dexbot 1.6.4 → 1.6.5

package/CHANGELOG.md

@@ -2,6 +2,46 @@
 
 All notable changes to this project will be documented in this file.
 
+## [1.6.5] - 2026-09-23 - Editor-Managed Whitelist Flags, GridPrice Normalization, Pool/Health Cues, Log-Symmetric Range Tilt, Centralized Bot Defaults, Dynamic-Weight CLI, Update Self-Heal
+
+### 2026-09-23
+
+- **Fix(bot-editor)**: treat `gridPrice` deactivating entries as `startPrice` and normalize them to `null` — typing `n`/`no`/`false`/`0`/`f`/`s`/`start`/`none`/blank, or a lone space, now commits `null` and the editor renders it as red `startPrice`, matching the live echo. Previously a whitespace-only entry previewed `startPrice` but a bare-Enter path silently kept the old value (`readInput` trimmed the resolved line, so a typed space was indistinguishable from Enter). `readInput` gains a `trimInput` option (default true, existing callers unchanged); `askGridPriceMode` opts out and tells a bare Enter (keep current) from whitespace (overwrite null). New `GRID_PRICE_UNSET_INPUTS`/`isUnsetGridPrice` in `modules/bot_defaults.ts` is the single spelling set, shared by the editor prompt, the display, and `seedBotDraft`, so a hand-edited `"gridPrice": false`/`"no"` normalizes to null at seed time instead of lingering as a value the runtime only silently degrades. Tests: unset → null (`tests/test_bot_defaults_characterization.ts`), red-startPrice rendering (`tests/test_account_bots_adapter.ts`, which now exports `colorGridPriceValue`), and `trimInput` default-vs-opt-out (`tests/test_read_input.ts`) (`modules/account_bots.ts`, `modules/bot_defaults.ts`, `modules/order/utils/system.ts`).
+
+- **Feat(bot-editor)**: clearer `Pool` and `Adapter` status cues — the `3) Price` summary's `Pool:` field no longer reads `none` when the runtime auto-selects the pair's default pool: it shows a green `default` when `startPrice` is `pool`, a grey `none` otherwise, and a pinned `poolRef` still shows its ID (display-only; `formatPoolRefLabel` never touches the stored value; a `gridPrice` of `pool`/`book` is discouraged market-price anchoring and stays red in its own field). `6) Adapter` Weight/Range `false` now render bright yellow (`COLORS.yellowBold`) as optional-rider warnings instead of red; `Price` false stays red as the gate. New `testFormatPoolRefLabel` and a red-`book` assertion in `tests/test_account_bots_adapter.ts` (which now exports `formatPoolRefLabel`).
+
+- **Feat(settings)**: expose the AMA-slope reset trigger in General settings — `1) Grid Health` now also edits `MARKET_ADAPTER.AMA_SLOPE_DELTA_THRESHOLD_PERCENT` (default `8%`, range 0.1-100; the slope-delta trigger as a percentage of max AMA slope), and the health line renders both thresholds with the Δ symbol and `%` (`AMA Δ: 1%, AMA-Slope Δ: 8%`); the input prompts are labelled `AMA Δ` / `AMA-Slope Δ` (the unit stays on the health line, not repeated at the prompt). `loadGeneralSettings` validates the new value with the same `>0` guard as the center-delta threshold, so a hand-edited `0`/negative/NaN cannot silently disable the slope reset. Also relabels the first Grid Health value `Ratio` → `Funds` (the trigger is available-funds/allocated-capital, so the old name was vague; config key `GRID_REGENERATION_PERCENTAGE` unchanged) and its prompt `Grid Ratio Regeneration %` → `Grid Funds Regeneration %`. Docs: `README.md` global-settings reference and the `docs/GRID_RECALCULATION.md` range-scaling trigger note updated (`modules/account_bots.ts`, `README.md`, `docs/GRID_RECALCULATION.md`).
+
+- **Refactor(whitelist)**: remove the legacy `dexbot whitelist`/`white` command and its bulk generator — `scripts/generate_market_adapter_whitelist.ts` and the `market-adapter:whitelist` npm script are fully superseded by the per-bot editor (`dexbot bot` -> `2) Modify bot` -> `6) Adapter`), which reads/writes `profiles/market_adapter_whitelist.json` directly. The command, script, CLI help/alias/docstring entries, and all docs/tests that referenced it are gone; deleting a bot in the editor now prunes its whitelist entry via a new `removeWhitelistEntry(botKey)` helper (`modules/market_adapter_whitelist.ts`), run only after the `bots.json` save succeeds (`modules/account_bots.ts`), so a deleted bot cannot leave stale flags for a future same-name bot to inherit (a malformed whitelist file aborts the removal and is never silently replaced). Behavioral impact: `dexbot whitelist`/`white` is an unknown command; bots removed by hand-editing `bots.json` still need manual pruning (documented in `market_adapter/README.md`). New `tests/test_account_bots_adapter.ts` case (`dexbot.ts`, `package.json`, `scripts/README.md`, `scripts/reset-settings.sh`, `docs/README.md`, `docs/GRID_RECALCULATION.md`, `docs/WORKFLOW.md`, `market_adapter/README.md`).
+
+- **Feat(bot-editor)**: default `gridPrice` to `ama3` and color AMA values as healthy — `DEFAULT_CONFIG.gridPrice` was null (delegating to `startPrice`), so a freshly created bot priced its bounds off `startPrice` while every other AMA-capable path expects a preset; the editor also greened pool/book/numeric exactly like valid AMA values. `DEFAULT_CONFIG.gridPrice` is now `"ama3"` (`modules/constants.ts`), the prompt label reads `gridPrice (ama1/ama2/ama3/ama4)` (bare `ama` still accepted), and `colorGridPriceValue()` greens only AMA values and reds pool/book/numeric/null across the Enter default, live input echo, and `3) Price` menu line. Section `6) Adapter` now renders Price/Weight/Range through `colorBooleanFlag(v, true)` instead of a local gray-for-false lambda, so each flag reads as a health state (green on, red off) like `Active` — the optional Weight/Range off-state was later softened to bright yellow (see the `Fix(bot-editor)` entry above). Input acceptance is unchanged — pool, book, bare ama, ama1..ama4, positive numbers, none/null/startprice, and Enter keeping the current value all still work; red flags "not an AMA value" rather than blocking it. New drafts and configs missing the key seed `ama3`; explicit values in existing bots entries are untouched (seeding fills only undefined), and whitelist flags stay false for a bot with no entry, so an ama3 bot starts in adapter dry-run and falls back to startPrice with a warning until Adapter -> Price is enabled. `modules/bot_defaults.ts` and `tests/test_bot_defaults_characterization.ts` follow the new default.
