@battlegrid/mcp-server 32.0.30 → 32.0.32

package/dist/index.d.ts

@@ -47,7 +47,7 @@ import { Client, StreamableHTTPClientTransport } from '@modelcontextprotocol/cli
  * being asked. Move it for a change to THIS package — a proxy fix, a dependency bump, a docs
  * correction. Never move it to track the server.
  */
-export declare const PACKAGE_VERSION = "32.0.30";
+export declare const PACKAGE_VERSION = "32.0.32";
 export declare const DEFAULT_URL = "https://mcp.battlegrid.trade/mcp";
 export interface EnvConfig {
     apiKeys: string[];

package/dist/index.js

@@ -49,7 +49,7 @@ import { Client, SdkHttpError, StreamableHTTPClientTransport } from '@modelconte
  * being asked. Move it for a change to THIS package — a proxy fix, a dependency bump, a docs
  * correction. Never move it to track the server.
  */
-export const PACKAGE_VERSION = '32.0.30';
+export const PACKAGE_VERSION = '32.0.32';
 export const DEFAULT_URL = 'https://mcp.battlegrid.trade/mcp';
 const MAX_RETRIES = 3;
 const RETRY_DELAYS_MS = [2000, 4000, 8000];

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@battlegrid/mcp-server",
-  "version": "32.0.30",
+  "version": "32.0.32",
   "description": "BattleGrid MCP server — play crypto prediction games from AI agents",
   "type": "module",
   "main": "dist/index.js",

package/skills/EXPORT.json

@@ -1,6 +1,6 @@
 {
   "generator": "battlegrid-app/server/scripts/export-mcp-skills.mjs",
-  "contractVersion": "134.0.0",
+  "contractVersion": "135.1.0",
   "files": {
     "battlegrid-agent-management/SKILL.md": "91d1be4de1e33d54e1852c970af66ad176068fd16c30b4326e49053b7a35eb32",
     "battlegrid-agent-management/references/agent-stage-examples.md": "dffcc353d61dfc7b5bb6a2b3077fc6bf8c760a34c287cafb3b59b99306f24195",
@@ -9,16 +9,16 @@
     "battlegrid-market-analysis/SKILL.md": "fcbe98e30e1edce39bb170c224cdf20181934f62b5f3a26b293787c70eeb6229",
     "battlegrid-officers/SKILL.md": "0e5b4fd7a11fc1b6643eecd0008dfe1528b915ee00d0a99be9aca1e3934d57f7",
     "battlegrid-officers/references/officer-stage-examples.md": "ef46ba26f4b36c9964b5bde95fdf98e5952c3786b77be5f136056cac792f0aec",
-    "battlegrid-radar-deployment/SKILL.md": "42900772033d799ce8eeeea9a433d76dd54fb5b153c83951753f73859dcfc021",
+    "battlegrid-radar-deployment/SKILL.md": "cd058d887e1342f42ce855708178d5f746400835a204e92238b63ec1fe57bf30",
     "battlegrid-radar-deployment/references/arena-stage-examples.md": "d27cfed1f4663f267c4a7ecebe4a6e65a450fc74bd14ce8987fb61af5bbf2ca5",
     "battlegrid-radar-deployment/references/radar-stage-examples.md": "13fc3f55d91d3da9754e1ed7fb27493b7b7ba4d40a6a7e8d1ee0365f90ea10de",
-    "battlegrid-strategy-authoring/SKILL.md": "39cfa46b1f640e6800edb7e85a8f2c4b6b8786cddf71bb8244d172a44fc11d75",
+    "battlegrid-strategy-authoring/SKILL.md": "e2422b0e02de6d240bbab261ed1181b32d175bf877f499d7df556eca31ce5133",
     "battlegrid-strategy-authoring/references/strategy-stage-examples.md": "f10ecdc91f3660a708eee7a7bacefce2acbb46c9cf7e0ac1454bd54f839f39fd",
     "battlegrid-strategy-doctor/SKILL.md": "24c2208cf6832f1fc34e1b1c52acd8dae10f56b9860aaf27b450a62a9fb74634",
-    "battlegrid-strategy-examples/SKILL.md": "8b86ab1bbc4fbd743ef56c0fbcb0134d4238f9a72641e5eb66dfbf20cfc139ed",
+    "battlegrid-strategy-examples/SKILL.md": "cbbc7a7271aaa9f530a11d91511f4bf35a9632aa3ab67ecd996975c65ae72625",
     "battlegrid-strategy-examples/references/playbooks.md": "59996c37eea08e7ce398e49304171939e55c968400a1603597d6737faf9e1771",
-    "battlegrid-strategy-examples/references/recipes.md": "806aae0b4842408f6e6ed3e108293073f4f31d1c27fa419ad57df9e1134f23e7",
-    "battlegrid-strategy-examples/references/tradingview-ports.md": "c62ce72b741abe5a92e1dec6615f26b19a54959aa1d29542518cd9a189390b98",
+    "battlegrid-strategy-examples/references/recipes.md": "95966649a68ec488a232b150328d94e9f80c45eff30be4da92caf305fba20fb0",
+    "battlegrid-strategy-examples/references/tradingview-ports.md": "00f2ba287ff8fadf356273f61ad19630cceb3a706018c2088be40570ff1a899d",
     "battlegrid-trade-analysis/SKILL.md": "140d847f24e98845736d4f0c2e72b318a4d235413f72f072d2fe6d0daa5f64db",
     "battlegrid-trade-proposal/SKILL.md": "bf8f3794478cdecc989020bd775c3c91744f72b440b1a90f88f6700c9a61ca24"
   }

