8c05f6bdd5
현물 GT 차트를 docs/02_ground_truth/gt로 통일하고, 선물 GT는 futures/gt로 이동하며 매매 기법 JSON을 추가한다. Co-authored-by: Cursor <cursoragent@cursor.com>
1847 lines
52 KiB
JSON
1847 lines
52 KiB
JSON
{
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"technique_id": "zigzag_causal",
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"technique_name": "인과 ZigZag",
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"category": "swing",
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"causal": true,
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"description": "되돌림 % 확정 시 스윙 저점 매수·고점 매도 (GT ZigZag 인과 버전)",
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"params": {
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"interval_min": 3,
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"lookback_days": 365,
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"min_leg_pct": 3.0,
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"initial_cash_krw": 400000.0,
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"fee_rate": 0.0005,
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"reversal_pct": 5.0
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},
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"signals": [
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{
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"side": "buy",
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"bar_index": 7372,
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"price": 137200000.0,
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"datetime": "2025-06-24 06:15:00",
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"pivot_bar_index": 6873,
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"confidence": 0.5,
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"reason": "zigzag_buy_confirmed"
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},
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{
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"side": "sell",
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"bar_index": 22377,
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"price": 166969000.0,
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"datetime": "2025-07-25 12:30:00",
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"pivot_bar_index": 17179,
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"confidence": 0.5,
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"reason": "zigzag_sell_confirmed"
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},
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{
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"side": "buy",
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"bar_index": 30507,
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"price": 156713000.0,
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"datetime": "2025-08-11 11:00:00",
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"pivot_bar_index": 26640,
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"confidence": 0.5,
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"reason": "zigzag_buy_confirmed"
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},
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{
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"side": "sell",
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"bar_index": 33753,
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"price": 169900000.0,
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"datetime": "2025-08-18 11:15:00",
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"pivot_bar_index": 31918,
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"confidence": 0.5,
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"reason": "zigzag_sell_confirmed"
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},
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{
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"side": "buy",
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"bar_index": 42457,
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"price": 149140000.0,
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"datetime": "2025-09-05 16:00:00",
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"pivot_bar_index": 40534,
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"confidence": 0.5,
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"reason": "zigzag_buy_confirmed"
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},
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{
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"side": "sell",
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"bar_index": 59401,
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"price": 179734000.0,
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"datetime": "2025-10-11 06:12:00",
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"pivot_bar_index": 58757,
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"confidence": 0.5,
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"reason": "zigzag_sell_confirmed"
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},
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{
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"side": "buy",
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"bar_index": 64557,
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"price": 159762000.0,
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"datetime": "2025-10-22 00:00:00",
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"pivot_bar_index": 62545,
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"confidence": 0.5,
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"reason": "zigzag_buy_confirmed"
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},
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{
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"side": "sell",
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"bar_index": 68666,
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"price": 171490000.0,
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"datetime": "2025-10-30 13:27:00",
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"pivot_bar_index": 67279,
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"confidence": 0.5,
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"reason": "zigzag_sell_confirmed"
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},
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{
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"side": "buy",
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"bar_index": 71734,
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"price": 146822000.0,
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"datetime": "2025-11-05 22:51:00",
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"pivot_bar_index": 71490,
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"confidence": 0.5,
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"reason": "zigzag_buy_confirmed"
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},
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{
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"side": "sell",
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"bar_index": 75635,
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"price": 159000000.0,
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"datetime": "2025-11-14 01:54:00",
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"pivot_bar_index": 74364,
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"confidence": 0.5,
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"reason": "zigzag_sell_confirmed"
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},
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{
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"side": "buy",
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"bar_index": 78026,
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"price": 132269000.0,
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"datetime": "2025-11-19 01:27:00",
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"pivot_bar_index": 77834,
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"confidence": 0.5,
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"reason": "zigzag_buy_confirmed"
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},
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{
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"side": "sell",
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"bar_index": 78990,
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"price": 139221000.0,
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"datetime": "2025-11-21 01:39:00",
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"pivot_bar_index": 78029,
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"confidence": 0.5,