+
+- **Refactor(launcher)**: spawn the supervised bot worker as `worker`, not `test` — `dexbot start` launched the bot as `dist/dexbot.js test`, which read like a test job in htop/ps even though it is the live runtime. `buildDexbotStartArgs` now emits `['worker', ...(dryrun ? ['--dryrun'] : []), botName?]` (`modules/launcher/monolithic_runtime.ts`); `unlock.ts` sets `DEXBOT_LAUNCHER_WORKER=1` on the child env (`modules/config.ts` exposes the flag) and `dexbot.ts` intercepts the internal `worker` command when the marker is set, before command validation, so it never re-enters the supervisor. Public `dexbot start` still delegates to `unlock`; the `test` help wording was clarified. Launcher/unlock tests updated, including an assertion that the child carries the worker marker.
+
+- **Fix(update)**: rebuild when source is current but `dist/` is stale — the git update flow exited before `npm run build` when there were no incoming commits, and tsc's incremental cache will not re-emit an output it believes is current (it will not even recreate a deleted file), so a `dist/` that lagged its source stayed stale while every later run reported "already up to date"; the old guard only checked the `dist/modules/dexbot_class.js` mtime, so a stale `dist/dexbot.js` (holding the CLI alias table) went unnoticed. New `scripts/update_dist_freshness.ts` detects missing/stale outputs without invoking the compiler over exactly the root tsconfig include roots; `scripts/update.ts` self-heals on the no-op path (force a full rebuild, then restart), re-checks and force-emits on the normal path, and `assertDistBundleFresh()` replaces the single-marker guard with a full-bundle check. New `tests/test_update_dist_freshness.ts` covers missing entries, missing/stale counterparts, root-level entry points, and non-compiled files.
+
+- **Feat(defaults)**: centralize bot defaults, settings-doc building, and whitelist flags — seven scattered producers applied `DEFAULT_CONFIG` and whitelist defaults independently and had already drifted. New `modules/bot_defaults.ts` (`seedBotDraft`/`seedBotEntry`/`seedBotRuntimeConfig` with classified key sets, `normalizeBotDraft`/`normalizeBotEntry`) now backs the editor draft, `bot_settings` + claw, and the `OrderManager` constructor. `buildDefaultGeneralSettings()` (`modules/constants.ts`) and `buildNodesView()` (`modules/settings_merge.ts`) give the first-run generator, the editor fallback (`account_bots.loadGeneralSettings`), and the local-overrides merge one shared document (`loadGeneralSettings`/`saveGeneralSettings` now exported). `DEFAULT_WHITELIST_FLAGS`/`AMA_ONLY`/`ALL_ENABLED` constants replace every inline flag literal. Behavioral impact: a draft's `gridPrice` follows a `DEFAULT_CONFIG.gridPrice` override (default stays null here); a missing `bot.active` sources `DEFAULT_CONFIG.active` (was hardcoded true) and claw no longer coerces present null/0, unifying on `active !== false`; `OrderManager` clones absent defaults so config mutations cannot leak into the global default; brand-new first-run settings files gain `NODE_MANAGEMENT`, drop `ANCHOR:{}`, and match the editor key order. Existing `bots.json`/`general.settings.json` are not rewritten (merge output verified byte-identical to a pre-refactor baseline). Tests: 295/295 files passed; new `tests/test_bot_defaults_characterization.ts`, `tests/test_bot_defaults_parity.ts`, and a claw delegation test.
+
+- **Feat(bot-editor)**: manage market-adapter whitelist flags from the editor — the per-bot Price/Weight/Range flags (`ama`/`dynamicWeight`/`asymmetricBounds`) previously required running the `dexbot white` script with the correct `botKey`; a wrong key silently wrote a useless entry and the script remained the only way to flip a single flag. New `6) Adapter` section in `modules/account_bots.ts` stages the three flags and commits them only after `bots.json` saved (migrating the entry on rename); `parseBooleanInput` fixes `askBoolean` parsing `'true'` as false and accepting any garbage (`y`/`yes`/`true`, `n`/`no`/`false`, Enter keeps current). `modules/market_adapter_whitelist.ts` gains `setWhitelistFlags()`/`renameWhitelistEntry()` read-modify-write helpers — an occupied key refuses the rename, a malformed file aborts instead of clobbering, legacy array-form entries are preserved, and keys are written sorted. Docs now point to `dexbot bot` -> `6) Adapter`. New `tests/test_account_bots_adapter.ts` (boolean parsing, flag writes, rename/collision, legacy and malformed-file coverage); `npm test` 293 passed / 0 failed, `verify:browser-bundle` 39/39, `tsc --noEmit` clean. Risk: writes touch the same file `dexbot white` owned; unchanged flags are never rewritten.
+
+- **Feat(market-adapter)**: log-symmetric range-scaling tilt — range scaling previously widened the trend side by `(1+a)` but tightened the opposite side by `(1-a)`, which in log space made the tighten ~40% more aggressive than the widen at the default cap of 0.333x, collapsing the non-trend side toward center. Both bounds now scale by the same factor (down `1/(1+a)`, up `(1+a)`), so `delta log = +/-ln(1+a)` exactly and total log-width (slot count) is preserved while only the band's geometric center translates toward the trend; the widened side is unchanged and the tightened side is now the reciprocal rather than the linear complement. The geometric safe-clamp is mirrored to `base* - 1` so the shifted tightened bound still contains the fixed AMA center (still required: the reciprocal prevents reaching zero, not crossing center). `market_adapter/core/asymmetric_bounds.ts`, `modules/constants.ts`, `market_adapter/README.md`, and tests updated; `tests/test_market_adapter_service.ts` now sets `process.exitCode` on failure so its catch no longer masks a real failure. Behavioral change: with range scaling enabled the non-trend bound sits further from center (a 1.55x base at full tilt lands at +16.5% instead of +3.9%). The live grid build, adapter metrics, analyze-orders display, and the TradingView chart (embedded canonical source) all share this function.
+