package/skills/battlegrid-radar-deployment/SKILL.md

@@ -127,6 +127,10 @@ from what the player asked for:
 | only in named hours and days | a rule with an hours condition |
 | in named regimes during named hours | a rule with one hours condition and one regime condition |
 
+Radar's market hours answer *when may this agent trade*, and shift with daylight saving; a strategy's
+`TRADING_SESSION` condition answers *which session is this bar in*, over fixed UTC windows — the two are
+different questions, and a player asking for one is not asking for the other.
+
 When the player names an exchange session — New York, the New York open, London, the London open,
 the London–New York overlap, Tokyo, the Tokyo open — call `get_radar_market_hours` and stage that session's `hours`
 exactly as served, merged with any other session they name; never work session hours out yourself,

package/skills/battlegrid-strategy-authoring/SKILL.md

@@ -171,9 +171,13 @@ question you would otherwise guess — and a refusal you would otherwise earn:
   transform (and a chained transform) reads its series: the read shape, the window's unit, the price
   basis and what an absent bar does. `seriesHome` says where the metric's series is kept — `candle`,
   `history`, or `null` when the metric has no series, which is why a series transform does not
-  compose on it. Window and offset carry a declared `minimum` and a served `maximum` on each metric's
-  transform entry — the largest value whose read size fits the lookback cap, or `null` when none
-  does. Stage at most that maximum.
+  compose on it. Window and offset carry a declared `minimum` and a served `maximum` on the transform
+  entry — the largest value whose read size fits the lookback cap, or `null` when none does. For a
+  chained column the outer's declaration is `chainOuterParameters[outer]` (served beside `metric`)
+  and its bound is `chainedOuters[outer].windowMaximum`. The window carries a `unit`
+  (`seriesElements`, `seriesChanges` for `efficiency`, which reads one bar more than its window, or
+  `priorElements` for `pctl`). Stage at most that maximum. A chained column's operands come from
+  `chainedOuters[outer].operands`, never from the metric's full `spreadOperands`.
 - `get_metric_construction_hints` → `rankOrderings`. Present only when rank is composable on that
   metric, already range-gated server-side — read the offered set rather than deriving one from
   the metric's native output.

