Currency Strength Indicator

Executive Summary — Python Scheduler (MRP_stats.py)
The MRP_stats.py module acts as a real‑time event scheduler and analytical engine for the data produced by MRP_v04. Its purpose is to transform the raw CSV stream into a structured, time‑aware decision layer capable of detecting activations, evaluating market coherence, and generating actionable signals.
The scheduler continuously reads the CSV file generated by the MT4 indicator, reconstructing the temporal evolution of each currency pair. It identifies fresh breakouts, tracks their lifecycle, and maintains a persistent memory of previous states to avoid duplicate activations. Each activation is captured as a frozen snapshot, while the system simultaneously evaluates live market conditions to determine whether the setup is in a PLAY or WAIT state.
The module provides two operational views:

1. BREAK PENDING — symbols with fresh AGE, neutral or retraced states, or active breakouts awaiting confirmation.
2. BREAK ATTIVATI — confirmed breakouts enriched with live coherence checks (price, force, BAL), trend direction, synthesis classification, and KING logic.

A dynamic currency‑strength engine aggregates FORCE values from the freshest rows, producing a real‑time ranking of the eight major currencies. The scheduler also integrates an intelligent Telegram notification system, sending alerts only when a symbol transitions into a valid PLAY state, ensuring signal relevance and eliminating noise.
A manual “time‑step replay” mode allows users to scroll through the CSV in chronological blocks, effectively simulating market playback for validation and backtesting.
In summary, MRP_stats.py functions as a real‑time orchestration layer, bridging raw market data and operational decision‑making. It enhances the MRP ecosystem by adding temporal intelligence, event classification, coherence validation, and automated alerting—turning the CSV output into a fully structured, actionable monitoring system.

A description of how to use it will follow at a later time.
“The .zip file contains the Python modules required for MRP to operate.”

The scheduler is divided into two distinct sections. The upper section, BREAK PENDING, represents the values streamed in real time from MRP. The lower section, BREAK ACTIVATED, is a frozen copy of the symbol that was previously listed in PENDING at the exact moment when the price breaks the SIDEWAY high/low.
This row represents a snapshot of the breakout event:

AUDCHF ↑ AGE=8.2 PRICE=0.56219 BAL=0.645 FORCE=4/3 3/4 BROKE_HIGH

There are three possible outcomes. Here is an example:
WAIT (pullback, FORCE neutrale (indebolito), BAL rialzista, king)
PLAY (impulso, FORCE rialzista (indebolito), BAL rialzista)
WAIT (pullback, FORCE rialzista (neutrale) , BAL rialzista)

The presence of WAIT indicates, relative to the BROKE event, a signal of weakness. PLAY, on the other hand, indicates strength or momentum in favor of the breakout direction (HIGH or LOW).


When WAIT is accompanied by king, it becomes particularly relevant to check how FORCE and BAL are positioned. King indicates that the price has broken the level opposite to the original BROKE direction.
Example: BROKE_LOW WAIT (pullback, neutral FORCE (weakened), bullish BAL, king)

When the scheduler is opened, pressing any key displays a menu with several options:


Option number 5 is the one used for live operation.
Double‑click the current day’s file and the scheduler will start running.

I created menu option 4 exclusively for manual use.
It is extremely useful as a simulator for checking and adjusting parameters and it proved very valuable during testing as well.
The other menu entries are leftovers from earlier tests and have no practical use.

These are examples of messages received on Telegram.

The scheduler has a limit of 15 symbols. I added an instruction that removes a symbol with a high AGE whenever MRP adds a new one, and I reduced MRP’s update and save frequency to avoid conflicts and prevent the PC from slowing down.
All blue values shown in BREAK PENDING are updates coming from MRP.
The only elements shared between PENDING and ACTIVATED are the small arrows shown immediately after the symbol, and they are updated in real time by MRP. The asterisk in PENDING indicates that the symbol has transitioned into ACTIVATED.


The central section is currently under evaluation, just like the DWM section inside PENDING. Over time I have observed a possible development path, but at this stage it is still premature.

See you next time.
Good trading.

This document defines the six operational states generated by the new MRP model.
Each state reflects a specific market condition derived from:
Opposite‑side breakouts (BROKE_HIGH / BROKE_LOW)
FORCE structure (dominant + modulator)
BAL (balance of pressure)
CSI (Currency Strength Index on D/W/M)
Price coherence relative to the frozen breakout level
Dynamic evolution after the breakout
The system is hierarchical, deterministic, and designed for high‑precision trend evaluation.