+- **Docs**: sync documentation index and linked docs with runtime behavior — `docs/README.md` bullets still described pre-1.6.4 behavior (batch cap is `gapSlots+1`, log rotation is 1.1GB total budget / 10 files, the `maxPages` warning is debug-level, duplicate detection is exact slot-price); `docs/architecture.md`'s batcher diagram/table said default cap 4 after 1f2fd7ae raised it to `gapSlots+1`; `docs/GRID_RECONCILE.md` Phase-1 duplicate detection described the removed 5x fuzzy matcher (code uses `priceSlotEqual` exact equality); `docs/FUND_MOVEMENT_AND_ACCOUNTING.md` dust partials are cancelled immediately on detection, not marked for consolidation; `docs/EVOLUTION.md` footer/stats refreshed to repo HEAD. Docs-only.
+
+- **Feat(analysis)**: add an `ema` knob to the dynamic-weight chart for AMA input smoothing — the AMA slope channel had no post-filter besides the nz% dead-band, so there was no way to research how much additional slope smoothing (peak trimming, fewer sign flips) improves weight stability before touching live code. The dynamic-weight chart gains an `ema` slider (0-32 bars, 0 = off = previous behavior) that EMA-filters the AMA input before the slope; the clip-percentile pool and canonical `computeDynamicWeightSeries` offsets derive from it, so one source feeds display, clipping, and pipeline. Panel 2 gains a gray dashed Raw fraction-per-mille reference line and legend entry; the knob participates in `SLIDER_RANGES` clamps, copy/paste (`amaEmaSpan`), and init form-restore. `analyze_dynamic_weight` gains `--ema` (absent/NaN/out-of-range all resolve to the clamped default). `DYNAMIC_WEIGHT_RESEARCH` documents the flag row, knob table row, span value table, tuning interactions, and the measured effect on ~8.7k hourly bars (std -3% / peaks -22% / crossings 86 -> 74 at span 9). Research only; default ema = 0 reproduces prior output, the live market adapter and shared `dynamic_weight_series` module are untouched.
+
+- **Feat(cli)**: add `dexbot dw` and centralize the chart-command pipeline — `dexbot dw` renders the dynamic-weight research chart through the same fetch pipeline as `dexbot tv`, but the pipeline lived in a tv-branded module with the exporter hardcoded. New `scripts/chart_command.ts` holds the shared pipeline (bot/pool-id/pair target resolution, `--feed`/`--pool`/`--book` routing with pool-first orderbook fallback, MPA/prediction-market guards, cached 1-month candle chunks, temp-JSON handoff) plus a `RENDERERS` registry (analyzer path, exporter label, title kind, usage blurb) so both commands (and future chart commands) are a table row apart; `scripts/tv.ts` and new `scripts/dw.ts` are thin entries with per-command error labels (loading them never triggers a run, test-asserted). Explicit `--ama-er/fast/slow-period` forwarding to the analyzer was dropped — both renderers resolve `resolveAmaConfig()` from `--bot-key` themselves, which also stops silently dropping the 4th field (`erSmoothPeriod`); verified output-identical for tv, and tv stays intentionally 3-param AMA. `analysis/analyze_dynamic_weight.ts` gains `--title` and a clickable `file://` save link; `dexbot.ts` registers `dw` in `CLI_COMMANDS`/`HELP_OWNING_COMMANDS` and the shared tv/dw dispatch (advanced-only, root help/README unchanged; documented in `scripts/README.md`, `analysis/README.md`, `analysis/trend_detection/DYNAMIC_WEIGHT_RESEARCH.md`). Month flags: `--month` canonical (default 3), `--months` a pure alias, invalid values always report `--month`. New `tests/test_dw_cli.ts`; `test_tv_feed_routing` now imports `scripts/chart_command`.
+
+### 2026-09-22
+
+- **Feat(log)**: tag RMS structural-divergence logs with `[RMS]` and show the threshold — the RMS reset line logged raw decimal metrics via `formatPrice6` (`buy=0.162000`) with no threshold context, so operators could not tell which level fired or which side breached. `resolveRmsThresholdPct()` is extracted as the single source of truth for the `GRID_COMPARISON.RMS_PERCENTAGE` override chain (previously duplicated inline in `compareGrids`) and surfaced as `thresholdPct` through `compareGrids`/`monitorDivergence`: `modules/order/grid.ts` emits a per-side `[RMS]` debug line (metric vs threshold -> TRIGGER-RESYNC/no trigger) each tick plus a "checks disabled" variant when the threshold is 0, and `modules/dexbot_maintenance_runtime.ts` now prefixes the reset line with `[RMS]` and formats it as 4 significant digits (`buy=16.20%`) with threshold, breaching sides, and the resync reason; the failure warn is also tagged. The threshold check itself is unchanged (same override chain, same percent->decimal scaling), but log line format changes, so log scrapers keyed on the old literals must be updated (no legacy format retained). `GRID_RECALCULATION.md` signatures/examples and the `LOGGING.md` `[RMS]` prefix row updated (including the threshold=0 debug variant). Also fixes a red test left by f859941e (`tests/test_market_adapter_log_format.ts` now expects `asymCap=33%`).
+
+- **Fix(config)**: lower the default asymmetric bounds max factor to 0.333 — `ASYMMETRIC_BOUNDS_MAX_ASYMMETRY_FACTOR` moves 0.35 -> 0.333 so the slope-derived grid bound tilt is less aggressive. At the tight end of the supported span range (1.55x) full tilt previously pinched the tightened side to ~0.75% from the AMA center; 0.333 keeps ~3.3%, leaving the narrowing-side slot guard (`minScaleSlots`) more room before it overrides the tilt. Saturated band width moves from 87.75% to 88.91% of the symmetric base; wide 2x spans are effectively unchanged. The TradingView chart fallback and README defaults are synced to `modules/constants.ts`; local overrides in `profiles/general.settings.json` still take precedence at runtime.
+
+- **Style(ui)**: normalize bot editor separators — group related fields with `|` in the `dexbot bot` editor summary and keep within-group fields comma-separated, matching the Funding line style: Identity (Name/Account grouped, Active/DryRun comma), Price (Range/Start+Pool/GridPrice grouped with `|`), Grid (Weights group `|`, Incr/Spread comma), Funding (Sell/Buy comma, Orders/Reserve grouped with `|`). Presentational only (`modules/account_bots.ts`).
+
+- **Feat(tradingview)**: step the AMA ER stepper by 10 per click — the ER period defaults to 781, so the +/-1 per-click stepper (and its held-repeat) made any meaningful adjustment painfully slow. The step is now 10 (floor stays 1, integer rounding); other steppers (`sma-period`, `vwap-bars`, `fast`, `slow`) are unchanged (`analysis/tradingview/tradingview_uplot_chart_generator.ts`).
+
 ## [1.6.4] - 2026-09-22 - Fund-Driven Spread Correction, GapSlots+1 Batch Cap, Analysis Shared Modules
 
