TA-Forex -- Data Inventory (Mar 28, 2026)
Status: FULLY BUILT -- All indicators + proprietary metrics computing
Data Source
- OANDA REST API -- 15 pairs x 4 timeframes (15m, 1H, 4H, Daily)
- Candles collected on cron, stored as ta-forex-ohlcv
Active Indicators (ta-core shared library)
All 15 standard indicators computing:
- RSI, MACD, ATR, Bollinger Bands, Keltner Channels, Stochastic, ADX
- VWAP (session-anchored: Asian/London/NY), OBV, CMF
- SMA, EMA, Pivot Points
- Dual SuperTrend (10/2 + 10/3) with flip detection + outcome backfill
- Volume analysis
Active Signal Engines (ta-core shared)
- RSI cross signals: 8 pairs, 16 lines, dual stop tracking (initial + trailing)
- Pullback monitor: 5 methods x multiple parameter sets
- S&R Zone Engine: 6 methods (multi-touch, polarity flip, period H/L, volume profile, order blocks, liquidity sweeps), scoring 0-100+, decay + lifecycle
- Closed-period structure: candle anatomy + structure score
- Regime detection: Hurst exponent + autocorrelation + volatility clustering + ATR forecast
- Liquidity sweep detection (stop-hunt patterns)
- Fair value gap detection (body gaps + fill tracking)
- Order block detection (last opposing candle before impulse >2 ATR)
- Candlestick patterns at zones (6 patterns, zone-triggered only)
- RSI divergences (4 types + z-score strength)
- Confluence scoring (-35 to +35 composite)
- Additional entry signals (5 types)
Proprietary Metrics -- ACTIVE
| Metric |
Status |
| CPMDI -- Currency Strength Momentum Divergence |
Computing |
| STM -- Session Transition Momentum |
Computing |
| CARM -- Carry-Adjusted Momentum |
Computing |
| OFIP -- Order Flow Imbalance Pressure |
Computing |
| CCB -- Cross-Pair Correlation Breakdown |
Computing |
| YCIF -- Yield Curve Impact Factor |
Computing |
| VRTP -- Volatility Regime Transition Probability |
Computing |
| FX Risk Reversal Skew |
Pending -- needs options data source |
Overlays -- ACTIVE
- OANDA order/position books
- Carry data (swap rates from OANDA)
- Session tracking (Asian/London/NY boundaries)
- Currency strength isolation (synthetic DXY decomposition)
Cross-Market (shared data layer)
- FRED yields (treasury_daily)
- VIX
- Synthetic DXY (from OANDA component pairs)
- Economic calendar
Foundation Models
- Chronos-T5 ensemble (Small + Base) -- running on Python sidecar port 5050
Lead-Lag Analysis
- Cross-pair correlation matrix active (15 pairs)
Still Pending / Needs External Data
- FX Risk Reversal Skew metric (needs options data -- no free source identified)
- TradingEconomics calendar integration (using shared economic calendar instead)
- S&R methods not yet built: Fibonacci, round numbers, ZigZag, dynamic-to-static (4 of 10 deferred)
Instruments
15 forex pairs: EUR/USD, GBP/USD, USD/JPY, USD/CHF, AUD/USD, NZD/USD, USD/CAD, EUR/GBP, EUR/JPY, GBP/JPY, AUD/JPY, EUR/AUD, EUR/CAD, GBP/AUD, GBP/CAD
Source: ~/.claude/projects/-home-ubuntu-edgeclaw/memory/ta-forex-data-inventory.md