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"reason": "zigzag_sell_confirmed"
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},
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{
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"side": "buy",
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"bar_index": 79428,
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"price": 121469000.0,
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"datetime": "2025-11-21 23:33:00",
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"pivot_bar_index": 79386,
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"confidence": 0.5,
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"reason": "zigzag_buy_confirmed"
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},
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{
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"side": "sell",
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"bar_index": 83818,
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"price": 138982000.0,
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"datetime": "2025-12-01 09:30:00",
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"pivot_bar_index": 82658,
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"confidence": 0.5,
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"reason": "zigzag_sell_confirmed"
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},
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{
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"side": "buy",
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"bar_index": 84572,
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"price": 125743000.0,
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"datetime": "2025-12-02 23:12:00",
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"pivot_bar_index": 84123,
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"confidence": 0.5,
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"reason": "zigzag_buy_confirmed"
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},
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{
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"side": "sell",
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"bar_index": 86058,
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"price": 139950000.0,
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"datetime": "2025-12-06 01:30:00",
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"pivot_bar_index": 84899,
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"confidence": 0.5,
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"reason": "zigzag_sell_confirmed"
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},
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{
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"side": "buy",
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"bar_index": 87968,
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"price": 131422000.0,
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"datetime": "2025-12-10 01:00:00",
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"pivot_bar_index": 86979,
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"confidence": 0.5,
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"reason": "zigzag_buy_confirmed"
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},
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{
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"side": "sell",
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"bar_index": 90282,
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"price": 139840000.0,
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"datetime": "2025-12-14 20:42:00",
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"pivot_bar_index": 87990,
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"confidence": 0.5,
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"reason": "zigzag_sell_confirmed"
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},
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{
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"side": "buy",
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"bar_index": 91788,
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"price": 127025000.0,
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"datetime": "2025-12-18 00:00:00",
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"pivot_bar_index": 91104,
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"confidence": 0.5,
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"reason": "zigzag_buy_confirmed"
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},
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{
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"side": "sell",
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"bar_index": 92353,
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"price": 134021000.0,
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"datetime": "2025-12-19 04:15:00",
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"pivot_bar_index": 91794,
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"confidence": 0.5,
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"reason": "zigzag_sell_confirmed"
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},
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{
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"side": "buy",
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"bar_index": 92753,
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"price": 126200000.0,
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"datetime": "2025-12-20 00:15:00",
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"pivot_bar_index": 92368,
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"confidence": 0.5,
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"reason": "zigzag_buy_confirmed"
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},
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{
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"side": "sell",
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"bar_index": 96108,
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"price": 134594000.0,
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"datetime": "2025-12-27 00:00:00",
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"pivot_bar_index": 94139,
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"confidence": 0.5,
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"reason": "zigzag_sell_confirmed"
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},
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{
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"side": "buy",
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"bar_index": 100250,
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"price": 126374000.0,
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"datetime": "2026-01-04 15:06:00",
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"pivot_bar_index": 97794,
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"confidence": 0.5,
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"reason": "zigzag_buy_confirmed"
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},
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{
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"side": "sell",
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"bar_index": 107911,
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"price": 143100000.0,
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"datetime": "2026-01-20 14:09:00",
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"pivot_bar_index": 105331,
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"confidence": 0.5,
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"reason": "zigzag_sell_confirmed"
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},
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{
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"side": "buy",
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"bar_index": 113035,
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"price": 119124000.0,
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"datetime": "2026-01-31 06:21:00",
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"pivot_bar_index": 112658,
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"confidence": 0.5,
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"reason": "zigzag_buy_confirmed"
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},
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{
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"side": "sell",
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"bar_index": 113430,
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"price": 125206000.0,
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"datetime": "2026-02-01 02:06:00",
