Fibonacci Golden Zone engine self-test 2026-10-14T13:01:38.852Z
[PASS] opening range 09:31-09:35: high 101, low 100
[PASS] long: limit at Z618 = 103.82 of the push 100-110 filled on a trade-through, stop 1 tick under Z786, target the push high: L 09:41 103.82->110 target
[PASS] the target fills at 110 at 09:43, net = 6.18 points x $50 - $30.76
[PASS] one trade per direction: the second pullback into the zone is not traded
[PASS] short: the mirror image gives the mirror trade: S 09:41 96.18->90 target
[PASS] a touch of Z618 without a one-tick trade-through is not filled: no trade
[PASS] filled and stopped in the same minute (the stop is checked in the entry minute), at the stop: L 09:41 103.82->101.89 stop
[PASS] a minute opening below Z786 is no fill: the setup is broken: no trade
[PASS] stop and target in the same minute: the stop is taken: L 09:41 103.82->101.89 stop
[PASS] the target is not checked in the entry minute: L 09:41 103.82->110 target
[PASS] a wick above the range high without a close above it is no breakout
[PASS] 11:30 cut: a pullback after 11:30 is not traded and the setup expires: {"setups":1,"expired":1}
[PASS] early close: a position still open is closed at 13:15: L 09:41 103.82->105 session close
[PASS] a session with fewer than 3 opening-range minutes has no setup
[PASS] 5-minute bars built from the minutes: 78 bars, the pin bar closing 09:55 as given
[PASS] pin bar in the zone: entry at the 09:56 open, stop 1 tick under the swing low, target the 127.2% extension: L 09:56 106.4->112.72 target
[PASS] 5-minute short: the mirror image gives the mirror trade: S 09:56 93.6->87.28 target
[PASS] bullish engulfing in the zone is a signal (the bar before it, not in the zone, is not): L 10:01 107.3->112.72 target
[PASS] a touch of the zone that closes below Z618 is no signal: no trade
[PASS] a 5-minute bar reaching Z786 breaks the setup: no later signal: no trade
[PASS] the confirmation rules by hand: pin bar, engulfing, wick share 60%, the zone limits
[PASS] the VWAP condition: Z618 within 2.00 points of the VWAP
[PASS] session VWAP: volume-weighted typical price of the minutes from 09:30
[PASS] synthetic FO-1M-LIM: engine and re-implementation agree trade by trade: 345 vs 345, 0 differences
[PASS] synthetic FO-5M-CONF: engine and re-implementation agree trade by trade: 142 vs 142, 0 differences
[PASS] synthetic FO-1M-VWAP: engine and re-implementation agree trade by trade: 319 vs 319, 0 differences
[PASS] synthetic FO-5M-VWAP: engine and re-implementation agree trade by trade: 121 vs 121, 0 differences
real data: 2378027 minutes, 1737 sessions, 2020-01-02 .. 2026-09-25
[PASS] real data: 5-minute bars and the session VWAP equal a naive recomputation (every 37th session): 0 bar and 0 VWAP differences
[PASS] FO-1M-LIM: engine and independent re-implementation agree trade by trade: 1871 vs 1871 trades, 0 differences 
[PASS] FO-1M-LIM: control at offset 0 (real fill price) reproduces the real trades: 1871 of 1871, 0 differences
[PASS] FO-5M-CONF: engine and independent re-implementation agree trade by trade: 680 vs 680 trades, 0 differences 
[PASS] FO-5M-CONF: control at offset 0 (real fill price) reproduces the real trades: 680 of 680, 0 differences
[PASS] FO-1M-VWAP: engine and independent re-implementation agree trade by trade: 881 vs 881 trades, 0 differences 
[PASS] FO-1M-VWAP: control at offset 0 (real fill price) reproduces the real trades: 881 of 881, 0 differences
[PASS] FO-5M-VWAP: engine and independent re-implementation agree trade by trade: 251 vs 251 trades, 0 differences 
[PASS] FO-5M-VWAP: control at offset 0 (real fill price) reproduces the real trades: 251 of 251, 0 differences

PASSED