Event Impulse Pullback Long
Nano identifier: EventImpulsePullbackLong
Reaction-only red-folder continuation. Requires no release values: the host event engine verifies a scheduled high-impact window (EVENT_READY), then measures the first post-release impulse. UPSIDE_IMPULSE_ATR = max upward excursion from the event anchor (median executable mid, T-10s..T-1s) divided by the pre-event 1m ATR. RETRACE_HOLD_SCORE = 1 - retracement / impulse, clamped to 0..1. BULL_CROSS_CONFIRM = deterministic MES/MNQ and futures-flow agreement, 0..1. ENTRY_WINDOW_OPEN = 1 only inside the host-enforced T+5s..T+180s entry window. LIQUIDITY_OK = 1 when spread and depth have renormalized. REGIME: scheduled macro releases (CPI, PPI, NFP, FOMC stage A) with a decisive first impulse that holds its retracement. Do NOT fire outside an armed event window - EVENT_READY and ENTRY_WINDOW_OPEN are host gates, not suggestions. CONDITIONS: armed event, open entry window, upward impulse at least 0.8 pre-event ATRs, at least 60 percent of the impulse held through the first pullback, cross-market agreement, normalized liquidity. INVALIDATION: host event risk model owns stop, hard flat at T+10m, and the one-position-per-event lock. This rule only proposes. SHAPE: 5s decision cadence after the observe-only impulse window; a strong leg up, a shallow pullback that holds, then continuation. NOT cpi_impulse_pullback_long: that variant additionally requires a CONFIRMED release packet and a cool CPI print. This one trades the tape reaction alone so it can run while the release adapter is unavailable. CALIBRATED ON: MES/MNQ around US red-folder releases, 5s cadence. Impulse and retrace thresholds are event-scaled (ATR-relative) and travel better than absolute points, but re-verify per event type before promotion.
Nano source
This is the strategy exactly as published. Nano has no import, no file access and no network primitive, so reading or copying this source cannot execute anything.
// Reaction-only red-folder continuation. Requires no release values: the host// event engine verifies a scheduled high-impact window (EVENT_READY), then// measures the first post-release impulse. UPSIDE_IMPULSE_ATR = max upward// excursion from the event anchor (median executable mid, T-10s..T-1s)// divided by the pre-event 1m ATR. RETRACE_HOLD_SCORE = 1 - retracement /// impulse, clamped to 0..1. BULL_CROSS_CONFIRM = deterministic MES/MNQ and// futures-flow agreement, 0..1. ENTRY_WINDOW_OPEN = 1 only inside the// host-enforced T+5s..T+180s entry window. LIQUIDITY_OK = 1 when spread and// depth have renormalized.// REGIME: scheduled macro releases (CPI, PPI, NFP, FOMC stage A) with a// decisive first impulse that holds its retracement. Do NOT fire outside an// armed event window - EVENT_READY and ENTRY_WINDOW_OPEN are host gates, not// suggestions.// CONDITIONS: armed event, open entry window, upward impulse at least 0.8// pre-event ATRs, at least 60 percent of the impulse held through the first// pullback, cross-market agreement, normalized liquidity.// INVALIDATION: host event risk model owns stop, hard flat at T+10m, and the// one-position-per-event lock. This rule only proposes.// SHAPE: 5s decision cadence after the observe-only impulse window; a strong// leg up, a shallow pullback that holds, then continuation.// NOT cpi_impulse_pullback_long: that variant additionally requires a// CONFIRMED release packet and a cool CPI print. This one trades the tape// reaction alone so it can run while the release adapter is unavailable.// CALIBRATED ON: MES/MNQ around US red-folder releases, 5s cadence. Impulse// and retrace thresholds are event-scaled (ATR-relative) and travel better// than absolute points, but re-verify per event type before promotion.strategy EventImpulsePullbackLong { agent MacroEvent every 5s { if EVENT_READY > 0.5 and ENTRY_WINDOW_OPEN > 0.5 and UPSIDE_IMPULSE_ATR > 0.8 and RETRACE_HOLD_SCORE > 0.6 and BULL_CROSS_CONFIRM > 0.55 and LIQUIDITY_OK > 0.5 { buy(MES, 0.78) } }}Compiled IR
Nano compiles to a pinned intermediate representation. This is the artifact a runtime would actually load — inspectable before anything runs, and byte-diffable against the published source.
{ "type": "Strategy", "nanoIrVersion": "0.1.0", "name": "EventImpulsePullbackLong", "effects": [ "intent.emit", "log.append" ], "nodes": [ { "type": "Schedule", "interval": "5s" }, { "type": "Condition", "signal": "EVENT_READY", "operator": ">", "value": 0.5 }, { "type": "Condition", "signal": "ENTRY_WINDOW_OPEN", "operator": ">", "value": 0.5 }, { "type": "Condition", "signal": "UPSIDE_IMPULSE_ATR", "operator": ">", "value": 0.8 }, { "type": "Condition", "signal": "RETRACE_HOLD_SCORE", "operator": ">", "value": 0.6 }, { "type": "Condition", "signal": "BULL_CROSS_CONFIRM", "operator": ">", "value": 0.55 }, { "type": "Condition", "signal": "LIQUIDITY_OK", "operator": ">", "value": 0.5 }, { "type": "Intent", "action": "BUY", "asset": "MES", "confidence": 0.78 }, { "type": "Agent", "name": "MacroEvent" } ]}What it proposes
On a 5 seconds cadence, when EVENT_READY > 0.5 and ENTRY_WINDOW_OPEN > 0.5 and UPSIDE_IMPULSE_ATR > 0.8 and RETRACE_HOLD_SCORE > 0.6 and BULL_CROSS_CONFIRM > 0.55 and LIQUIDITY_OK > 0.5, it emits buy intent for MES.
An intent is a proposal, not an order. A separate risk gate — outside the language, and outside this library — decides whether anything is acted on.
Risk disclosure
This strategy is published as an educational, verified example. It compiles to the IR shown above and replays deterministically. It has not been backtested against market data, forward-tested, paper-traded, or traded live by Aether, and no performance statistics are published because none have been produced.
Nothing on this page is financial advice, an offer, or a recommendation to trade. Trading carries risk of loss. Any decision to run logic derived from this strategy — and the risk gate that governs it — is entirely your own responsibility.