Event Second Leg Long
Nano identifier: EventSecondLegLong
Second-leg acceleration, long side. Waits out the first impulse and its compression instead of paying the worst post-release spread. SECOND_LEG_SCORE = post-retracement extension beyond the first impulse extreme after a 30-90s compression, 0..1 - the host only raises it when impulse, controlled retrace, compression, and the fresh break have all occurred in order. UPSIDE_IMPULSE_ATR = first-impulse magnitude in pre-event 1m ATRs. BULL_FLOW_CONFIRM = futures order-flow confirmation, 0..1. REGIME: CPI, NFP, and FOMC statement legs where the real move develops after the first shakeout. Do NOT fire on the first impulse itself - SECOND_LEG_SCORE stays 0 until the compression-then-break sequence is complete. CONDITIONS: armed event, open entry window, decisive first impulse up, completed second-leg sequence, bullish flow, normalized liquidity. INVALIDATION: host event risk model owns stop, hard flat, and re-entry lock. Falling back inside the compression is the natural stop reference. SHAPE: 5s cadence; impulse up, 30-90s of compression holding most of the move, then a break of the first impulse high. NOT event_impulse_pullback_long: that rule enters on the first held pullback; this one requires the later break of the first-move extreme and therefore enters deeper into the entry window at a better-proven price. CALIBRATED ON: MES/MNQ around US red-folder releases, 5s cadence. Sequence-based score travels across event types; re-verify thresholds.
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.
// Second-leg acceleration, long side. Waits out the first impulse and its// compression instead of paying the worst post-release spread.// SECOND_LEG_SCORE = post-retracement extension beyond the first impulse// extreme after a 30-90s compression, 0..1 - the host only raises it when// impulse, controlled retrace, compression, and the fresh break have all// occurred in order. UPSIDE_IMPULSE_ATR = first-impulse magnitude in// pre-event 1m ATRs. BULL_FLOW_CONFIRM = futures order-flow confirmation,// 0..1.// REGIME: CPI, NFP, and FOMC statement legs where the real move develops// after the first shakeout. Do NOT fire on the first impulse itself -// SECOND_LEG_SCORE stays 0 until the compression-then-break sequence is// complete.// CONDITIONS: armed event, open entry window, decisive first impulse up,// completed second-leg sequence, bullish flow, normalized liquidity.// INVALIDATION: host event risk model owns stop, hard flat, and re-entry// lock. Falling back inside the compression is the natural stop reference.// SHAPE: 5s cadence; impulse up, 30-90s of compression holding most of the// move, then a break of the first impulse high.// NOT event_impulse_pullback_long: that rule enters on the first held// pullback; this one requires the later break of the first-move extreme and// therefore enters deeper into the entry window at a better-proven price.// CALIBRATED ON: MES/MNQ around US red-folder releases, 5s cadence.// Sequence-based score travels across event types; re-verify thresholds.strategy EventSecondLegLong { agent MacroEvent every 5s { if EVENT_READY > 0.5 and ENTRY_WINDOW_OPEN > 0.5 and UPSIDE_IMPULSE_ATR > 0.8 and SECOND_LEG_SCORE > 0.7 and BULL_FLOW_CONFIRM > 0.55 and LIQUIDITY_OK > 0.5 { buy(MES, 0.7) } }}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": "EventSecondLegLong", "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": "SECOND_LEG_SCORE", "operator": ">", "value": 0.7 }, { "type": "Condition", "signal": "BULL_FLOW_CONFIRM", "operator": ">", "value": 0.55 }, { "type": "Condition", "signal": "LIQUIDITY_OK", "operator": ">", "value": 0.5 }, { "type": "Intent", "action": "BUY", "asset": "MES", "confidence": 0.7 }, { "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 SECOND_LEG_SCORE > 0.7 and BULL_FLOW_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.