no
kdj_sell and no ql_sell
- AND
ql_buy=True
- AND
close > signal_close
- AND
b1 - signal_b1 >= config threshold
- THEN strategy emits
BUY
- AND reason prefix is
glued_followthrough_reentry_buy:confirmed_
- AND pending state is cleared
Requirement: Pending state SHALL be cleared on terminal conditions
Pending glued followthrough state SHALL clear on terminal conditions.
Scenario: Pending invalidation
- WHEN pending is active
- AND any of:
- in position
kdj_sell=True or ql_sell=True
- bars waited exceeds confirmation window
- real buy triggered
- real sell triggered
- THEN pending state is cleared