 ### 2026-09-21

package/README.md

@@ -173,17 +173,18 @@ Keep the default settings first, and tune these:
    on AMA. Pick a specific preset if desired: `"ama1"` is the fastest,
    `"ama4"` the slowest, and `"ama"` uses the pair's default preset.
 
-5. **Generate the market-adapter whitelist:**
+5. **Set the adapter flags** — `dexbot bot` → `2) Modify bot` → pick the bot
+   → `6) Adapter`:
 
-   ```bash
-   dexbot white
-   ```
+   - `Price` — AMA pricing and live adapter writes (turn **on** for AMA bots;
+     without it the adapter only dry-runs)
+   - `Weight` — dynamic buy/sell weights (opt-in)
+   - `Range` — AMA-slope range scaling (opt-in)
 
-   This writes `market_adapter_whitelist.json` in the profiles directory. New AMA bots get AMA
-   live writes only; dynamic weights and range scaling are disabled by default. Use
-   `dexbot white --dynamic-weight` or `dexbot white --asymmetric-bounds` to opt
-   newly generated entries into those features; existing entries are preserved.
-   To overwrite an existing bot, include `--bot <botKey>` with the desired flags.
+   The flags are stored per bot in `market_adapter_whitelist.json` in the
+   profiles directory and can be changed any time from the same editor
+   section. Boolean prompts accept `y`/`yes`/`true` and `n`/`no`/`false`;
+   Enter keeps the current value.
 
 6. **Start DEXBot2** with `dexbot start`.
 
@@ -227,7 +228,7 @@ Global settings via `dexbot bot`, stored in `general.settings.json` in the profi
 
 <details><summary><mark>Global settings reference (click to expand)</mark></summary>
 
-- **Grid Health**: Grid Ratio Regeneration % (default `3%`), RMS Divergence Threshold % (default `14.3%`), AMA Delta Threshold % (default `1%`)
+- **Grid Health**: Grid Funds Regeneration % (default `3%`), RMS Divergence Threshold % (default `14.3%`), AMA Δ Threshold % (default `1%`, AMA center move that triggers a grid reset), AMA-Slope Δ Threshold % (default `8%`, slope-delta trigger as a percentage of max AMA slope)
 - **Order Recovery**: Partial Dust Threshold % (default `5%`), Dust Cancel Delay (default `30s`, `-1` = off, `0` = instant)
 - **Node Configuration**: Node List (10 default public BitShares nodes), Health Check Interval (default `240 min`), Preferred Node (default `none`)
 - **Log Level**: `debug`, `info`, `warn`, `error`, `critical`. Fine-grained category control via `LOGGING_CONFIG` (see [Logging](docs/LOGGING.md))
@@ -257,8 +258,7 @@ First-run details and common mistakes are covered in the [BitShares Onboarding T
 
 ```bash
 dexbot key                 # Master password/keyring
-dexbot bot                 # Interactive bot configurator
-dexbot white               # AMA whitelist; dynamic weights and range scaling off by default
+dexbot bot                 # Interactive bot configurator (adapter Price/Weight/Range flags: 6) Adapter)
 
 dexbot reset {all|<bot>}   # Regenerate grid
 dexbot disable {all|<bot>} # Disable bot in config

package/analysis/README.md

@@ -25,7 +25,7 @@ Tools that inspect DEXBot trading behavior and the market data it operates on. O
 | [`analyze_risk_profile.ts`](#risk-profile-analyzer-analyze_risk_profilets) | "How wide should my Safe Range clamps be?" | `node dist/analysis/analyze_risk_profile.js --bot-key <bot-key>` |
 | [`analyze_trade_heatmap.ts`](#trade-heatmap-analyze_trade_heatmapts) | "Where did trade volume cluster vs the AMA?" | `node dist/analysis/analyze_trade_heatmap.js --bot-key <bot-key>` |
 | [`tradingview/analyze_tradingview.ts`](#tradingview-chart-tradingviewanalyze_tradingviewts) | "Just give me a candle chart" | `dexbot tv <bot-key>` |
-| [`analyze_dynamic_weight.ts`](#dynamic-weight-research-analyze_dynamic_weightts) | "Are buy/sell weights tuned for this regime?" | `node dist/analysis/analyze_dynamic_weight.js --bot-key <bot-key>` |
+| [`analyze_dynamic_weight.ts`](#dynamic-weight-research-analyze_dynamic_weightts) | "Are buy/sell weights tuned for this regime?" | `dexbot dw <bot-key>` |
 | [`analyze_volatility.ts`](#volatility-analyze_volatilityts) | "Both weights clipped too hard / not enough?" | `node dist/analysis/analyze_volatility.js --bot-key <bot-key>` |
 | [`analyze_regime.ts`](#supporting-sub-signals) | "Is the trend/chaos gate too aggressive?" | `node dist/analysis/analyze_regime.js --bot-key <bot-key>` |
 | [`analyze_kalman.ts`](#supporting-sub-signals) | "Is Kalman's contribution to the blend right?" | `node dist/analysis/analyze_kalman.js --bot-key <bot-key>` |
@@ -337,6 +337,13 @@ Two weight-tuning paths feed into the market adapter:
 Interactive 4-panel chart for the asymmetric path: AMA slope plus Kalman confirmation, gated by Hurst Exponent and Permutation Entropy. Use this when tuning buy/sell weight bias, AMA slope offset behavior, and regime damping.
 
 ```bash
+# Recommended one-step (advanced): bot, pool, or pair — fetches candles and renders,
+# same pipeline as `dexbot tv`, default 3 months
+dexbot dw <bot-key>
+dexbot dw 133 --month 6
+dexbot dw TOKENA/TOKENB --month 1
+
+# Direct analyzer (own candle files, research knobs --alpha/--gain/--dw/--lb/--clip)
 node dist/analysis/analyze_dynamic_weight.js --bot-key <bot-key>
 
 # From LP candle file with custom parameters

package/analysis/ama_fitting/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ama_fitting",
-  "version": "1.6.4",
+  "version": "1.6.5",
   "description": "Tools for fitting AMA parameters to market data",
   "main": "../../dist/analysis/ama_fitting/optimizer_high_resolution.js",
   "scripts": {

package/analysis/analyze_dynamic_weight.ts

@@ -22,7 +22,7 @@ import { calculateAMA } from '../market_adapter/core/strategies/ama.js';
 import { computeAmaSlopeWeights, createAmaSlopeClipTracker } from '../market_adapter/core/strategies/ama_slope_model.js';
 import { MARKET_ADAPTER } from '../modules/constants.js';
 import { PATHS } from '../modules/paths.js';
-import { writeChartFile } from './chart_utils.js';
+import { writeChartFile, toFileUrl } from './chart_utils.js';
 import { getCandleClose } from './math_utils.js';
 import { resolveSource, listAvailableBots, type SourceConfig } from './resolve_source.js';
 