package/skills/battlegrid-strategy-examples/SKILL.md

@@ -38,8 +38,13 @@ Before committing a CREATE, every "no" here is a decision to state, not an omiss
 | `spread` | `<base>_<operand>_spread` | `mark_oracle_spread` |
 | `aggregate` wN | `<code>_mean<N>` | `rate_mean24` |
 | `rank` | `<code>_rank_<hi\|lo\|far\|near>` — ordinal, `lte N` = top-N | `bbWidthPct_rank_lo` |
-| `efficiency` wN | `<code>_er` (1 straight, ~0 chop) | `close_ltf_er` |
+| `efficiency` wN | `<code>_er` (1 straight, ~0 chop) — N changes, reading N + 1 bars | `close_ltf_er` |
 | `maxShare` wN | `<code>_maxShare` | `volBase_ltf_maxShare` |
+| `zscore` wN | `<code>_z<N>` (population σ; bands ±1, ±2) | `RSI14_z20` |
+| `stddev` wN | `<code>_sd<N>` (population σ, the input's units) | `close_sd20` |
+| `linregSlope` wN | `<code>_slope<N>` (least-squares slope per bar) | `EMA20_slope20` |
+| `pctl` wN | `<code>_pctl<N>` (0–100 against the N prior bars) | `RSI14_pctl20` |
+| `rollingMin` / `rollingMax` wN | `<code>_min<N>` / `<code>_max<N>` | `low_min20`, `high_max20` |
 | `classifyZone` / `classifyState` | `<code>_zone` / `<code>_state` | `RSI14_zone`, `ADX14_state` |
 | `levelInteraction` | `<code>_lvl`, `<code>_lvl_b<N>` at a buffer of N bps | `bbUpper20_lvl`, `bbUpper20_lvl_b25` |
 | any, stored `"bars": "all"` | `<code>_dev`, then the transform's suffix | `RSI14_dev_t1` |
@@ -77,20 +82,30 @@ add. Either way you never invent one. To section-qualify a duplicated header, re
 `detail: "detailed"` preview's `authoring.conditionColumns` or from the qualified candidates a
 `CONDITION_COLUMN_AMBIGUOUS` refusal offers.
 
+**A session window is an ordinary condition.** `TRADING_SESSION` (`asia` 00–08, `london` 08–13,
+`newYork` 13–21, `late` 21–24 UTC) and `DAY_OF_WEEK` (0 = Sunday … 6 = Saturday, UTC) are bar facts of the
+bar's open, fixed in UTC with no daylight-saving rule — their glosses state the windows. A weekday London
+or New York window is `ALL(TRADING_SESSION in ["london","newYork"], DAY_OF_WEEK between 1 and 5)`, and a
+weekend is `NOT(DAY_OF_WEEK between 1 and 5)`; no strategy setting expresses one.
+
 **Event columns print only on their event.** `MACDhist_cross` and `EMA5_13` (Bullish/Bearish) carry a
 value on the crossing bar and are null on every other one, and a null reads FALSE. Use an event
 column as a TRIGGER inside a carrier, and pair it with a persistent state — a spread sign,
 `MAalign` — for regime. A condition that treats an event column as a standing state reads FALSE on
 nearly every bar, so it is TRUE only on the crossing bar itself.
 
-**The previous-session levels are TIMELESS.** `PDH`, `PDL`, `PDO` and the seven floor pivots
-(`pivotP`, `pivotR1`–`R3`, `pivotS1`–`S3`) read the session profile, not a candle rung, so they take
+**The previous-UTC-day levels are TIMELESS.** `PDH`, `PDL`, `PDO` and the seven floor pivots
+(`pivotP`, `pivotR1`–`R3`, `pivotS1`–`S3`) read the UTC-day profile, not a candle rung, so they take
 no timeframe reference at all: bind them `{rel: 'anchor'}` — the default — and they serve the same
-previous UTC session from any anchor. An absolute reference is REFUSED at save, including `1d`,
+previous UTC day from any anchor. The trading-session levels (`asiaHi`, `pLondonHi`, `nyOpen`, …) read
+the trading-session profile the same way, each session fixed in UTC with the window its label names. An
+absolute reference is REFUSED at save, including `1d`,
 because there is no rung for one to select. They are catalogued price levels, so `dist_PDH gte 0`
 composes directly. (`distance` still rejects an `offset`, and a clause still compares a column
 with a literal or with its own previous completed bar, never with another column; neither of those
-shapes is what a previous-session level needed.) The same holds
+shapes is what a previous-UTC-day level needed.) A `spread` of a bar's own value against one of these
+levels reads `null` on a bar outside the UTC day (or trading session) the level belongs to, so the first
+bars after 00:00 UTC are never measured against the next day's level. The same holds
 for every timeless metric — these levels, funding, the regime and the other bundle
 reads: a `value` column over one accepts only `offset: 0`, and a larger offset is REFUSED at save,
 because there is no earlier bar to cut back to.
@@ -392,7 +407,7 @@ below when it closed at or under it. For a level computed from its own bar (a ba
 average, `ST_LINE`, `PSAR`, the Ichimoku conversion and base lines) that is the prior bar's level, so a
 level that moved between the two bars is judged on the bar it stood at; for a level whose price was fixed
 before the bar (a prior-bar Donchian rail, the break memory, a swing level, the displaced Ichimoku lines, a
-prior-session level or pivot) it is the bar's own level. From below: a bar that closes through the level is a break and reads `none`; a bar whose high
+prior-UTC-day or previous trading-session level or pivot) it is the bar's own level. From below: a bar that closes through the level is a break and reads `none`; a bar whose high
 reached the level and whose close came back under it is `reject_from_below`; a bar whose high came
 within the buffer of the level is `touch_from_below`. From above is the mirror on the low.
 