1. KING — Structural Trend Reversal
Definition
A KING is a full, structural, confirmed trend reversal.
Conditions
Opposite‑side breakout detected
FORCE aligned with the breakout direction
Modulator (d2) reinforces the dominant direction
Strong BAL (≥ +0.60 or ≤ –0.60)
Extreme CSI values on D/W/M (≥ 80 or ≤ –80)
Interpretation
The market has completed a genuine structural reversal.
This is the strongest and rarest signal in the entire system.

2. ‑KING+ — Reversal in Formation (Observation)
Definition
The market breaks the opposite side with clear impulsive strength,
but FORCE has not yet aligned with the new direction.
This is a KING “in formation”.
Conditions
Opposite‑side breakout detected
FORCE misaligned (net_dir ≠ king_dir)
Very strong CSI (D ≥ 90, W ≥ 70)
BAL consistent with the breakout direction
Interpretation
Price action shows a real shift in momentum,
but internal structure (FORCE) is still lagging.
This is an active observation signal, not yet actionable.

3. ‑KING‑ — Weak or Incoherent Breakout
Definition
The price breaks the opposite side, but the move lacks structural strength.
Conditions
Opposite‑side breakout detected
Not a KING
Not a KING+
CSI and BAL insufficient to confirm a real reversal
Interpretation
A technical breakout without structural confirmation.
Weak, noisy, and not actionable.

4. [PLAY] — Strong and Coherent Trend Continuation
Definition
The movement is fully coherent with the breakout and strong enough to be actionable.
Conditions
price_ok = True
force_ok = True
bal_ok = True
BAL ≥ 0.60
Modulator reinforces the dominant FORCE direction
Interpretation
A strong, clean, structural trend continuation.
This is an operational signal.

5. ‑PLAY+ — Weak PLAY Improving
Definition
The movement is not yet strong enough for a full PLAY,
but it is improving relative to the breakout.
Conditions
Base state = “‑PLAY‑”
Either:
BAL_live > BAL_frozen
OR net_live == net_frozen
Interpretation
Momentum is building.
A constructive, improving trend continuation.

6. +PLAY‑ — Weak PLAY Deteriorating
Definition
The movement is not strong enough for a full PLAY,
and it is worsening relative to the breakout.
Conditions
Base state = “‑PLAY‑”
Either:
BAL_live < BAL_frozen
OR net_live ≠ net_frozen
Interpretation
Momentum is weakening.
A deteriorating trend continuation.

7. |WAIT| — No Operational Coherence
Definition
The movement fails the minimum coherence requirements.
Conditions
price_ok = False
OR force_ok = False
OR bal_ok = False
AND no KING/KING+/KING‑ present
Interpretation
The market is noisy, inconsistent, or retracing.
No operational action should be taken.

Signal Hierarchy (Strongest → Weakest)
KING / ‑KING+ / ‑KING‑
[PLAY] / ‑PLAY+ / +PLAY‑
|WAIT|

This hierarchy ensures deterministic behavior and prevents weaker states from overriding stronger ones.
One week of testing, then the new update.
See you next time.

