DAX Fibonacci pullback, self-test 2026-11-09T07:22:33.342Z
[PASS] EMA(3) of 1..5: undefined, undefined, 2, 3, 4 (engine and reference): [null,null,2,3,4]
[PASS] trigger at the 10:00 bucket end; anchors on bodies H 10,120, L 9,990; limit 10,039.66 filled at 10:30; target 10,139.66 at 11:00: {"stage":"filled","H":10120,"L":9990,"entry":10039.66,"exit":10139.66,"reason":"target"}
[PASS] a touch only at 14:00 is after the order expired: not filled: not filled
[PASS] a minute opening below the limit fills at its open (10,030): 10030
[PASS] in the fill minute only the stop is checked (stopped although the high reached the target): "stop"
[PASS] stop and target in one later minute: the stop is taken: "stop"
[PASS] a minute opening below the stop fills at its open (9,950): 9950
[PASS] neither hit: closed at the 17:29 close (10,072), not flagged: [10072,false]
[PASS] a missing minute while the trade is open: flagged
[PASS] a close above the previous high only in the 12:00-12:14 bucket: no trigger: no trigger
[PASS] 1-hour trend against at the trigger: no trade: 1-hour trend against
[PASS] short mirrored: sell limit 9,960.34 filled at 10:30, target 9,860.34 at 11:00: [9960.34,9860.34,"target"]
[PASS] two data segments (the Euro Stoxx stretch removed); after the gap the first eligible day comes 200 trading days later (EMAs restarted): 2 segments, first eligible after the gap 2024-09-17
[PASS] every kept trading day closes above 4,700 (DAX level): 5074.5
data: 3105 trading days 2011-01-03 .. 2026-10-30; 27928 one-hour bars; first eligible day 2011-10-12
[PASS] DFIB-L: engine and independent re-implementation agree trade by trade: 327 vs 327 trades, 0 differences 
[PASS] DFIB-L: the same day counts by stage: {"daily trend against":1206,"no trigger":946,"filled":327,"not filled":140,"1-hour trend against":86,"no range":1} vs {"daily trend against":1206,"no trigger":946,"filled":327,"not filled":140,"1-hour trend against":86,"no range":1}
[PASS] DFIB-L: stop and target are measured from the limit level E (rule 6), also on the 98 trades filled through it
[PASS] DFIB-L: control at offset 0 enters on the real days, minutes and directions (market orders, as specified)
[PASS] DFIB-LS: engine and independent re-implementation agree trade by trade: 391 vs 391 trades, 0 differences 
[PASS] DFIB-LS: the same day counts by stage: {"daily trend against":870,"no trigger":1166,"1-hour trend against":106,"not filled":172,"filled":391,"no range":1} vs {"daily trend against":870,"no trigger":1166,"1-hour trend against":106,"not filled":172,"filled":391,"no range":1}
[PASS] DFIB-LS: stop and target are measured from the limit level E (rule 6), also on the 125 trades filled through it
[PASS] DFIB-LS: control at offset 0 enters on the real days, minutes and directions (market orders, as specified)

PASSED