Change of character self-test, 2026-10-26T12:20:29.568Z 1. Hand-made days (Wednesday 10 Jan 2024 unless stated; stamps are bar closes, 09:31 = 571) A. the base long: MKT buys 18025 at 10:16, stop 17954.75 (one tick under the sweep low), R 70.25, target 18165.5 reached at 10:55 [ok] levels PDL 17900, ONL 17960, PDH 18100, ONH 18040 [ok] setup at 605: level 18020, stop 17954.75, swept ONL, structure at 590 [ok] MKT: 2794.24 dollars, 1.9888 R [ok] RET: the price never comes back to 18020 within 30 minutes -> expired, no trade [ok] reference identical (all four variants) B. RET retest: a minute at 10:20 (610) opens 18025 and trades 18019 -> filled at the level 18020; R 65.25, target 18150.5 reached at 10:55 [ok] RET: 2594.24 dollars [ok] reference identical (all four variants) [ok] the fill minute also reaches 18160: filled at 18020 (the fill comes before the cancel), and the target is not taken in the fill minute (order unknown) -> target at 10:55 [ok] reference identical (all four variants) C. RET gap through the limit: the minute at 10:20 opens 18015 -> filled at its open; D. the target computed from the limit (18150.5) reached first at 10:30 -> cancelled [ok] gap fill at 18015, target 18135.5: 2394.24 dollars [ok] reference identical (all four variants) [ok] target first at 620: RET cancelled (the retest at 625 is ignored); MKT still trades [ok] reference identical (all four variants) E. the minute at 10:20 opens 17950, at or below the stop: RET cancelled; the MKT trade is stopped at that open (a new low after the shift only hits the stop) [ok] RET cancelled by the stop [ok] MKT stopped at the open 17950: -1515.76 dollars [ok] reference identical (all four variants) F. the 30-minute window of RET: a retest at 10:46 (636) is too late; one at 10:45 (635) fills [ok] retest at 636: expired [ok] retest at 635: filled, closed at the session close 84.24 dollars [ok] reference identical (all four variants, both days) G. the broken swing is not a lower high (18020 at 580, then 18030 at 590): a displaced close above 18030 at 605 is no change of character [ok] no setup; counted as a break of a swing that was not a lower high [ok] reference identical (all four variants) H. a close above 18020 without displacement at 603 (body 5, ATR 11.8), then one with it at 605 (body 36, ATR 13.6) [ok] setup at 605 only; trade 18058 -> session close -15.76 [ok] reference identical (all four variants) I. the windows: a shift 61 minutes after the sweep lapses, at 60 minutes it counts; a sweep at 11:20 with the shift at 11:31 lapses, at 11:30 it counts; a sweep at 11:31 is none [ok] sweep at 600, shift at 661: no trade; reference identical [ok] sweep at 600, shift at 660: a trade; reference identical [ok] sweep at 680, shift at 691: no trade; reference identical [ok] sweep at 680, shift at 690: a trade; reference identical [ok] sweep at 691, shift at 695: no trade; reference identical J. the sweep extreme moves lower (17950 at 602) after a new swing high 18010 at 601 (a lower high than 18020): the shift needs a close above 18010, the stop is 17949.75 [ok] level 18010, stop 17949.75; 2594.24 dollars [ok] reference identical (all four variants) K. both sides pending: ONH swept at 600-601 (short), ONL at 603 (long); the long shift at 606 comes first, the short is dropped (a later close under its higher low at 620 forms nothing) [ok] one setup (long at 606); trade long at 607, session close [ok] reference identical (all four variants) [ok] a short alone: sell 17982, stop 18045.25, target 17855.5: 2514.24 dollars [ok] reference identical (all four variants) L. stop and target in one minute -> the stop; Q. the first minute after the shift opens below the stop -> no MKT trade [ok] stopped at 17954.75: -1420.76 dollars [ok] entry 17950 below the stop 17954.75: no trade [ok] reference identical (all four variants, both days) M. an early close (Friday 29 Nov 2024, 13:15; the previous day, Thanksgiving, closed 13:00): the trade closes at the close of 13:15 [ok] exit at 2024-11-29 13:15 [ok] reference identical (all four variants) N. levels: no previous session -> only ONL/ONH; no overnight either -> no level, no trade; ONH above PDH -> PDH not used; ONL below PDL -> PDL not used [ok] no previous session: ONL, ONH; the trade still forms; reference identical [ok] no session before and no overnight: no level, no trade; reference identical [ok] PDH taken overnight: PDL, ONL, ONH; PDL taken overnight: ONL, PDH, ONH; reference identical O. ties: equal highs 18020 at 590 and 592 are neither a swing; the last swing (18030 at 580) has none before it -> no setup even on a close above 18030 [ok] no setup; reference identical P. 5-minute bars: swing highs 18030 (bar 10:00) and 18020 (bar 10:30), the sweep in the bar 11:00, the shift in the bar 11:15; MKT buys at 11:16 [ok] 5-minute setup at 675; 2794.24 dollars [ok] reference identical (all four variants) 2. Real data: engine against the independent reference 2373779 bars 2020-01-01 18:01 .. 2026-09-25 17:00 New York; 1734 usable days; 1734 with at least one level [ok] CH-1M-MKT: 634 trades, reference 634, identical [ok] CH-1M-RET: 494 trades, reference 494, identical [ok] CH-5M-MKT: 162 trades, reference 162, identical [ok] CH-5M-RET: 109 trades, reference 109, identical 3. Control at offset 0 [ok] CH-1M-MKT: 634 control trades at the real entry minutes, same direction and R [ok] CH-1M-RET: 494 control trades at the real entry minutes, same direction and R [ok] CH-5M-MKT: 162 control trades at the real entry minutes, same direction and R [ok] CH-5M-RET: 109 control trades at the real entry minutes, same direction and R PASSED