Today’s Sequence

AUDCAD ↑ 0.5 0.9906 0.942 7/0 6/1 97 97 88 U23 D5W5M8 [PLAY] AUDCAD ↑ 0.4 0.9904 0.904 7/0 6/1 84 84 87 Up236 D5W5M7 BROKE_HIGH
AUDCAD ↑ 1.8 0.9904 0.805 7/0 4/3 85 85 87 U23 D5W5M7 -PLAY+ AUDCAD ↑ 0.4 0.9904 0.904 7/0 6/1 84 84 87 Up236 D5W5M7 BROKE_HIGH
AUDCAD ↑ 3.6 0.9891 0.308 5/2 7/0 -97 -97 81 D23 D4W4M7 -KING+ AUDCAD ↑ 0.4 0.9904 0.904 7/0 6/1 84 84 87 Up236 D5W5M7 BROKE_HIGH
AUDCAD ↑ 3.8 0.9891 0.380 6/1 7/0 -89 -89 81 D23 D4W4M7 -KING- AUDCAD ↑ 0.4 0.9904 0.904 7/0 6/1 84 84 87 Up236 D5W5M7 BROKE_HIGH
AUDCAD ↑ 4.2 0.9890 0.364 6/1 7/0 -95 -95 80 D23 D4W4M7 -KING+ AUDCAD ↑ 0.4 0.9904 0.904 7/0 6/1 84 84 87 Up236 D5W5M7 BROKE_HIGH
AUDCAD ↑ 6.0 0.9904 0.803 6/1 5/2 84 84 87 U23 D5W5M7 [PLAY] AUDCAD ↑ 0.4 0.9904 0.904 7/0 6/1 84 84 87 Up236 D5W5M7 BROKE_HIGH
AUDCAD ↑ 6.7 0.9908 0.779 6/1 4/3 92 92 89 U38 D5W5M8 -PLAY+ AUDCAD ↑ 0.4 0.9904 0.904 7/0 6/1 84 84 87 Up236 D5W5M7 BROKE_HIGH
AUDCAD ↑ 6.8 0.9909 0.819 6/1 5/2 89 89 89 U50 D5W5M8 [PLAY] AUDCAD ↑ 0.4 0.9904 0.904 7/0 6/1 84 84 87 Up236 D5W5M7 BROKE_HIGH
AUDCAD ↑ 6.9 0.9910 0.836 7/0 4/3 95 95 89 U61 D6W5M8 -PLAY+ AUDCAD ↑ 0.4 0.9904 0.904 7/0 6/1 84 84 87 Up236 D5W5M7 BROKE_HIGH
AUDCAD ↑ 7.0 0.9908 0.866 7/0 5/2 88 88 89 U38 D5W5M8 [PLAY] AUDCAD ↑ 0.4 0.9904 0.904 7/0 6/1 84 84 87 Up236 D5W5M7 BROKE_HIGH
AUDCAD ↑ 8.4 0.9914 0.787 6/1 4/3 95 95 92 U100 D6W5M8 -PLAY+ AUDCAD ↑ 0.4 0.9904 0.904 7/0 6/1 84 84 87 Up236 D5W5M7 BROKE_HIGH

The sequence alternates between:

1. [PLAY]
2. -PLAY+
3. -KING+ and -KING- states
4. a return to [PLAY] and -PLAY+

Semantic clarification

1. The prefix “-” indicates a waiting state, not a reversal.
2. The suffix “+” indicates coherence with the higher‑level structure.
3. The suffix “-” indicates incoherence, still within a waiting context.

-KING+ = coherent waiting state -KING- = waiting state with incoherence Neither represents a market reversal.

Sequence error on NZDUSD: -KING+ and -KING- states were generated without a preceding PLAY state on the same structure. The operational grammar requires that every KING cycle must always be preceded by an active PLAY, which defines the valid operational context for that structure.

NZDUSD ↑ 0.4 0.5958 0.491 3/4 1/6 97 97 75 U23 D6W5M6 -KING+ NZDUSD ↑ 6.0 0.5944 0.035 2/5 3/4 -71 -71 64 Dw236 D4W4M5 BROKE_LOW
NZDUSD ↑ 0.6 0.5959 0.465 3/4 1/6 88 88 76 U23 D6W5M6 -KING- NZDUSD ↑ 6.0 0.5944 0.035 2/5 3/4 -71 -71 64 Dw236 D4W4M5 BROKE_LOW
NZDUSD ↑ 1.0 0.5961 0.484 3/4 1/6 94 94 77 U23 D6W5M6 -KING+ NZDUSD ↑ 6.0 0.5944 0.035 2/5 3/4 -71 -71 64 Dw236 D4W4M5 BROKE_LOW
NZDUSD ↑ 1.6 0.5963 0.518 4/3 1/6 89 89 79 U23 D6W5M6 -KING- NZDUSD ↑ 6.0 0.5944 0.035 2/5 3/4 -71 -71 64 Dw236 D4W4M5 BROKE_LOW

USDCAD ↑ 0.3 1.3696 0.947 7/0 6/1 99 99 90 U23 D6W5M6 |WAIT| USDCAD ↑ 0.3 1.3696 0.947 7/0 6/1 99 99 90 Up236 D6W5M6 BROKE_HIGH / line 380
USDCAD ↑ 0.3 1.3696 0.929 7/0 6/1 93 97 91 U23 D6W5M6 [PLAY] USDCAD ↑ 0.3 1.3696 0.947 7/0 6/1 99 99 90 Up236 D6W5M6 BROKE_HIGH / line 480
USDCAD ↑ 1.1 1.3705 0.932 7/0 6/1 93 96 96 U100 D6W6M6 [PLAY] USDCAD ↑ 0.3 1.3696 0.947 7/0 6/1 99 99 90 Up236 D6W5M6 BROKE_HIGH / line 1005

LIVE

3) Lower CSI_D (0.947 → 0.929)
Paradoxically, CSI_D decreases, but this is fully consistent with your operational grammar:
High CSI_D → movement is “too full”, often leading to WAIT
Slightly lower CSI_D → movement becomes more “relaxed”, therefore more attractive
The drop in CSI_D is a release of pressure, not a sign of weakness — it supports [PLAY].