@@ -409,12 +424,15 @@ within the buffer of the level is `touch_from_below`. From above is the mirror o
     `VWAP`, a moving average (`SMA20`, `EMA20`, …), `ST_LINE`, `PSAR`, the prior-bar Donchian rails
     (`DONCHIAN_UPPER_PRIOR`, `DONCHIAN_LOWER_PRIOR`), the Donchian break memory (`DONCHIAN_BROKEN_HI`,
     `DONCHIAN_BROKEN_LO`), the Ichimoku lines, the swing levels (`SWING_FRACTAL_HIGH`,
-    `SWING_FRACTAL_LOW`) — reads its own value at each bar. A prior-session level or pivot (`PDH`, `PDL`,
-    `PDO`, `PIVOT_P`, `PRIOR_TPO_POC`, …) has one reading for the session; a clause over it is a single
-    read with no hold, because the session profile keeps no earlier reading. On `PSAR` a wick that
+    `SWING_FRACTAL_LOW`) — reads its own value at each bar. A prior-UTC-day level or pivot (`PDH`, `PDL`,
+    `PDO`, `PIVOT_P`, `PRIOR_TPO_POC`, …) or a previous trading-session level (`PRIOR_LONDON_HIGH`, …) has
+    one reading for its UTC day or session; a clause over it is a single read with no hold, because the
+    profile keeps no earlier reading, and on a bar outside that day or session it reads `null`, so the
+    day's last bar is never classified against the next day's level. On `PSAR` a wick that
     trades through the SAR flips it on that bar, so a rejection needs the low (high) to meet the SAR
     exactly and a touch needs a buffer; its flip is `dist_PSAR crossesAbove 0` / `crossesBelow 0`.
-  - **Not offered:** a developing-session level (`TPO_POC`, `TPO_VAH`, …), the naked points of
+  - **Not offered:** a developing-UTC-day level (`TPO_POC`, `TPO_VAH`, …), the current trading
+    session's levels, the opening ranges and the IB extensions, the naked points of
     control and the single prints (`TPO_SINGLE_PRINT_ABOVE`/`_BELOW`, `NAKED_SINGLE_PRINT_ABOVE`/`_BELOW`),
     which move between bars with no earlier reading kept; and the same-bar Donchian rails
     (`DONCHIAN_UPPER`, `DONCHIAN_LOWER`), each the extreme of the window ending at the very bar it would
@@ -502,7 +520,8 @@ its side replaces it.
   clause over it reads FALSE.
 - **A swing level does not remember a broken level.** Two to four bars after a break the level steps
   to the next swing, so a retest of the BROKEN level is not a swing-level read.
-- **The two levels take** `distance`, `spread`, `aggregate`, `trajectory`, `efficiency` and
+- **The two levels take** `distance`, `spread`, `aggregate`, `trajectory`, `efficiency`, the
+  statistics (`zscore`, `stddev`, `linregSlope`, `pctl`, `rollingMin`, `rollingMax`) and
   `levelInteraction`, and both rank across the board
   (`dist_fractalHi_rank_near`: the coins closest to their own last swing high).
 - **The break is the crossing toward the level.** `dist_fractalHi crossesAbove 0` is a close through the