@@ -56,6 +56,7 @@ function parseArgs() {
     const config: {
         source: { type: string; config: SourceConfig };
         chartFile: string;
+        title: string | null;
         alpha: any;
         gain: any;
         dispWeight: any;
@@ -64,9 +65,11 @@ function parseArgs() {
         listBots: boolean;
         lookbackBars?: number;
         dispScaleMinPct?: number;
+        amaEmaSpan?: number;
     } = {
         source: { type: 'market_adapter', config: { botKey: '' } },
         chartFile: path.join(PATHS.ANALYSIS.CHARTS_DIR, 'dynamic_weight_chart.html'),
+        title: null,
         alpha: MARKET_ADAPTER.DYNAMIC_WEIGHT_ALPHA,
         gain: MARKET_ADAPTER.DYNAMIC_WEIGHT_GAIN,
         dispWeight: MARKET_ADAPTER.DYNAMIC_WEIGHT_DW,
@@ -84,10 +87,12 @@ function parseArgs() {
             config.source.type = 'json';
         }
         else if (arg === '--chart') config.chartFile = args[++i];
+        else if (arg === '--title') config.title = args[++i] ?? null;
         else if (arg === '--alpha') config.alpha = parseFloat(args[++i]);
         else if (arg === '--gain') config.gain = parseFloat(args[++i]);
         else if (arg === '--dw') config.dispWeight = parseFloat(args[++i]);
         else if (arg === '--lb') config.lookbackBars = parseInt(args[++i], 10);
+        else if (arg === '--ema') config.amaEmaSpan = parseInt(args[++i], 10);
         else if (arg === '--clip') config.clipPct = parseFloat(args[++i]);
         else if (arg === '--list-bots') config.listBots = true;
         else if (arg === '--quiet') config.quiet = true;
@@ -201,6 +206,7 @@ async function main() {
                 ...AMA_WEIGHT_CONFIG,
                 lookbackBars: config.lookbackBars ?? AMA_WEIGHT_CONFIG.lookbackBars,
             },
+            amaEmaSpan: config.amaEmaSpan,
             alpha: config.alpha,
             gain: config.gain,
             dispWeight: config.dispWeight,
@@ -223,11 +229,11 @@ async function main() {
                 amaNeutralZonePct:      MARKET_ADAPTER.DYNAMIC_WEIGHT_AMA_NEUTRAL_ZONE_PCT,
                 dispScaleMinPct:        MARKET_ADAPTER.DYNAMIC_WEIGHT_DISP_SCALE_MIN_PCT,
             },
-        }, 'Dynamic Weight Research Tool');
+        }, config.title || 'Dynamic Weight Research Tool');
 
         writeChartFile(config.chartFile, html);
 
-        if (!config.quiet) console.log(`[DynamicWeight] ✓ Chart saved to ${config.chartFile}`);
+        if (!config.quiet) console.log(`\n[DynamicWeight] ✓ Chart saved. Open chart: (${toFileUrl(config.chartFile)})`);
     } catch (err: unknown) {
         console.error(`[DynamicWeight] Error: ${(err as any)?.message ?? err}`);
         process.exit(1);

package/analysis/tradingview/analyze_tradingview.ts

@@ -236,6 +236,11 @@ async function main() {
             },
             smaPeriod: config.smaPeriod,
             amaDefaults: {
+                // Intentionally the 3-param AMA (er/fast/slow) only: the in-page
+                // recomputation has no erSmoothPeriod input by decision — `dexbot tv`
+                // stays a plain candle chart. The dw research chart and the live
+                // adapter are the mirrors of the full bot AMA config (incl.
+                // ama.erSmoothPeriod); the knob is inert by default (global 0).
                 erPeriod: config.amaErPeriod ?? amaConfig.erPeriod,
                 fastPeriod: config.amaFastPeriod ?? amaConfig.fastPeriod,
                 slowPeriod: config.amaSlowPeriod ?? amaConfig.slowPeriod,

package/analysis/tradingview/tradingview_uplot_chart_generator.ts

@@ -1469,7 +1469,7 @@ function generateHTML(data: any, title: any = 'TradingView Style Research') {
             const maxSlopeOffset = Number(slopeCfg.maxSlopeOffset) > 0 ? Number(slopeCfg.maxSlopeOffset) : 0.5;
             const maxAsym = gridCfg && Number(gridCfg.maxAsymmetryFactor) > 0
                 ? Number(gridCfg.maxAsymmetryFactor)
-                : (Number(slopeCfg.maxAsymmetryFactor) > 0 ? Number(slopeCfg.maxAsymmetryFactor) : 0.35);
+                : (Number(slopeCfg.maxAsymmetryFactor) > 0 ? Number(slopeCfg.maxAsymmetryFactor) : 0.333);
             const inc = gridCfg && Number(gridCfg.incrementPercent) > 0 ? Number(gridCfg.incrementPercent) : null;
             const minSlots = Math.floor(Number(gridCfg && gridCfg.minScaleSlots) > 0 ? Number(gridCfg.minScaleSlots) : (Number(slopeCfg.minScaleSlots) || 0));
             // User x-range span (slider 1.2x–2.0x, default 1.55x): the only
@@ -3066,7 +3066,7 @@ function generateHTML(data: any, title: any = 'TradingView Style Research') {
         }
         makeStepper('sma-period', 1, 1, 0);
         makeStepper('vwap-bars', 1, 24, 0);
-        makeStepper('ama-er', 1, 1, 0);
+        makeStepper('ama-er', 10, 1, 0);
         makeStepper('ama-fast', 0.1, 0.1, 1);
         makeStepper('ama-slow', 1, 0.1, 1);
         document.getElementById('ama-init-offset').addEventListener('input', () => {