live

NZDCHF ↓ 9.9 0.4635 0.000 2/5 4/3 -100 45 66 D23 D4W5M5 |WAIT| NZDCHF ↓ 9.9 0.4635 0.000 2/5 4/3 -100 45 66 Dw236 D4W5M5 BROKE_LOW / line 230
NZDCHF ↓ 10.6 0.4640 0.131 2/5 4/3 -56 66 73 box D5W5M5 -KING- NZDCHF ↓ 9.9 0.4635 0.000 2/5 4/3 -100 45 66 Dw236 D4W5M5 BROKE_LOW / line 750

3. What is a KING “inside the BOX”?
When a KING (or -KING-) appears while the price is still inside the BOX area, it means that:

1. the price has broken the opposite side of the frozen level
2. but it has not yet exited the congestion zone
3. the movement is not free nor directional
4. the structure is not yet tradable

In other words:
It is a KING detected inside the previous movement’s congestion zone.
This is an attention signal, not an operational one.

live

AUDUSD ↑ 2.0 0.7245 0.905 7/0 6/1 84 70 77 U38 D5W5M6 [PLAY] AUDUSD ↑ 0.5 0.7241 0.837 7/0 6/1 62 63 74 Up236 D5W5M6 BROKE_HIGH / line 1670

Operational summary
The first record shows AUDUSD under strong bullish pressure, positioned for an upcoming breakout.
The second record shows that the breakout has occurred (BROKE_HIGH) and the trend is already in an extension phase (Up236).
CSI_D and intensity normalize, which is typical after a successful breakout.
The multi‑frame context remains fully consistent.
Perfect sequence: impulse → breakout → extension.

AUDCAD ↑ 4.3 0.9920 0.800 6/1 4/3 100 96 94 U23 D5W5M8 |WAIT| AUDCAD ↑ 4.3 0.9920 0.800 6/1 4/3 100 96 94 Up236 D5W5M8 BROKE_HIGH
AUDCAD ↑ 4.3 0.9920 0.800 6/1 4/3 100 97 94 U23 D5W5M8 -PLAY+ AUDCAD ↑ 4.3 0.9920 0.800 6/1 4/3 100 96 94 Up236 D5W5M8 BROKE_HIGH
AUDCAD ↑ 5.4 0.9920 0.819 6/1 5/2 89 95 95 U23 D5W5M8 [PLAY] AUDCAD ↑ 4.3 0.9920 0.800 6/1 4/3 100 96 94 Up236 D5W5M8 BROKE_HIGH

The AUDCAD sequence shows a bullish trend in progressive confirmation. A BROKE_HIGH event is observed, with CSI_D remaining stable in U23, indicating a clean trend without oscillations. The strength evolves coherently: a slight improvement first moves the state from WAIT to -PLAY+, then a structural change (from 4/3 to 5/2) and an increase in the operational value (4.3 → 5.4) generate the final transition into PLAY. The model correctly interprets the combination of structural breakout, renewed momentum, and trend persistence, confirming a mature bullish context.

CHFJPY ↓ 0.4 201.8830 -0.011 2/5 3/4 -86 63 87 D23 D4W5M6 +PLAY- CHFJPY ↓ 0.3 201.9095 0.315 3/4 2/5 21 65 88 Dw236 D4W5M6 BROKE_LOW
GBPUSD ↓ 1.6 1.3530 0.309 5/2 7/0 -96 -81 -81 D23 D4W3M4 |WAIT| GBPUSD ↓ 1.6 1.3530 0.309 5/2 7/0 -96 -81 -81 Dw236 D4W3M4 BROKE_LOW
USDCHF ↑ 0.4 0.7811 0.797 7/0 3/4 99 78 -43 U23 D5W5M5 |WAIT| USDCHF ↑ 0.3 0.7811 0.800 7/0 3/4 100 78 -43 Up236 D5W5M5 BROKE_HIGH
USDCHF ↑ 0.4 0.7813 0.750 7/0 2/5 100 81 -40 U23 D5W5M5 -PLAY+ USDCHF ↑ 0.3 0.7811 0.800 7/0 3/4 100 78 -43 Up236 D5W5M5 BROKE_HIGH

