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Reads no account state; makes no network/exchange calls.\nexport type Bar={t:number,o:number,h:number,l:number,c:number,v:number,T?:number};\nexport type Level={p:number,name:string,period:string,key:number,range:number};\nexport type Trade={signal:number,entryTime:number,exitTime:number,side:number,level:number,label:string,period:string,session:string,entry:number,exit:number,atr:number,atrBps:number,grossR:number,grossBps:number,outcome:string,ambiguous:boolean,signalClose:number};\nexport const DAY=86400000;\nconst nyFormatter=new Intl.DateTimeFormat('en-CA',{timeZone:'America/New_York',year:'numeric',month:'2-digit',day:'2-digit',hour:'2-digit',minute:'2-digit',hourCycle:'h23'});\nexport function ny(t:number){const p:any={};for(const a of nyFormatter.formatToParts(t))p[a.type]=a.value;return {date:p.year+'-'+p.month+'-'+p.day,minute:+p.hour*60+(+p.minute)};}\nexport function utcDate(t:number){return new Date(t).toISOString().slice(0,10);}\nexport function key(t:number,period:string){const d=new Date(t);return period==='D'?Math.floor(t/DAY):period==='W'?Math.floor((t+3*DAY)/(7*DAY)):d.getUTCFullYear()*12+d.getUTCMonth();}\nexport function traditional(h:number,l:number,c:number){const p=(h+l+c)/3;return {P:p,R1:2*p-l,S1:2*p-h,R2:p+h-l,S2:p-h+l,R3:2*p+h-2*l,S3:2*p-2*h+l,R4:3*p+h-3*l,S4:3*p-3*h+l,R5:4*p+h-4*l,S5:4*p-4*h+l};}\nfunction random(seed:number){let x=seed>>>0;return ()=>{x^=x<<13;x^=x>>>17;x^=x<<5;return (x>>>0)/4294967296;};}\nfunction hash(s:string){let h=2166136261;for(let i=0;i>>0;}\nexport function validate(bars:Bar[],interval:number,cash=false){let duplicate=0,bad=0,gaps=0;for(let i=0;iMath.min(b.o,b.c)||b.hb.h)bad++;if(i&&b.t<=bars[i-1].t)duplicate++;if(i&&b.t-bars[i-1].t>interval*1.5&&(!cash||utcDate(b.t)===utcDate(bars[i-1].t)))gaps++;}if(bad||duplicate)throw Error('Invalid OHLC/order: '+JSON.stringify({bad,duplicate}));return {n:bars.length,first:new Date(bars[0].t).toISOString(),last:new Date(bars.at(-1)!.t).toISOString(),bad,duplicate,gaps};}\nexport function cashClean(bars:Bar[]){return bars.filter(b=>{const x=ny(b.t);return x.minute>=570&&x.minute<960&&b.v>0;});}\nexport function atr(bars:Bar[],length=14){const a=Array(bars.length).fill(NaN);let sum=0;for(let i=0;i=length)a[i]=(a[i-1]*(length-1)+tr)/length;}return a;}\nexport function makeSource(daily:Bar[]){const out:any={};for(const period of ['D','W','M']){const m=new Map();for(const b of daily){const k=key(b.t,period),v=m.get(k);if(v){v.h=Math.max(v.h,b.h);v.l=Math.min(v.l,b.l);v.c=b.c;v.last=b.t;v.n++;}else m.set(k,{key:k,h:b.h,l:b.l,c:b.c,first:b.t,last:b.t,n:1});}let a=[...m.values()].sort((a,b)=>a.key-b.key);if(period!