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Edge Scanner v1.1.5

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@simonro simonro released this 23 Sep 10:38
· 5 commits to main since this release

Fixes to how custom setup triggers remember what they already alerted on. They come from the alert-state audit @neusse filed in #18. Thank you for a careful, reproducible report.

Not financial advice. The sample setups are starting points, not a strategy.

Fixes

  • One trigger with different settings in two setups no longer interferes with itself. Each trigger configuration now keeps its own memory of what it already fired on. Before, two setups using the same trigger with different settings shared that memory, so the first one to fire could silence the other: RVOL crossing 1.5x and 3x, for example, or Break over recent high with lookbacks of 3 and 5. Replaying one day of 200 symbols, the affected Break over recent high/low setups fired about twice as often, which is what their settings always asked for.
  • Starting after the open no longer alerts on the morning's events. Today's bars were replayed into the charts at startup but never shown to the triggers, so the first live bar treated a 9:30 gap, an RVOL already above threshold, or a streak already running as new. Startup now records where every trigger stands before live bars arrive. On a simulated start at 11:00, the first two minutes sent 480 alerts instead of 700.
  • Gap at the open requires the scanner to have seen the open. A symbol caught up from quotes mid-session could report its current price as the gap.
  • Near high/low of day and Near last high/low need the bar to stay inside the level. A bar that wicked through and closed just under it broke the level; it did not approach it.
  • The Short % of float condition can pass. The fundamentals cache stores short interest as a fraction and the setting is a percent, so "at least 10" never matched.

Not changed on purpose

  • Crosses and streaks keep tracking the market through premarket, including for setups that alert only in the regular session. Otherwise a cross made at 7:00 reads as a new cross at 9:30.
  • Range break still compares the breaking bar's volume with the average range candle. Comparing per minute is arguably more correct, but it makes existing setups fire several times as often at their current settings, so it waits for a setting that accounts for it.

Update

git pull

Then restart the scanner. There are no dashboard or dependency changes. Your .env and everything in data/ are untouched.