USDCAD ↑ 5.7 1.3703 0.929 7/0 6/1 92 73 88 box D6W5M6 |WAIT| USDCAD ↑ 5.6 1.3705 0.949 7/0 6/1 99 74 88 Up236 D6W5M6 BROKE_HIGH
USDCAD ↑ 6.0 1.3706 0.807 7/0 4/3 85 75 89 U23 D6W5M6 -PLAY+ USDCAD ↑ 5.6 1.3705 0.949 7/0 6/1 99 74 88 Up236 D6W5M6 BROKE_HIGH
USDCAD ↑ 6.5 1.3708 0.863 7/0 5/2 87 78 90 U23 D6W6M6 [PLAY] USDCAD ↑ 5.6 1.3705 0.949 7/0 6/1 99 74 88 Up236 D6W5M6 BROKE_HIGH
USDCAD ↑ 10.3 1.3691 0.322 5/2 6/1 -75 56 80 D23 D4W5M6 -KING- USDCAD ↑ 5.6 1.3705 0.949 7/0 6/1 99 74 88 Up236 D6W5M6 BROKE_HIGH
USDCAD ↑ 11.3 1.3705 0.811 7/0 5/2 70 72 88 box D6W5M6 [PLAY] USDCAD ↑ 5.6 1.3705 0.949 7/0 6/1 99 74 88 Up236 D6W5M6 BROKE_HIGH

ERROR
AUDCHF ↑ 0.4 0.5654 0.686 6/1 2/5 95 98 89 U23 D6W5M6 |WAIT| AUDCHF ↑ 0.4 0.5654 0.686 6/1 2/5 95 98 89 Up236 D6W5M6 BROKE_HIGH
AUDCHF ↑ 0.5 0.5654 0.679 6/1 2/5 93 97 89 U23 D6W5M6 -PLAY+ AUDCHF ↑ 0.4 0.5654 0.686 6/1 2/5 95 98 89 Up236 D6W5M6 BROKE_HIGH
AUDCHF ↑ 2.2 0.5663 0.688 6/1 2/5 96 97 98 U100 D7W6M6 -PLAY+ AUDCHF ↑ 0.4 0.5654 0.686 6/1 2/5 95 98 89 Up236 D6W5M6 BROKE_HIGH
Here we have: full momentum, maximum CSI_D (U100), rising strength, a new bar (D7W6M6), and an operational value of 2.2 (four times higher than the previous row). → This is a full PLAY context, not a -PLAY+.

EURCHF ↓ 0.4 0.9154 -0.150 1/6 2/5 -100 17 -51 D23 D4W4M5 |WAIT| EURCHF ↓ 0.4 0.9154 -0.100 1/6 3/4 -100 17 -51 Dw236 D4W4M5 BROKE_LOW
EURCHF ↓ 0.4 0.9154 -0.150 1/6 2/5 -100 16 -52 D23 D4W4M4 -PLAY+ EURCHF ↓ 0.4 0.9154 -0.100 1/6 3/4 -100 17 -51 Dw236 D4W4M5 BROKE_LOW
NZDCAD ↓ 4.7 0.8136 -0.057 0/7 4/3 -85 -68 80 D23 D3W4M7 |WAIT| NZDCAD ↓ 4.7 0.8136 -0.062 0/7 4/3 -87 -70 80 Dw236 D3W4M7 BROKE_LOW
NZDCAD ↓ 4.7 0.8135 -0.117 0/7 3/4 -89 -71 79 D23 D3W4M7 -PLAY+ NZDCAD ↓ 4.7 0.8136 -0.062 0/7 4/3 -87 -70 80 Dw236 D3W4M7 BROKE_LOW
GBPCAD - 6.2 1.8530 0.179 4/3 5/2 -90 -85 46 D23 D4W3M4 |WAIT| GBPCAD - 6.2 1.8530 0.178 4/3 5/2 -90 -85 46 Dw236 D4W3M4 BROKE_LOW

NZDCHF ↓ 0.6 0.4634 -0.126 0/7 3/4 -92 30 65 D23 D2W4M5 |WAIT| NZDCHF ↓ 0.3 0.4634 -0.150 0/7 3/4 -100 30 65 Dw236 D2W4M5 BROKE_LOW
NZDCHF ↓ 0.6 0.4634 -0.081 0/7 4/3 -93 29 64 D23 D2W4M5 -PLAY+ NZDCHF ↓ 0.3 0.4634 -0.150 0/7 3/4 -100 30 65 Dw236 D2W4M5 BROKE_LOW
EURGBP ↓ 8.0 0.8671 0.391 2/5 1/6 80 61 66 box D8W6M5 |WAIT| EURGBP ↓ 5.7 0.8674 0.450 2/5 1/6 100 65 70 Up236 D9W6M5 BROKE_HIGH
EURGBP ↓ 14.1 0.8660 0.026 1/6 3/4 -58 44 53 D23 D3W4M5 -KING- EURGBP ↓ 5.7 0.8674 0.450 2/5 1/6 100 65 70 Up236 D9W6M5 BROKE_HIGH

This day confirms one thing: the operational grammar works because it reads the market — it doesn’t try to guess it.