package/analysis/trend_detection/DYNAMIC_WEIGHT_RESEARCH.md

@@ -63,6 +63,11 @@ On top of this blend, **Hurst Exponent** and **Permutation Entropy** act as a re
 ## Quick Start
 
 ```bash
+# One-step (recommended): same fetch pipeline as `dexbot tv` — bot, pool, or pair
+dexbot dw <bot-key>
+dexbot dw 133 --month 6
+dexbot dw TOKENA/TOKENB --month 1
+
 # From JSON candle file
 node dist/analysis/analyze_dynamic_weight.js \
   --file market_adapter/data/lp/<pair>/lp_pool_<id>_<interval>.json
@@ -77,6 +82,8 @@ node dist/analysis/analyze_dynamic_weight.js \
 
 Output: `analysis/charts/dynamic_weight_chart.html` (open in browser)
 
+`dexbot dw` writes an auto-named chart instead: `analysis/charts/dw_<bot|pool_<id>|<a>_<b>>_1h_<N>m.html`.
+
 **Note**: Hurst requires 256 bars and PE requires 58 bars before their regime signals become active. The first portion of the chart will show the full weight without regime gating.
 
 ## CLI Flags
@@ -90,6 +97,7 @@ Output: `analysis/charts/dynamic_weight_chart.html` (open in browser)
 | `--alpha` | `0.5` | Initial α blend (0 = pure Kalman, 1 = pure AMA) |
 | `--dw` | `0.50` | Initial displacement weight (0 = pure velocity, 1 = full displacement) |
 | `--lb` | `9` | Initial lookback bars (1-32) for AMA slope calculation |
+| `--ema` | `0` | Initial AMA input EMA span in bars (0 = off, 0-32) |
 | `--gain` | `1.0` | Initial gain multiplier |
 | `--clip` | `10` | Initial clip percentile |
 | `--quiet` | `false` | Suppress console output |
@@ -107,6 +115,7 @@ All panels share aligned vertical time grid lines, and the bottom output panel s
 
 ### Panel 2 — AMA Slope Input (14%)
 - **Orange line**: AMA3 slope percentage
+- **Gray dashed line**: raw (unfiltered) slope — the reference when the `ema` knob > 0
 - Shows the directional strength of the slow KAMA's trend movement
 - Values outside the clip threshold are flattened before entering the offset formula
 - Background shading mirrors the output signal direction
@@ -159,6 +168,7 @@ All panels share aligned vertical time grid lines, and the bottom output panel s
 |------|-------|---------|---------|
 | **nz%** | 0–1 | 0.00 | Neutral zone: dead-band below which offset is forced to 0 |
 | **lb** | 1–32 | 9 | Logarithmic. Lookback bars for AMA slope calculation |
+| **ema** | 0–32 | 0 | AMA input EMA span in bars (0 = off). Low-pass filters the AMA before the slope is taken; the gray dashed Raw‰ line shows the unfiltered slope for comparison |
 | **amaS%** | 0.06–0.12 | 0.09 | Logarithmic. Gear ratio for average per-bar AMA slope saturation |
 | **kalS%** | 0.5–1.5 | 1.0 | Logarithmic. Gear ratio for Kalman composite saturation |
 | **clip%** | 0–55 | 10 | Percentile clip: filters extreme inputs (0 = off) |
@@ -172,7 +182,7 @@ All panels share aligned vertical time grid lines, and the bottom output panel s
 
 ## Copy / Paste Parameters
 
-The **copy** button serializes all knob values (α, dw, kf, kfd, dsp, kdt, kfs, cf, lb, amaS%, kalS%, th%, gain, clip%, nz%, regi) to JSON and writes them to both the clipboard and `localStorage`.
+The **copy** button serializes all knob values (α, dw, kf, kfd, dsp, kdt, kfs, cf, lb, ema, amaS%, kalS%, th%, gain, clip%, nz%, regi) to JSON and writes them to both the clipboard and `localStorage`.
 
 The **paste** button first checks `localStorage` for parameters from a previous copy in the same browser session. If none found, it prompts for Ctrl+V input. A confirmation popup shows the parsed values before applying them. Click **Apply** to set the knobs, **Cancel** or press **Escape** to dismiss.
 
@@ -182,7 +192,7 @@ The **paste** button first checks `localStorage` for parameters from a previous
 
 ### AMA slope
 
-Taking the slope of the AMA produces a signal that is already noise-filtered at the source — a near-zero slope genuinely means sideways, not oscillation that happened to average out. The neutral zone (`nz%` knob) dead-bands any remaining micro-slope residuals, which is all the additional filtering the slope channel needs.
+Taking the slope of the AMA produces a signal that is already noise-filtered at the source — a near-zero slope genuinely means sideways, not oscillation that happened to average out. The neutral zone (`nz%` knob) dead-bands any remaining micro-slope residuals. When that is still too jumpy, the optional `ema` knob low-pass filters the AMA input itself before the slope is taken (0 = off keeps the raw input).
 
 ### Kalman filter
 
@@ -277,6 +287,7 @@ The lookup table can be customized per-market or per-bot (see [Custom Configurat
 ## Formulas
 
 ### AMA Offset
+With `ema` > 0, `AMA_now` / `AMA_lb_bars_ago` below are read from the EMA-filtered AMA input instead of the raw AMA series (everything else identical):
 ```
 amaSlope% = ((AMA_now − AMA_lb_bars_ago) / AMA_lb_bars_ago × 100) / lb
 amaClip = clamp(amaSlope%, ±clipThreshold)    // percentile-based clip
@@ -354,6 +365,27 @@ Number of bars to look back when computing AMA slope:
 
 AMA slope is normalized to an average percent per bar, not the cumulative move across the full lookback. Lower values = more noise, faster reaction. Higher values = smoother signals, more lag without adding gain just because the measurement window is longer.
 
+### ema (AMA input EMA span)
+Optional low-pass EMA over the AMA values before the slope is taken (span in bars, α = 2/(span+1), `0` = off). Because differencing and an EMA are both linear filters, they commute — smoothing the AMA input produces exactly the smoothed slope series, modulo the seeding transient.
+
+| `ema` | noise reduction* | added lag | verdict |
+|---|---|---|---|
+| 0 | 1× (off) | 0 bars | default, current behavior |
+| 4 | ~2× | ~+1.5 bars | light |
+| 9 (= lb) | ~3× | ~+4 bars | sweet spot |
+| 16 | ~4× | ~+7.5 bars | heavy but usable |
+| 32 | ~5.7× | ~+15.5 bars | upper-bound demo, too laggy to trade |
+
+\* standard-deviation reduction for white-ish noise ≈ `sqrt(span)`; lag ≈ `(span-1)/2` bars (EMA group delay) on top of the slope window's `(lb-1)/2`.
+
+Measured on ~8.7k hourly bars with the default AMA profile (`lb = 9`): the slow AMA's slope is dominated by low-frequency moves rather than white noise, so the `sqrt(span)` rule overstates the standard-deviation gain — `ema = 9` cut slope std only ~3% but trimmed the largest peaks ~22% and zero-crossings 86 → 74; `ema = 32` cut std ~11%, peaks ~48%, crossings 86 → 44, with a measured lag of ~3 bars at span 9 (theory 4). On this input the knob acts mainly as a peak-trimmer and sign-flip reducer, not as a general noise killer.
+
+Effects while tuning:
+- Zero-crossings get rarer, so the `cf` latch matters less and the `nz%` dead-band sits on a smooth curve instead of on noise.
+- |slope| peaks shrink, so the same `amaS%` reaches full offset strength less often — expect to lower `amaS%` (or raise `gain`) to restore output amplitude. The `clip%` percentile pool is rebuilt from the filtered input, which partially self-compensates.
+- Keep total lag in mind: ~`lb/2 + ema/2` bars before the slope reflects a move; at defaults that is ~8 bars (~8 h on the 1 h chart).
+- Panel 2 plots the smoothed slope (orange) over the raw slope (gray dashed) so the noise/lag trade-off is directly visible.
+
 ### regi (regime sensitivity)
 - 0 = regime multiplier is always 1.0 (Hurst+PE ignored)
 - 1 = default table values used as-is
@@ -383,6 +415,7 @@ The 3×3 regime multiplier table can be customized per-market or per-bot (defaul
 Candle Data
 ├── AMA3 (slow KAMA, erPeriod=781)
 │   ├── calculateAMA() → AMA3 values per bar  [price panel overlay]
+│   ├── `ema` knob (0 = off) → EMA-filtered AMA input  [research chart only]
 │   ├── computeAmaSlopeWeights() → slope%
 │   └── Percentile clip → amaClip → amaOff
 │

