score = sum(signal.strength * weights[signal.method] for signal in signals) action = 'BUY' if score >= 0.7 else 'WAIT'
Score interpretation:
0.7-1.0: High conviction entry 0.4-0.7: Wait for more confluence 0.0-0.4: No trade
Cost-effective routing: DeepSeek-V3 for pattern detection → Claude Sonnet for critical decisions
Multiple methodologies provide signals (not just one) Regime identified (trending/ranging/volatile) before analysis Confluence score calculated with regime-weighted methodology fusion Cost-optimized: bulk processing on DeepSeek, critical decisions on Claude Clear action (BUY/SELL/WAIT) with supporting rationale NO OPENAI used in model routing
Quick Reference Methodology Purpose When to Use Elliott Wave Wave position + targets Trend structure, cycle timing Turtle Trading Breakout system Trend following Fibonacci Support/resistance Entry/exit zones, golden pocket Wyckoff Accumulation/distribution Institutional activity Markov Regime Market state classification Position sizing, strategy selection Pattern Recognition Candlestick + chart patterns Entry confirmation Swarm Consensus Multi-LLM voting High-conviction decisions Confluence Detection
When methodologies agree = high-probability setup.
class ConfluenceAnalyzer: """Regime-weighted methodology fusion"""
REGIME_WEIGHTS = {
'trending_up': {'elliott': 0.30, 'turtle': 0.30, 'fib': 0.20, 'wyckoff': 0.15},
'trending_down': {'elliott': 0.30, 'turtle': 0.30, 'fib': 0.20, 'wyckoff': 0.15},
'ranging': {'fib': 0.35, 'wyckoff': 0.30, 'elliott': 0.20, 'turtle': 0.05},
'volatile': {'fib': 0.30, 'wyckoff': 0.30, 'elliott': 0.20, 'turtle': 0.10},
}
def analyze(self, df, regime: str) -> dict:
weights = self.REGIME_WEIGHTS[regime]
signals = self._collect_signals(df)
score = sum(s.strength * weights[s.method] for s in signals)
return {
'score': score, # 0-1.0
'action': 'BUY' if score >= 0.7 else 'WAIT',
'confluence': self._calc_agreement(signals)
}
Score Interpretation:
0.7-1.0: High conviction entry 0.4-0.7: Wait for more confluence 0.0-0.4: No trade File Structure trading-project/ ├── methodologies/ │ ├── elliott_wave.py # Wave detection + halving cycle │ ├── turtle_system.py # Donchian breakouts │ ├── fibonacci.py # Levels + golden pocket │ ├── wyckoff.py # Phase detection + VSA │ └── markov_regime.py # State classification ├── patterns/ │ ├── candlestick.py # Engulfing, hammer, doji │ └── chart_patterns.py # H&S, double bottom, triangles ├── aggregator.py # Regime-weighted fusion └── swarm/ ├── consensus.py # Multi-LLM voting └── adapters/ # Claude, DeepSeek, Gemini
Cost-Effective Model Routing Task Model Cost Pattern detection DeepSeek-V3 $0.27/1M Confluence scoring Qwen-72B $0.40/1M Critical decisions Claude Sonnet $3.00/1M Swarm consensus Mixed tier ~$1.50/1M avg Integration Notes Data Sources: yfinance, CCXT, Alpaca API Pairs with: runpod-deployment-skill (model serving) Projects: ThetaRoom, swaggy-stacks, alpha-lens Reference Files
Core Methodologies:
reference/elliott-wave.md - Wave rules, halving supercycle, targets reference/turtle-trading.md - Donchian channels, ATR sizing, pyramiding reference/fibonacci.md - Levels, golden pocket, on-chain enhanced reference/wyckoff.md - Phase state machines, VSA, composite operator reference/markov-regime.md - 7-state model, transition probabilities
Advanced Patterns:
reference/pattern-recognition.md - Candlestick + chart patterns reference/swarm-consensus.md - Multi-LLM voting system reference/chinese-llm-stack.md - Cost-optimized Chinese LLMs for trading