Complete definition of the modification
The new update introduces ]PLAY[, a structural PLAY that triggers when FORCE is blocked but the signal remains coherent and improving. It is the definitive solution to the problem of infinite -PLAY+ states.
What it means to have a blocked FORCE( CSI )
FORCE is composed of two directional pairs:

1. d1 → dominant direction (the “true” direction of the movement) — BASE
2. d2 → modulator (the slower component, which confirms or lags) — QUOTE

A blocked FORCE occurs when:
d2 is lagging behind d1 both in the frozen value and in the live value.

BAL – Market Relative Pressure IMPORTANT UPDATE
Official function: NN_CalcBAL_Local()

General description
BAL (Market Relative Pressure) is a directional indicator that measures the dominant pressure between the two currencies of a pair. The value is derived from the combination of:
– Major structure (STR), weight 70%
– Daily momentum (CSI_D), weight 30%
The result is a normalized value in the range [-1, +1], where:
BAL > 0 indicates bullish pressure
BAL < 0 indicates bearish pressure
BAL ≈ 0 indicates no dominant pressure

Major structure (FORCE)
The FORCE field has the format:
BASE_STRONG/BASE_WEAK QUOTE_STRONG/QUOTE_WEAK
Example: 1/6 7/0
The function uses only the STRONG values, which represent the effective strength of the two currencies:
baseStrong = 1
quoteStrong = 7
Directional structure calculation (STR)
The structural pressure between BASE and QUOTE is defined as:
STR = baseStrong – quoteStrong
Example: STR = 1 – 7 = –6
A negative value indicates that the QUOTE dominates, generating bearish pressure on the pair.
Structure normalization
The major scale ranges from 0 to 7. To obtain a normalized value in the range [-1, +1]:
ex1_norm = STR / 7
Example: ex1_norm = –6/7 = –0.857142
Daily momentum normalization (CSI_D)
CSI_D is expressed on a scale [-100, +100]. Normalization is:
csi_norm = CSI_D / 100
Example: CSI_D = –100 → csi_norm = –1
Final BAL formula
BAL combines structure and momentum with weights 70/30:
BAL = 0.7 * ex1_norm + 0.3 * csi_norm

Example: BAL = 0.7 * (–0.857142) + 0.3 * (–1) = –0.900

Complete function
double NN_CalcBAL_Local(int idx)
{
string f = nnSignals[idx].force;
string parts[];
if(StringSplit(f, ' ', parts) != 2)
return 0.0;
string nums1[];
if(StringSplit(parts[0], '/', nums1) != 2)
return 0.0;
int baseStrong = StrToInteger(nums1[0]);
string nums2[];
if(StringSplit(parts[1], '/', nums2) != 2)
return 0.0;
int quoteStrong = StrToInteger(nums2[0]);
double STR = baseStrong - quoteStrong;
double ex1_norm = STR / 7.0;
double csi_norm = nnSignals[idx].CSI_D / 100.0;
return 0.7 * ex1_norm + 0.3 * csi_norm;
}

Operational interpretation
BAL > 0: bullish pressure (BASE stronger than QUOTE)
BAL < 0: bearish pressure (QUOTE stronger than BASE)
BAL ≈ 0: no dominant pressure
BAL is used by the model to validate HIGH/LOW breaks, PLAY/WAIT/KING signals, and coherence between structure, momentum, and geometry (FIBO).

CADCHF ↑ 6.4 0.5717 0.454 5/2 3/4 84 95 -49 D6W6M5 |WAIT| CADCHF ↑ 6.2 0.5717 0.456 5/2 3/4 85 95 -49 Up236 D6W6M5 BROKE_HIGH
CADCHF ↑ 6.6 0.5718 0.469 5/2 3/4 89 96 -48 U23 D6W6M5 -PLAY+ CADCHF ↑ 6.2 0.5717 0.456 5/2 3/4 85 95 -49 Up236 D6W6M5 BROKE_HIGH
CADCHF ↑ 10.0 0.5720 0.382 5/2 4/3 93 97 -46 U38 D6W7M5 ]PLAY[ CADCHF ↑ 6.2 0.5717 0.456 5/2 3/4 85 95 -49 Up236 D6W6M5 BROKE_HIGH