package/analysis/trend_detection/dynamic_weight_chart_generator.ts

@@ -40,6 +40,7 @@ function generateHTML(data: any, title = 'Dynamic Weight Research') {
     const AMA_MS_MIN = 0.06,  AMA_MS_MAX = 0.12;
     const KAL_MS_MIN = 0.5,   KAL_MS_MAX = 1.5;
     const CLIP_PCT_MAX = 20;
+    const EMA_MIN = 0,          EMA_MAX = 32;
     const TH_MIN = 0,         TH_MAX = 0.5;
     const KF_MIN = 0,         KF_MAX = 200;
     const KFD_MIN = 1.0,      KFD_MAX = 3.0;
@@ -53,6 +54,7 @@ function generateHTML(data: any, title = 'Dynamic Weight Research') {
         dispWeight:             [0, 1],
         neutralZonePct:         [0, 1],
         lookbackBars:           [LB_MIN, LB_MAX],
+        amaEmaSpan:             [EMA_MIN, EMA_MAX],
         amaMaxSlopePct:         [AMA_MS_MIN, AMA_MS_MAX],
         kalmanMaxSlopePct:      [KAL_MS_MIN, KAL_MS_MAX],
         clipPct:                [0, CLIP_PCT_MAX],
@@ -117,6 +119,10 @@ function generateHTML(data: any, title = 'Dynamic Weight Research') {
     const defaultKalmanDispThresholdMult = data.kalmanDispThresholdMult ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_DISP_THRESHOLD_MULT_DEFAULT;
     const defaultKalmanSmoothSpanPct = data.kalmanSmoothSpanPct ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_KALMAN_SMOOTH_SPAN_PCT_DEFAULT;
     const defaultSignalConfirmBars = data.signalConfirmBars ?? MARKET_ADAPTER.DYNAMIC_WEIGHT_SIGNAL_CONFIRM_BARS_DEFAULT;
+    // Research-only `ema` knob: EMA span in bars over the AMA input before the
+    // slope is taken. 0 (default) = off, keeps the raw AMA input.
+    const defaultAmaEmaSpanRaw = data.amaEmaSpan ?? ma.amaEmaSpan ?? 0;
+    const defaultAmaEmaSpan = Math.round(Math.min(EMA_MAX, Math.max(EMA_MIN, Number.isFinite(defaultAmaEmaSpanRaw) ? defaultAmaEmaSpanRaw : EMA_MIN)));
     const regimeInitSlider = Math.round(defaultRegimeSensitivity * 100);
 
     const interval = results.length > 1 ?
@@ -235,7 +241,7 @@ function generateHTML(data: any, title = 'Dynamic Weight Research') {
         .legend-item { gap: 3px; }
         .legend-val { font-family: monospace; display: inline-block; text-align: right; min-width: 45px; }
         #l-price, #l-ama3 { min-width: 62px; }
-        #l-ama-slope, #l-kal-vel, #l-kal-disp { min-width: 54px; }
+        #l-ama-slope, #l-ama-slope-raw, #l-kal-vel, #l-kal-disp { min-width: 54px; }
         #l-signal, #l-signal-latched { min-width: 70px; text-align: left; }
         #l-combined-raw, #l-combined-echo { min-width: 42px; }
         #l-mult { min-width: 38px; }
@@ -280,6 +286,9 @@ function generateHTML(data: any, title = 'Dynamic Weight Research') {
         .ctrl.lb label { min-width: 20px; }
         .ctrl.lb input[type="range"] { accent-color: #39d0d8; width: 80px; }
         .ctrl.lb .val { color: #39d0d8; }
+        .ctrl.ema label { min-width: 20px; }
+        .ctrl.ema input[type="range"] { accent-color: #f0a000; width: 80px; }
+        .ctrl.ema .val { color: #f0a000; }
         .ctrl.off input[type="range"] { accent-color: #3fb950; }
         .ctrl.off .val { color: #3fb950; }
         .ctrl.nz input[type="range"] { accent-color: #8b949e; }
@@ -325,6 +334,7 @@ function generateHTML(data: any, title = 'Dynamic Weight Research') {
             <div class="section-label">AMA SLOPE INPUT</div>
             <div class="legend">
                 <div class="legend-item"><div class="dot" style="background:#f0a000;"></div>Slope‰: <span id="l-ama-slope" class="legend-val" style="font-weight:bold;">-</span></div>
+                <div class="legend-item"><div class="dot" style="background:#8b949e;"></div>Raw‰: <span id="l-ama-slope-raw" class="legend-val">-</span></div>
             </div>
             <div id="ama-chart"></div>
         </div>
@@ -355,6 +365,7 @@ function generateHTML(data: any, title = 'Dynamic Weight Research') {
                 <div class="group-sep"></div>
                 <div class="ctrl nz"><label for="nz-slider">nz%</label><input type="range" id="nz-slider" min="0" max="100" value="${Math.round(defaultNeutralZone * 100)}" title="Neutral Zone %"><span class="val" id="nz-value">${defaultNeutralZone.toFixed(2)}</span></div>
                 <div class="ctrl lb"><label for="lb-slider">lb</label><input type="range" id="lb-slider" min="0" max="1000" value="${lbInitSlider}" title="Lookback Bars (${LB_MIN}-${LB_MAX})"><span class="val" id="lb-value">${lookbackBars}</span></div>
+                <div class="ctrl ema"><label for="ema-slider">ema</label><input type="range" id="ema-slider" min="${EMA_MIN}" max="${EMA_MAX}" value="${defaultAmaEmaSpan}" title="AMA input EMA span in bars (${EMA_MIN} = off; noise std ~ 1/sqrt(span), lag ~ (span-1)/2 bars; span ~ lb is the balance point)"><span class="val" id="ema-value">${defaultAmaEmaSpan}</span></div>
                 <div class="ctrl ms-ama"><label for="ama-ms-slider">amaS%</label><input type="range" id="ama-ms-slider" min="0" max="1000" value="${amaMsInitSlider}" title="AMA Max Slope % per bar (${AMA_MS_MIN}-${AMA_MS_MAX})"><span class="val" id="ama-ms-value">${defaultAmaMaxSlopePct.toFixed(4)}</span></div>
                 <div class="ctrl clip"><label for="clip-slider">clip%</label><input type="range" id="clip-slider" min="0" max="${CLIP_PCT_MAX}" value="${Math.min(defaultClipPct, CLIP_PCT_MAX)}" title="Outlier Clip %"><span class="val" id="clip-value">${Math.min(defaultClipPct, CLIP_PCT_MAX)}%</span></div>
 