package/skills/battlegrid-strategy-examples/references/recipes.md

@@ -30,7 +30,7 @@ rather than events all live there. This document assumes them.
 | Closed-bar-only trajectory | add `"bars": "closed"` to any trajectory | same, drawn from closed bars |
 | Extension from trend | `{ "metric": "SMA50", "transformId": "distance", "timeframe": { "rel": "anchor" } }` | `dist_SMA50` (signed %) |
 | Funding paid over a day | `{ "metric": "FUNDING_RATE", "transformId": "aggregate", "timeframe": { "rel": "anchor" }, "window": 24 }` | `rate_mean24` |
-| Chop filter on the entry rung | `{ "metric": "CLOSE", "transformId": "efficiency", "timeframe": { "rel": "lower" }, "window": 5, "bars": "closed" }` | `close_ltf_er` (≥0.6 directional) |
+| Chop filter on the entry rung | `{ "metric": "CLOSE", "transformId": "efficiency", "timeframe": { "rel": "lower" }, "window": 4, "bars": "closed" }` | `close_ltf_er` (≥0.6 directional; 4 changes, the last 5 closes) |
 | One-bar volume concentration | `{ "metric": "VOLUME", "transformId": "maxShare", "timeframe": { "rel": "lower" }, "window": 4, "bars": "closed" }` | `volBase_ltf_maxShare` |
 | Room to structure | `{ "metric": "STRUCT_ZONES", "transformId": "nearestZoneDist", "timeframe": { "rel": "regime" }, "side": "resistance" }` | `zones_htf_resist_dist` |
 | Last **closed** daily read | `{ "metric": "RSI14", "transformId": "value", "timeframe": { "abs": "1d" }, "bars": "closed" }` | `RSI14_1d` — the newest completed daily bar |

package/skills/battlegrid-strategy-examples/references/tradingview-ports.md

@@ -15,6 +15,7 @@ engine) and names its substitutions where the catalog lacks a primitive.
 - Pivot highs / lows, HH-HL structure and break of structure
 - Chaikin Money Flow
 - Now native, formerly substituted
+- Statistics over a series' own history
 
 ## TradingView ports — familiar processes, studio vocabulary
 
@@ -25,7 +26,7 @@ the thing itself. Most TV strategies run on the daily chart: carry that with the
 daily-strategy pattern above (pinned-1d thesis with `"bars": "closed"` at offset 0 on an intraday anchor), which
 binds decisions to daily closes while the studio keeps managing risk intraday.
 
-Event-column behaviour, state-vs-event, previous-session-level binding and the squeeze's anchor calibration are
+Event-column behaviour, state-vs-event, previous-UTC-day-level binding and the squeeze's anchor calibration are
 rules about the columns themselves, not about porting — they live in the skill body's
 `## Header grammar` and `## Conditions`. Read those first; this document is the per-script recipes.
 