CADCHF – Today’s Operational Evolution (WAIT → -PLAY+ → ]PLAY[)
Today CADCHF showed a very clean technical progression, moving through three distinct operational states.
Below are the three original lines and a concise technical explanation.
Initial Phase — WAIT
Codice
CADCHF ↑ 6.4 0.5717 0.454 5/2 3/4 84 95 -49 D6W6M5 |WAIT|
Reason for WAIT:
FIBO not yet normalized
BAL positive but not strong
FORCE coherent but not reinforced
CSI strong but not supported by a complete structure
Partial coherence → WAIT
Improvement Phase — -PLAY+
Codice
CADCHF ↑ 6.6 0.5718 0.469 5/2 3/4 89 96 -48 U23 D6W6M5 -PLAY+
What changes here:
FIBO normalizes: Up236 → U23
BAL improves (0.454 → 0.469)
CSI increase
No deterioration in FORCE
Clear improvement → -PLAY+
Unlock Phase — ]PLAY[
Codice
CADCHF ↑ 10.0 0.5720 0.382 5/2 4/3 93 97 -46 U38 D6W7M5 ]PLAY[
Unlock triggers:
FIBO unlock: U23 → U38
FORCE blocked (coherent with frozen values)
DWM improves (D6W6M5 → D6W7M5)
BAL still positive
FIBO unlock + blocked force → ]PLAY[
Summary
Today CADCHF delivered a complete and very clean technical progression:
WAIT → -PLAY+ → ]PLAY[.
FIBO normalization (U23) and the subsequent FIBO unlock (U38) were the two main triggers.
Blocked FORCE confirmed the direction of the break.
CSI and DWM supported the transition.
No conditions for [PLAY], but full coherence for ]PLAY[.

GBPAUD ↑ 0.3 1.8691 0.997 7/0 0/7 98 98 -62 Up236 D8W5M4 |WAIT| GBPAUD ↑ 0.3 1.8691 0.997 7/0 0/7 98 98 -62 Up236 D8W5M4 BROKE_HIGH // line 110
GBPAUD ↑ 3.0 1.8691 0.694 7/0 3/4 97 97 -62 Up236 D8W5M4 -PLAY+ GBPAUD ↑ 0.3 1.8691 0.997 7/0 0/7 98 98 -62 Up236 D8W5M4 BROKE_HIGH // line 1860
GBPAUD ↑ 6.8 1.8657 0.251 6/1 5/2 50 50 -71 Dw236 D5W5M3 -KING- GBPAUD ↑ 0.3 1.8691 0.997 7/0 0/7 98 98 -62 Up236 D8W5M4 BROKE_HIGH // line 4100
GBPAUD ↑ 7.5 1.8659 0.259 6/1 5/2 52 52 -70 Dw236 D5W5M3 -KING- GBPAUD ↑ 0.3 1.8691 0.997 7/0 0/7 98 98 -62 Up236 D8W5M4 BROKE_HIGH // line 4610
GBPAUD ↑ 8.3 1.8692 0.496 7/0 5/2 98 98 -62 Up236 D8W5M4 -PLAY+ GBPAUD ↑ 0.3 1.8691 0.997 7/0 0/7 98 98 -62 Up236 D8W5M4 BROKE_HIGH // line 5110

1. Immediate Takeaway
The market remains in a dominant UP trend (Up236).
The two KING sequences do not alter the structure because they:
arrive with low internal strength (50–52)
appear against a 98/98 context
fail to produce follow‑through
are immediately absorbed by new BROKE_HIGH events
The UP trend is psychologically and structurally intact.

2. Event Clustering
Cluster A — Repeated BROKE_HIGH events (lines 110, 1860, 4100, 4610, 5110)
All showing:
FORCE 98/98
7/0 and 0/7 → maximum cleanliness
Up236 → extremely stable underlying trend
D8W5M4 → coherent multi‑frame UP alignment
These events are continuity confirmations, not exhaustion signals.

Cluster B — KING (lines 4100 and 4610)
Characteristics:
FORCE 50–52 → too weak to reverse
6/1 and 5/2 → structurally noisy
Dw236 → local counter‑trend, not structural
–71 / –70 → insufficient bearish pressure
These are failed reversal attempts, not true pivots.

Cluster C — PLAY+ (lines 1860 and 5110)
PLAY+ appears:
within a strong UP context
with high strength (97–98)
either after or before BROKE_HIGH events
Here, PLAY+ acts as a continuity booster, not a risk signal.
Model Reduction (core sentence)
“Dominant UP trend, confirmed by repeated BROKE_HIGH events; the KING sequences lack the strength to trigger an actual reversal.”