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"pivot_bar_index": 113036,
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"confidence": 0.5,
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"reason": "zigzag_sell_confirmed"
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},
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{
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"side": "buy",
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"bar_index": 114339,
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"price": 110761000.0,
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"datetime": "2026-02-02 23:33:00",
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"pivot_bar_index": 114123,
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"confidence": 0.5,
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"reason": "zigzag_buy_confirmed"
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},
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{
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"side": "sell",
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"bar_index": 114881,
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"price": 117429000.0,
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"datetime": "2026-02-04 02:39:00",
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"pivot_bar_index": 114361,
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"confidence": 0.5,
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"reason": "zigzag_sell_confirmed"
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},
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{
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"side": "buy",
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"bar_index": 115981,
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"price": 88999000.0,
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"datetime": "2026-02-06 09:39:00",
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"pivot_bar_index": 115974,
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"confidence": 0.5,
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"reason": "zigzag_buy_confirmed"
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},
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{
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"side": "sell",
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"bar_index": 116180,
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"price": 99433000.0,
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"datetime": "2026-02-06 19:36:00",
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"pivot_bar_index": 116089,
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"confidence": 0.5,
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"reason": "zigzag_sell_confirmed"
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},
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{
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"side": "buy",
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"bar_index": 116181,
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"price": 81110000.0,
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"datetime": "2026-02-06 19:39:00",
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"pivot_bar_index": 116180,
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"confidence": 0.5,
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"reason": "zigzag_buy_confirmed"
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},
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{
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"side": "sell",
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"bar_index": 116590,
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"price": 106690000.0,
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"datetime": "2026-02-07 16:06:00",
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"pivot_bar_index": 116430,
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"confidence": 0.5,
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"reason": "zigzag_sell_confirmed"
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},
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{
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"side": "buy",
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"bar_index": 117099,
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"price": 99500000.0,
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"datetime": "2026-02-08 17:33:00",
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"pivot_bar_index": 116594,
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"confidence": 0.5,
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"reason": "zigzag_buy_confirmed"
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},
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{
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"side": "sell",
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"bar_index": 117621,
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"price": 107021000.0,
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"datetime": "2026-02-09 19:39:00",
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"pivot_bar_index": 117390,
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"confidence": 0.5,
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"reason": "zigzag_sell_confirmed"
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},
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{
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"side": "buy",
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"bar_index": 119636,
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"price": 95788000.0,
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"datetime": "2026-02-14 00:24:00",
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"pivot_bar_index": 119218,
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"confidence": 0.5,
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"reason": "zigzag_buy_confirmed"
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},
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{
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"side": "sell",
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"bar_index": 121542,
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"price": 105000000.0,
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"datetime": "2026-02-17 23:42:00",
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"pivot_bar_index": 120450,
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"confidence": 0.5,
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"reason": "zigzag_sell_confirmed"
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},
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{
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"side": "buy",
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"bar_index": 125115,
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"price": 92000000.0,
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"datetime": "2026-02-25 10:21:00",
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"pivot_bar_index": 124880,
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"confidence": 0.5,
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"reason": "zigzag_buy_confirmed"
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},
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{
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"side": "sell",
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"bar_index": 126392,
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"price": 100497000.0,
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"datetime": "2026-02-28 02:12:00",
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"pivot_bar_index": 125520,
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"confidence": 0.5,
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"reason": "zigzag_sell_confirmed"
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},
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{
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"side": "buy",
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"bar_index": 126921,
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"price": 92582000.0,
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"datetime": "2026-03-01 04:39:00",
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"pivot_bar_index": 126667,
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"confidence": 0.5,
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"reason": "zigzag_buy_confirmed"
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},
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{
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"side": "sell",