@@ -71,10 +72,19 @@ rules about the columns themselves, not about porting — they live in the skill
   **Daily-breakout variant on any anchor:** pin the rail at 1d — `dist_donchianHiPrior20_1d crossesAbove 0`
   (`gt 0` for the held state).
   **Literal previous-day levels are native**: `dist_PDH gte 0` composes directly. They are TIMELESS
-  and take `{rel: 'anchor'}` — see `## Header grammar` in the skill body.
+  and take `{rel: 'anchor'}` — see `## Header grammar` in the skill body. The previous UTC day is the
+  00:00–24:00 UTC day, and a level read against a bar of the next day is `null`.
+- **Session highs / lows, opening range, IB extensions** → the trading-session levels are native:
+  `ASIA_HIGH`, `LONDON_LOW`, `NEW_YORK_OPEN` and their previous instances (`PRIOR_LONDON_HIGH`, …), each
+  session fixed in UTC (asia 00–08, london 08–13, newYork 13–21) with no daylight-saving rule, the UTC
+  day's opening ranges (`OR15_HIGH`/`OR15_LOW`, `OR30_HIGH`/`OR30_LOW`) and the IB extensions
+  (`IB_EXT_UP_150` … `IB_EXT_DOWN_200`). A session window (`TRADING_SESSION in ["london","newYork"]`,
+  `DAY_OF_WEEK between 1 and 5`) is an ordinary condition; the glosses state the windows.
 - **ICT / SMC (FVG + order blocks)** → `STRUCT_ZONES` is the native zone engine:
   `zones_htf_support_type` (`bullish FVG`/`bullish order block`), `zones_htf_support_dist
-  between 0 1.5`, `_age_h gte 12`, HTF bias required via `MAalign_htf`. Liquidity sweeps, displacement, killzones and event *sequencing* are shapes the
+  between 0 1.5`, `_age_h gte 12`, HTF bias required via `MAalign_htf`. A killzone is a session window
+  (`TRADING_SESSION`, `UTC_HOUR`) and a sweep of a previous session's extreme is `PRIOR_<S>_HIGH_SWEPT` /
+  `_LOW_SWEPT`; displacement and event *sequencing* are shapes the
   grammar does not have — a clause compares one column with a literal or with its own previous
   completed bar, never with another column or an earlier event, so an ordered sequence of events
   cannot be stated at all. That is a grammar limit, not a missing metric; name it as
@@ -110,8 +120,25 @@ rules about the columns themselves, not about porting — they live in the skill
   (`PIVOT_P`/`PIVOT_R1`–`R3`/`PIVOT_S1`–`S3`), Williams %R (`WILLR14`), Stochastic RSI
   (`STOCH_RSI14`), the TTM squeeze (`KC_SQUEEZE`), Connors RSI-2 (`RSI2`), the 8/9/21/50 EMAs
   (`EMA8`/`EMA9`/`EMA21`/`EMA50` — `ta.ema(close, 8)` is `EMA8`, its distance `dist_EMA8`), literal
-  previous-session levels (`PDH`/`PDL`/`PDO`), fractal swing structure
+  previous-UTC-day levels (`PDH`/`PDL`/`PDO`), fractal swing structure
   (`SWING_FRACTAL_HIGH`/`SWING_FRACTAL_LOW`/`SWING_FRACTAL_LABEL`, the prior pivots
   `PRIOR_SWING_FRACTAL_HIGH`/`PRIOR_SWING_FRACTAL_LOW` and their ages
   `SWING_FRACTAL_HIGH_BARS_AGO`/`SWING_FRACTAL_LOW_BARS_AGO`), and Chaikin Money Flow (`CMF20`). Port
   these directly — do not offer a substitute for a primitive the catalog serves.
+- **Statistics over a series' own history** — the windowed transforms port the common Pine idioms
+  one for one, over any metric with a series and over a `distance` or `spread`:
+  - the `er` function of the common Pine libraries, `math.abs(x - x[n]) / math.sum(math.abs(x - x[1]), n)`,
+    is `x × efficiency` at window `n` — the window counts CHANGES, so `er(close, 10)` is window 10 and
+    reads 11 bars;
+  - the z-score idiom `(x - ta.sma(x, n)) / ta.stdev(x, n)` is `x × zscore` at window `n`
+    (`RSI14_z20`), population σ as `ta.stdev` defaults to, banded at ±1 and ±2;
+  - `ta.stdev(x, n)` is `x × stddev` (`close_sd20`, in the input's own units);
+  - `ta.percentrank(x, n)` is `x × pctl` at window `n` — the `n` bars BEFORE the newest, ties at or below;
+  - `ta.highest(x, n)` / `ta.lowest(x, n)` are `x × rollingMax` / `x × rollingMin` (`high_max20`
+    is `DONCHIAN_UPPER`'s same-bar rail);
+  - a linear-regression slope over `n` bars (TA-Lib's `LINEARREG_SLOPE`) is `x × linregSlope`, the
+    least-squares slope per bar — not Pine's `ta.linreg(x, n, 0) - ta.linreg(x, n, 1)`, which differs
+    two fits.
+
+  Each reads null where its newest or oldest bar holds no value, or where fewer bars exist than the
+  window reads.