========================================================================================================================================================================
════════════════════════════════ PENDING ═════════════════════════════════ ═════════════════════════════════════ ATTIVATI ═════════════════════════════════════
========================================================================================================================================================================
=== BREAK PENDING (AGE fresco, NONE o ATTIVATI) === === BREAK ATTIVATI (storico + stato attuale) ===
AUDCHF - 12.9 0.5623 -0.324 3/4 5/2 -41 -41 -68 Up500 D6W5M4 |WAIT| AUDCHF - 0.4 0.5617 -0.530 2/5 6/1 -43 -43 -76 Up236 D5W5M3 BROKE_HIGH
CADCHF ↓ 14.2 0.5709 -0.582 2/5 5/2 -94 -94 -58 Dw1000 D3W4M4 +PLAY- CADCHF ↓ 0.4 0.5719 -0.526 3/4 6/1 -75 -75 -47 Dw236 D4W4M5 BROKE_LOW
CADJPY ↑ 9.2 115.6250 0.415 2/5 0/7 71 71 76 box D5W5M6 |WAIT| CADJPY ↑ 0.4 115.5560 0.266 1/6 0/7 55 55 73 Dw236 D5W5M5 BROKE_LOW
CHFJPY ↑ 16.9 202.5480 0.783 5/2 0/7 94 94 98 Up618 D7W5M7
EURAUD - 13.9 1.6258 0.219 4/3 3/4 39 39 -43 Dw1000 D4W4M5 |WAIT| EURAUD - 0.4 1.6283 0.468 4/3 1/6 55 55 -34 Dw236 D5W5M5 BROKE_LOW
EURCHF - 12.9 0.9143 -0.262 4/3 5/2 -54 -54 -76 box D5W5M4 |WAIT| EURCHF - 0.5 0.9135 -0.500 4/3 6/1 -100 -100 -92 Dw236 D4W4M4 BROKE_LOW
EURGBP ↓ 15.4 0.8677 -0.549 4/3 7/0 -82 -82 52 Dw4236 D0W2M5
EURJPY ↑ 13.9 185.1855 0.684 4/3 0/7 94 94 92 Up500 D7W5M7 |WAIT| EURJPY ↑ 0.3 184.8925 0.699 5/2 1/6 99 99 83 Up236 D6W5M6 BROKE_HIGH
GBPAUD ↑ 14.4 1.8738 0.628 7/0 3/4 76 76 -51 Up1618 D9W6M4 -PLAY+ GBPAUD ↑ 0.3 1.8691 0.997 7/0 0/7 98 98 -62 Up236 D8W5M4 BROKE_HIGH
GBPCHF ↑ 15.2 1.0537 0.427 7/0 5/2 75 75 -61 Up4236 D9W6M4
NZDCHF ↑ 1.2 0.4609 0.333 6/1 5/2 77 77 -68 box D8W5M4 |WAIT| NZDCHF ↑ 0.4 0.4609 0.336 6/1 5/2 78 78 -68 Up236 D9W5M4 BROKE_HIGH
USDCAD ↓ 0.4 1.3736 -0.375 1/6 2/5 -91 -91 85 Dw236 D3W4M7 -PLAY+ USDCAD ↓ 0.3 1.3738 -0.360 1/6 2/5 -86 -86 86 Dw236 D3W4M7 BROKE_LOW
USDJPY ↓ 2.4 158.8250 0.231 1/6 0/7 43 43 93 box D4W4M7 |WAIT| USDJPY ↓ 0.4 158.9630 0.326 1/6 0/7 75 75 97 Up236 D5W5M7 BROKE_HIGH
========================================================================================================================================================================
NUOVO SEGNALE ATTIVATO

PAIR: `USDCAD`
STATO: `-PLAY+`
BREAK: BROKE_LOW
AGE: 0.3
PRICE: 1.37375 → 1.37359
BAL: -0.360 → -0.375
FORCE: 1/6 2/5 → 1/6 2/5

Live

Dear PISoft,
Thanks for Great System..
I just wanted to say a huge thank you for sharing your Python trading system with the community!
It’s rare to find people willing to open-source their hard work for free, and putting the code out there is incredibly generous of you.
The framework looks great, but to make sure I (and others) can get the absolute most out of it without breaking anything, would you mind breaking down the core logic a bit further?
Thanks again for your time and for giving back to the trading community. Looking forward to learning more about how you put this together!
I installed python and anaconda as per you mention in above post but still struggling to get result .
JamesCaror