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"bar_index": 129687,
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"price": 107414000.0,
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"datetime": "2026-03-06 22:57:00",
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"pivot_bar_index": 129146,
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"confidence": 0.5,
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"reason": "zigzag_sell_confirmed"
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},
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{
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"side": "buy",
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"bar_index": 131379,
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"price": 97511000.0,
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"datetime": "2026-03-10 11:33:00",
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"pivot_bar_index": 130816,
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"confidence": 0.5,
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"reason": "zigzag_buy_confirmed"
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},
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{
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"side": "sell",
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"bar_index": 135428,
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"price": 112300000.0,
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"datetime": "2026-03-18 22:00:00",
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"pivot_bar_index": 134719,
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"confidence": 0.5,
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"reason": "zigzag_sell_confirmed"
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},
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{
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"side": "buy",
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"bar_index": 137792,
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"price": 101413000.0,
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"datetime": "2026-03-23 20:12:00",
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"pivot_bar_index": 137581,
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"confidence": 0.5,
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"reason": "zigzag_buy_confirmed"
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},
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{
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"side": "sell",
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"bar_index": 139700,
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"price": 107284000.0,
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"datetime": "2026-03-27 19:36:00",
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"pivot_bar_index": 138758,
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"confidence": 0.5,
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"reason": "zigzag_sell_confirmed"
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},
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{
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"side": "buy",
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"bar_index": 144148,
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"price": 99803000.0,
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"datetime": "2026-04-06 09:00:00",
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"pivot_bar_index": 139842,
|
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"confidence": 0.5,
|
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"reason": "zigzag_buy_confirmed"
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},
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{
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"side": "sell",
|
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"bar_index": 164220,
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"price": 120980000.0,
|
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"datetime": "2026-05-18 08:39:00",
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"pivot_bar_index": 162798,
|
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"confidence": 0.5,
|
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"reason": "zigzag_sell_confirmed"
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},
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{
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"side": "buy",
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"bar_index": 172460,
|
|
"price": 91495000.0,
|
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"datetime": "2026-06-04 12:39:00",
|
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"pivot_bar_index": 172428,
|
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"confidence": 0.5,
|
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"reason": "zigzag_buy_confirmed"
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},
|
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{
|
|
"side": "sell",
|
|
"bar_index": 173155,
|
|
"price": 96508000.0,
|
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"datetime": "2026-06-05 23:24:00",
|
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"pivot_bar_index": 172475,
|
|
"confidence": 0.5,
|
|
"reason": "zigzag_sell_confirmed"
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},
|
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{
|
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"side": "buy",
|
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"bar_index": 173987,
|
|
"price": 90332000.0,
|
|
"datetime": "2026-06-07 17:00:00",
|
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"pivot_bar_index": 173247,
|
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"confidence": 0.5,
|
|
"reason": "zigzag_buy_confirmed"
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}
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],
|
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"legs": [
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{
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"leg_id": 1,
|
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"buy_datetime": "2025-06-24 06:15:00",
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"buy_price": 137200000.0,
|
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"buy_bar_index": 7372,
|
|
"sell_datetime": "2025-07-25 12:30:00",
|
|
"sell_price": 166969000.0,
|
|
"sell_bar_index": 22377,
|
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"leg_pct": 21.7,
|
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"bars_held": 15005
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},
|
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{
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"leg_id": 2,
|
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"buy_datetime": "2025-08-11 11:00:00",
|
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"buy_price": 156713000.0,
|
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"buy_bar_index": 30507,
|
|
"sell_datetime": "2025-08-18 11:15:00",
|
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"sell_price": 169900000.0,
|
|
"sell_bar_index": 33753,
|
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"leg_pct": 8.41,
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"bars_held": 3246
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},
|
|
{
|
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"leg_id": 3,
|
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"buy_datetime": "2025-09-05 16:00:00",
|
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"buy_price": 149140000.0,
|
|
"buy_bar_index": 42457,
|
|
"sell_datetime": "2025-10-11 06:12:00",
|
|
"sell_price": 179734000.0,
|
|
"sell_bar_index": 59401,
|
|
"leg_pct": 20.51,
|
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"bars_held": 16944
|
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},
|
|
{
|
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"leg_id": 4,
|
|
"buy_datetime": "2025-10-22 00:00:00",
|
|
"buy_price": 159762000.0,
|
|
"buy_bar_index": 64557,
|
|
"sell_datetime": "2025-10-30 13:27:00",
|
|
"sell_price": 171490000.0,
|
|
"sell_bar_index": 68666,
|
|
"leg_pct": 7.34,
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|
|
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|
|
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|
|
"sell_price": 139221000.0,
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|
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|
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|
"bars_held": 964
|
|
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|
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|
|
"bars_held": 4390
|
|
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|
