Noise Area Breakout engine self-test 2026-10-11T13:35:57.529Z
[PASS] Asia and London session times equal the time zone database on every weekday 2004-2026: 12002 sessions, 0 differences 
[PASS] London 08:00 on New York clock: 03:00 normally, 04:00 in the US/UK mismatch weeks of March 2024, 03:00 in July: 2024-01-15T03:00 2024-03-20T04:00 2024-07-15T03:00
[PASS] Tokyo 09:00 on New York clock: 19:00 the evening before in winter, 20:00 in summer: 2024-01-15T19:00 2024-07-15T20:00
[PASS] sigma = 0.1% from the 14 previous sessions; bands 100.1 and 99.9: sigma 0.0009999999999998899, previous close 100
[PASS] the first session has no previous close and no trade; sessions 2 to 10 have too few sessions for sigma
[PASS] long above the band at 10:00 (fill 10:01 open), stopped at 11:00 (fill 11:01), short below the band at 11:30, out at the 16:00 close: 1 100.21->100.04 -39.26 stop; -1 99.79->99.5 -16.26 session close
[PASS] long only: the long, no short: 1
[PASS] first entry of the test day: checkpoint 30 minutes, long: {"m":30,"dir":1}
[PASS] control at shift 0 gives the real trades
[PASS] synthetic NY-LS: reference agrees: 2 vs 2
[PASS] synthetic NY-L: reference agrees: 1 vs 1
[PASS] a stop below the lower band flips to a short at the same fill: 1 2024-01-24T10:01->2024-01-24T11:01; -1 2024-01-24T11:01->2024-01-24T16:00
[PASS] New York on the day after Thanksgiving closes at 13:15: 2024-11-29T13:15
ES: 2378027 minutes, 2020-01-01T18:01 .. 2026-09-25T16:59, volume total 2.60e+9
  AS: 1757 sessions in range, 1737 with open and close bars
[PASS] ES AS-LS: engine and independent re-implementation agree trade by trade: 1170 vs 1170 trades, 0 differences 
[PASS] ES AS-LS: control at shift 0 reproduces the real trades
[PASS] ES AS-L: engine and independent re-implementation agree trade by trade: 536 vs 536 trades, 0 differences 
[PASS] ES AS-L: control at shift 0 reproduces the real trades
  LD: 1757 sessions in range, 1733 with open and close bars
[PASS] ES LD-LS: engine and independent re-implementation agree trade by trade: 2077 vs 2077 trades, 0 differences 
[PASS] ES LD-LS: control at shift 0 reproduces the real trades
[PASS] ES LD-L: engine and independent re-implementation agree trade by trade: 1092 vs 1092 trades, 0 differences 
[PASS] ES LD-L: control at shift 0 reproduces the real trades
  NY: 1756 sessions in range, 1737 with open and close bars
[PASS] ES NY-LS: engine and independent re-implementation agree trade by trade: 1546 vs 1546 trades, 0 differences 
[PASS] ES NY-LS: control at shift 0 reproduces the real trades
[PASS] ES NY-L: engine and independent re-implementation agree trade by trade: 786 vs 786 trades, 0 differences 
[PASS] ES NY-L: control at shift 0 reproduces the real trades
NQ: 2373779 minutes, 2020-01-01T18:01 .. 2026-09-25T17:00, volume total 9.76e+8
  AS: 1757 sessions in range, 1733 with open and close bars
[PASS] NQ AS-LS: engine and independent re-implementation agree trade by trade: 1228 vs 1228 trades, 0 differences 
[PASS] NQ AS-LS: control at shift 0 reproduces the real trades
[PASS] NQ AS-L: engine and independent re-implementation agree trade by trade: 585 vs 585 trades, 0 differences 
[PASS] NQ AS-L: control at shift 0 reproduces the real trades
  LD: 1757 sessions in range, 1731 with open and close bars
[PASS] NQ LD-LS: engine and independent re-implementation agree trade by trade: 2116 vs 2116 trades, 0 differences 
[PASS] NQ LD-LS: control at shift 0 reproduces the real trades
[PASS] NQ LD-L: engine and independent re-implementation agree trade by trade: 1107 vs 1107 trades, 0 differences 
[PASS] NQ LD-L: control at shift 0 reproduces the real trades
  NY: 1756 sessions in range, 1734 with open and close bars
[PASS] NQ NY-LS: engine and independent re-implementation agree trade by trade: 1504 vs 1504 trades, 0 differences 
[PASS] NQ NY-LS: control at shift 0 reproduces the real trades
[PASS] NQ NY-L: engine and independent re-implementation agree trade by trade: 747 vs 747 trades, 0 differences 
[PASS] NQ NY-L: control at shift 0 reproduces the real trades
XAU: 7067434 minutes, 2004-06-11T00:19 .. 2026-10-07T16:57, volume total 5.48e+8
  AS: 5823 sessions in range, 4925 with open and close bars
[PASS] XAU AS-LS: engine and independent re-implementation agree trade by trade: 3602 vs 3602 trades, 0 differences 
[PASS] XAU AS-LS: control at shift 0 reproduces the real trades
[PASS] XAU AS-L: engine and independent re-implementation agree trade by trade: 1857 vs 1857 trades, 0 differences 
[PASS] XAU AS-L: control at shift 0 reproduces the real trades
  LD: 5824 sessions in range, 5170 with open and close bars
[PASS] XAU LD-LS: engine and independent re-implementation agree trade by trade: 6241 vs 6241 trades, 0 differences 
[PASS] XAU LD-LS: control at shift 0 reproduces the real trades
[PASS] XAU LD-L: engine and independent re-implementation agree trade by trade: 3219 vs 3219 trades, 0 differences 
[PASS] XAU LD-L: control at shift 0 reproduces the real trades
  NY: 5823 sessions in range, 4715 with open and close bars
[PASS] XAU NY-LS: engine and independent re-implementation agree trade by trade: 3774 vs 3774 trades, 0 differences 
[PASS] XAU NY-LS: control at shift 0 reproduces the real trades
[PASS] XAU NY-L: engine and independent re-implementation agree trade by trade: 1938 vs 1938 trades, 0 differences 
[PASS] XAU NY-L: control at shift 0 reproduces the real trades

PASSED