=='D')a=a.slice(1);out[period]=a;}return out;}\nfunction levelsFor(t:number,source:any,seed:number){const out:Level[]=[];for(const period of ['D','W','M']){const k=key(t,period),a=source[period];let prev:any;for(let i=a.length-1;i>=0;i--)if(a[i].key'R'+(i+1)),...Array.from({length:depth},(_,i)=>'S'+(i+1))])out.push({p:p[name]+shift,name:period+' '+name,period,key:prev.key,range:prev.h-prev.l});}return out;}\nexport function prepare(bars:Bar[],source:any,cashDays:Set,seed=0){const levels:Level[][]=[],sessions:string[]=[],cache=new Map();for(const b of bars){const d=utcDate(b.t);if(!cache.has(d))cache.set(d,levelsFor(b.t,source,seed));levels.push(cache.get(d)!);const n=ny(b.t);sessions.push(cashDays.has(n.date)?(n.minute>=570&&n.minute<960?'RTH':'outside_RTH'):'cash_closed');}return {bars,levels,sessions,atr:atr(bars)};}\nfunction visible(levels:Level[],lastClose:number){const m=levels.filter(x=>x.period==='M');let below:Level|undefined,above:Level|undefined;for(const x of m){if(x.p<=lastClose&&(!below||x.p>below.p))below=x;if(x.p>=lastClose&&(!above||x.px.period!=='M'||x===below||x===above);}\nexport function simulate(data:any,options:{interval:number,horizon:number,rejection:boolean,cash:boolean,tick?:number}){const {bars,levels,sessions,atr:a}=data;const trades:Trade[]=[];let i=50,censored=0,signalCount=0,missingEntry=0;const tick=options.tick??0.01;while(i0)){i++;continue;}const buf=Math.max(A*0.25,2*tick),back=Math.max(A*0.10,2*tick);const candidates:any[]=[];for(const l of visible(levels[i],prev.c)){const tag=l.name.split(' ')[1];const side=tag==='P'?(prev.c>l.p?1:-1):tag.startsWith('S')?1:-1;if(side*(prev.c-l.p)<=buf)continue;if(b.l>l.p+buf||b.hx.d-y.d);const l=candidates[0];signalCount++;const start=i+1,nb:Bar=bars[start];if(nb.t-b.t>options.interval*1.5||(options.cash&&utcDate(nb.t)!==utcDate(b.t))){missingEntry++;i++;continue;}const entry=nb.o,sl=entry-l.side*A,tp=entry+l.side*A;let exit=NaN,outcome='TIME',ambiguous=false,j=start,bad=false;const last=Math.min(start+options.horizon-1,bars.length-1);for(;j<=last;j++){const q:Bar=bars[j];if(j>start&&options.cash&&utcDate(q.t)!==utcDate(nb.t)){j--;exit=bars[j].c;outcome='SESSION';break;}if(j>start&&q.t-bars[j-1].t>options.interval*1.5){bad=true;break;}const openSL=l.side===1?q.o<=sl:q.o>=sl,openTP=l.side===1?q.o>=tp:q.o<=tp,hitSL=l.side===1?q.l<=sl:q.h>=sl,hitTP=l.side===1?q.h>=tp:q.l<=tp;if(openSL){exit=q.o;outcome='SL_GAP';break;}if(openTP){exit=tp;outcome='TP';break;}if(hitSL){exit=sl;outcome='SL';ambiguous=hitTP;break;}if(hitTP){exit=tp;outcome='TP';break;}if(j===last){exit=q.c;break;}}\nif(bad||!Number.isFinite(exit)){censored++;i=Math.max(i+1,j+1);continue;}const gr=l.side*(exit-entry)/A,gb=l.side*(exit/entry-1)*10000;trades.push({signal:b.t,entryTime:nb.t,exitTime:bars[j].t+options.interval,side:l.side,level:l.p,label:l.name,period:l.period,session:sessions[i],entry,exit,atr:A,atrBps:A/entry*10000,grossR:gr,grossBps:gb,outcome,ambiguous,signalClose:b.c});i=j+1;}\nreturn {trades,signalCount,censored,missingEntry};}\nconst mean=(a:number[])=>a.length?a.reduce((s,x)=>s+x,0)/a.length:null;\nfunction quantile(a:number[],q:number){if(!a.length)return null;const b=[...a].sort((x,y)=>x-y),x=(b.length-1)*q,j=Math.floor(x);return b[j]+(b[Math.min(j+1,b.length-1)]-b[j])*(x-j);}\nexport function stats(trades:Trade[],costBps=6,ci=false){const r=trades.map(t=>t.grossR-costBps/t.atrBps),b=trades.map(t=>t.grossBps-costBps);let