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|
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"sell_bar_index": 86058,
|
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"leg_pct": 11.3,
|
|
"bars_held": 1486
|
|
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|
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|
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|
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|
|
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|
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"sell_price": 139840000.0,
|
|
"sell_bar_index": 90282,
|
|
"leg_pct": 6.41,
|
|
"bars_held": 2314
|
|
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|
|
{
|
|
"leg_id": 10,
|
|
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|
|
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|
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|
|
"sell_price": 134021000.0,
|
|
"sell_bar_index": 92353,
|
|
"leg_pct": 5.51,
|
|
"bars_held": 565
|
|
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|
|
{
|
|
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|
|
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|
|
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|
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|
|
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|
|
"sell_price": 134594000.0,
|
|
"sell_bar_index": 96108,
|
|
"leg_pct": 6.65,
|
|
"bars_held": 3355
|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
"sell_price": 143100000.0,
|
|
"sell_bar_index": 107911,
|
|
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|
|
"bars_held": 7661
|
|
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|
|
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|
|
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|
|
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|
|
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|
|
"sell_price": 125206000.0,
|
|
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|
|
"leg_pct": 5.11,
|
|
"bars_held": 395
|
|
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|
|
{
|
|
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|
|
"buy_datetime": "2026-02-02 23:33:00",
|
|
"buy_price": 110761000.0,
|
|
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|
|
"sell_datetime": "2026-02-04 02:39:00",
|
|
"sell_price": 117429000.0,
|
|
"sell_bar_index": 114881,
|
|
"leg_pct": 6.02,
|
|
"bars_held": 542
|
|
},
|
|
{
|
|
"leg_id": 15,
|
|
"buy_datetime": "2026-02-06 09:39:00",
|
|
"buy_price": 88999000.0,
|
|
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|
|
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|
|
"sell_price": 99433000.0,
|
|
"sell_bar_index": 116180,
|
|
"leg_pct": 11.72,
|
|
"bars_held": 199
|
|
},
|
|
{
|
|
"leg_id": 16,
|
|
"buy_datetime": "2026-02-06 19:39:00",
|
|
"buy_price": 81110000.0,
|
|
"buy_bar_index": 116181,
|
|
"sell_datetime": "2026-02-07 16:06:00",
|
|
"sell_price": 106690000.0,
|
|
"sell_bar_index": 116590,
|
|
"leg_pct": 31.54,
|
|
"bars_held": 409
|
|
},
|
|
{
|
|
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|
|
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|
|
"buy_price": 99500000.0,
|
|
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|
|
"sell_datetime": "2026-02-09 19:39:00",
|
|
"sell_price": 107021000.0,
|
|
"sell_bar_index": 117621,
|
|
"leg_pct": 7.56,
|
|
"bars_held": 522
|
|
},
|
|
{
|
|
"leg_id": 18,
|
|
"buy_datetime": "2026-02-14 00:24:00",
|
|
"buy_price": 95788000.0,
|
|
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|
|
"sell_datetime": "2026-02-17 23:42:00",
|
|
"sell_price": 105000000.0,
|
|
"sell_bar_index": 121542,
|
|
"leg_pct": 9.62,
|
|
"bars_held": 1906
|
|
},
|
|
{
|
|
"leg_id": 19,
|
|
"buy_datetime": "2026-02-25 10:21:00",
|
|
"buy_price": 92000000.0,
|
|
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|
|
"sell_datetime": "2026-02-28 02:12:00",
|
|
"sell_price": 100497000.0,
|
|
"sell_bar_index": 126392,
|
|
"leg_pct": 9.24,
|
|
"bars_held": 1277
|
|
},
|
|
{
|
|
"leg_id": 20,
|
|
"buy_datetime": "2026-03-01 04:39:00",
|
|
"buy_price": 92582000.0,
|
|
"buy_bar_index": 126921,
|
|
"sell_datetime": "2026-03-06 22:57:00",
|
|
"sell_price": 107414000.0,
|
|
"sell_bar_index": 129687,
|
|
"leg_pct": 16.02,
|
|
"bars_held": 2766
|
|
},
|
|
{
|
|
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|
|
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|
|
"buy_price": 97511000.0,
|
|
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|
|
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|
|
"sell_price": 112300000.0,
|
|
"sell_bar_index": 135428,
|
|
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|
|
"bars_held": 4049
|
|
},
|
|
{
|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
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|
|
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|
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|
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|
|
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|
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|
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|
|
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|
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|
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|
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|
|
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|
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|
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|
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|
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|
|
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|
|
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|
|
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|
|
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|
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|
|
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|
|
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|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
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|
|
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|
|
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|
|
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|
|
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|
|
{
|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
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|
|
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|
|
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|
|
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|
|
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|
|
{
|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
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|
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|
|
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|
|
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|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
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|
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|
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|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
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|
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|
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|
|
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|
|
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|
|
{
|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
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|
|
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|
|
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|
|
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|
|
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|
|
{
|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
{
|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
{
|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
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|
|
},
|
|
{
|
|
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|
|
"buy_datetime": "2026-02-08 17:33:00",
|
|
"sell_datetime": "2026-02-09 19:39:00",
|
|
"buy_price": 99500000.0,
|
|
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|
|
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|
|
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|
|
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|
|
"cumulative_return_pct": 481.66,
|
|
"btc_qty": 0.02175104
|
|
},
|
|
{
|
|
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|
|
"buy_datetime": "2026-02-14 00:24:00",
|
|
"sell_datetime": "2026-02-17 23:42:00",
|
|
"buy_price": 95788000.0,
|
|
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}
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} |