Combines a multi-horizon momentum score with a shorter-term oscillator bias to produce a unified signed signal and a signed exposure called "fractalTarget". Entries are regime-gated so trades are "Regime-aligned long/short" unless a "strong reversal" condition forces a bypass, and sizing is scaled by inverse volatility so position USD is driven by a target fraction of equity. Risk management is explicit: portfolio take-profit, trailing giveback, circuit breaker drawdown, hard equity drawdown stop, max holding time, and signal-flip exits control behavior.
第三方公开时序研究的技术指标迁移草稿；待 QuantElse 使用原始行情复现。
Minara public Marketplace API (third-party, pending QuantElse replay)
ohlcv · 30m · 240 samples
2026-07-30T20:59:59Z · Public third-party claim; retain attribution and source terms.
catalog-default-v1
model-based fees · model-based slippage
Imported from Minara public Marketplace API; no QuantElse execution, fees, funding or slippage were recomputed.
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