sum=0,peak=0,dd=0,profit=0,loss=0;for(const x of r){sum+=x;peak=Math.max(peak,sum);dd=Math.max(dd,peak-sum);if(x>0)profit+=x;else loss-=x;}const out:any={n:trades.length,tp:trades.filter(t=>t.outcome==='TP').length,sl:trades.filter(t=>t.outcome.startsWith('SL')).length,timeout:trades.filter(t=>['TIME','SESSION'].includes(t.outcome)).length,ambiguous:trades.filter(t=>t.ambiguous).length,netWinPct:trades.length?r.filter(x=>x>0).length/trades.length*100:null,meanGrossR:mean(trades.map(t=>t.grossR)),meanNetR:mean(r),meanNetBps:mean(b),breakEvenCostBps:mean(trades.map(t=>t.grossBps)),pfR:loss?profit/loss:null,maxDrawdownR:dd,totalR:sum};if(ci&&trades.length){const m=new Map();trades.forEach((t,i)=>{const k=key(t.entryTime,'W');if(!m.has(k))m.set(k,[]);m.get(k)!.push(r[i]);});const groups=[...m.values()],rng=random(216202609),av:number[]=[];for(let j=0;j<1000;j++){let s=0,n=0;for(let k=0;kutcDate(b.t))),data=prepare(bars,src,days,0);const real=simulate(data,options),split=bars[0].t+(bars.at(-1)!.t-bars[0].t)*0.7;const before=real.trades.filter(t=>t.exitTimet.entryTime>=split);const controls:any[]=[];for(let seed=1;seed<=20;seed++){const sim=simulate(prepare(bars,src,days,seed),options);const s=stats(sim.trades);controls.push({seed,n:s.n,meanNetR:s.meanNetR,meanNetBps:s.meanNetBps,netWinPct:s.netWinPct});}const ctrl=controls.map(x=>x.meanNetR).filter((x:any)=>x!==null),overall=stats(real.trades,6,true);const summaries:any={overall,early:stats(before,6,true),late:stats(after,6,true),sensitivity:[0,6,12,20].map(cost=>({roundTripCostBps:cost,...stats(real.trades,cost)})),byPeriod:{},byDirection:{},bySession:{}};for(const x of ['D','W','M'])summaries.byPeriod[x]=stats(real.trades.filter(t=>t.period===x),6,true);for(const x of [-1,1])summaries.byDirection[x===1?'LONG':'SHORT']=stats(real.trades.filter(t=>t.side===x),6,true);for(const x of ['RTH','outside_RTH','cash_closed'])summaries.bySession[x]=stats(real.trades.filter(t=>t.session===x),6,true);return {version:'pivot216-research-1.0',fundingIncluded:false,markTriggersRecreated:false,originalRsiStrategyRecreated:false,quality,options,splitAt:new Date(split).toISOString(),splitCrossers:real.trades.length-before.length-after.length,signalCount:real.signalCount,censored:real.censored,missingEntry:real.missingEntry,summaries,placebo:{count:controls.length,meanNetR:mean(ctrl),p05:quantile(ctrl,0.05),p95:quantile(ctrl,0.95),actualPercentile:ctrl.length?ctrl.filter(x=>x({t:i*300000,o:100,h:101,l:99,c:100,v:1})));if(a[13]!==2||a[29]!==2)throw Error('ATR test');if(key(Date.parse('2025-12-29'),'W')!==key(Date.parse('2026-01-02'),'W'))throw Error('week key');const daily=[{t:Date.parse('2026-01-01'),o:100,h:110,l:90,c:100,v:1},{t:Date.parse('2026-01-02'),o:100,h:999,l:1,c:500,v:1}];const levels=levelsFor(Date.parse('2026-01-02T12:00Z'),makeSource(daily),0);if(levels.find(x=>x.name==='D P')?.p!==100)throw Error('lookahead leak');return ['Traditional formulas','Wilder ATR','year-crossing week 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