arena_get_trend_channels

io.github.Schoasch/backtesting-arena · Verify this server

Where does price sit inside its trend channel? Mechanically fitted trend channels for a pair: log-linear regression over close plus 1σ/2σ bands, computed over three windows at once (90/180/365 bars). The three windows are not selectable by design — a single window invites trying them until one supports the thesis, three side by side show whether a channel is robust or an artifact of the window choice, and `agreement.consistent` states which it is. The differentiator is `r_squared_percentile`: "R² 0.42" says nothing, "R² 0.42 — 31st percentile of all same-size windows on this pair" says this channel is worse defined than two thirds of past ones, which is what stops a wish-line being read as structure. Where history is too short the window is omitted and listed in `windows_unavailable` with a reason — never estimated from fewer bars; below 500 bars (1d) / 150 (1w) the raw values still come but `percentile` is null rather than a rounded number from too small a sample. Pairs listed within the last few months (the tokenized equities and ETFs) therefore return `data_sufficient: false` and an empty channel list — that is the answer, not an error. Set `interval` to '1w' for the weekly view; note that a window is counted in bars, so 365 on '1w' means 365 weeks and most pairs do not reach it. What a band edge is: a description of past dispersion, not a level the market defends. Related: arena_get_key_levels (pivot clusters), arena_get_btc_market_structure (trend flips and their base rate), arena_get_historical_analog (whether a condition like the current one ever paid). [Free tier]