@@ -388,7 +399,7 @@ function generateHTML(data: any, title = 'Dynamic Weight Research') {
         </div>
     </div>
 
-    <script id="payload" type="application/json">${serializeJsonForScript({ dates, prices, hurstArr, peArr, hurstSegments, peSegments, ama3Prices, amaSeedSmaLine, amaSlopePct, kalmanVelocityPctRaw, kalmanVelocityPct, kalmanDisplacementPct, kalmanIsReady, signals, alpha: defaultAlpha, gain: defaultGain, kalmanSmoothPct: defaultKalmanSmoothPct, kalmanDispScaleMult: defaultKalmanDispScaleMult, kalmanDispThresholdMult: defaultKalmanDispThresholdMult, kalmanSmoothSpanPct: defaultKalmanSmoothSpanPct, signalConfirmBars: defaultSignalConfirmBars, neutralZonePct: defaultNeutralZone, dispWeight: defaultDispWeight, amaMaxSlopePct: defaultAmaMaxSlopePct, kalmanMaxSlopePct: defaultKalmanMaxSlopePct, maxDispPct, clipPct: defaultClipPct, minOutputThreshold: defaultMinOutputThreshold, outputClamp: defaultOutputClamp, regimeSensitivity: defaultRegimeSensitivity, absoluteThreshold: defaultAbsoluteThreshold, lookbackBars, amaErPeriod, amaSlowPeriod, amaWarmupBars, amaSlopeReadyBars, realBarCount, amaPctMax, kalPctMax, amaPercentiles, kalPercentiles, amaSlopeLogMin: AMA_MS_LOG_MIN_N, amaSlopeLogMax: AMA_MS_LOG_MAX_N, kalSlopeLogMin: KAL_MS_LOG_MIN_N, kalSlopeLogMax: KAL_MS_LOG_MAX_N, lbLogMin: LB_LOG_MIN_N, lbLogMax: LB_LOG_MAX_N, gainLogMin: GAIN_LOG_MIN_N, gainLogMax: GAIN_LOG_MAX_N, sliderRanges: SLIDER_RANGES, dispScaleMinPct: defaultDispScaleMinPct, weightMin: MARKET_ADAPTER.DYNAMIC_WEIGHT_MIN_WEIGHT, weightMax: MARKET_ADAPTER.DYNAMIC_WEIGHT_MAX_WEIGHT, marketAdapter: ma, amaWeightConfig, hNodes: [0.5 + MARKET_ADAPTER.HURST_ZONE_BAND, 0.5, 0.5 - MARKET_ADAPTER.HURST_ZONE_BAND], pNodes: MARKET_ADAPTER.PE_NODES, regimeTable: MARKET_ADAPTER.REGIME_TABLE })}</script>
+    <script id="payload" type="application/json">${serializeJsonForScript({ dates, prices, hurstArr, peArr, hurstSegments, peSegments, ama3Prices, amaSeedSmaLine, amaSlopePct, kalmanVelocityPctRaw, kalmanVelocityPct, kalmanDisplacementPct, kalmanIsReady, signals, alpha: defaultAlpha, gain: defaultGain, kalmanSmoothPct: defaultKalmanSmoothPct, kalmanDispScaleMult: defaultKalmanDispScaleMult, kalmanDispThresholdMult: defaultKalmanDispThresholdMult, kalmanSmoothSpanPct: defaultKalmanSmoothSpanPct, signalConfirmBars: defaultSignalConfirmBars, neutralZonePct: defaultNeutralZone, dispWeight: defaultDispWeight, amaMaxSlopePct: defaultAmaMaxSlopePct, kalmanMaxSlopePct: defaultKalmanMaxSlopePct, maxDispPct, clipPct: defaultClipPct, minOutputThreshold: defaultMinOutputThreshold, outputClamp: defaultOutputClamp, regimeSensitivity: defaultRegimeSensitivity, absoluteThreshold: defaultAbsoluteThreshold, lookbackBars, amaErPeriod, amaSlowPeriod, amaWarmupBars, amaSlopeReadyBars, realBarCount, amaPctMax, kalPctMax, amaPercentiles, kalPercentiles, amaSlopeLogMin: AMA_MS_LOG_MIN_N, amaSlopeLogMax: AMA_MS_LOG_MAX_N, kalSlopeLogMin: KAL_MS_LOG_MIN_N, kalSlopeLogMax: KAL_MS_LOG_MAX_N, lbLogMin: LB_LOG_MIN_N, lbLogMax: LB_LOG_MAX_N, amaEmaSpan: defaultAmaEmaSpan, gainLogMin: GAIN_LOG_MIN_N, gainLogMax: GAIN_LOG_MAX_N, sliderRanges: SLIDER_RANGES, dispScaleMinPct: defaultDispScaleMinPct, weightMin: MARKET_ADAPTER.DYNAMIC_WEIGHT_MIN_WEIGHT, weightMax: MARKET_ADAPTER.DYNAMIC_WEIGHT_MAX_WEIGHT, marketAdapter: ma, amaWeightConfig, hNodes: [0.5 + MARKET_ADAPTER.HURST_ZONE_BAND, 0.5, 0.5 - MARKET_ADAPTER.HURST_ZONE_BAND], pNodes: MARKET_ADAPTER.PE_NODES, regimeTable: MARKET_ADAPTER.REGIME_TABLE })}</script>
 
     <script>
         const data = JSON.parse(document.getElementById('payload').textContent);
@@ -430,6 +441,8 @@ function generateHTML(data: any, title = 'Dynamic Weight Research') {
         const kalMsSliderToVal = (pos) => Math.exp(KAL_MS_LOG_MIN + (pos / 1000) * (KAL_MS_LOG_MAX - KAL_MS_LOG_MIN));
 
         let currentLookbackBars = data.lookbackBars ?? ${JSON.stringify(lookbackBars)};
+        let currentAmaEmaSpan = Math.max(SR.amaEmaSpan[0], Math.min(SR.amaEmaSpan[1], Math.round(data.amaEmaSpan ?? 0)));
+        let currentAmaSource = data.ama3Prices;
         const LB_LOG_MIN = data.lbLogMin;
         const LB_LOG_MAX = data.lbLogMax;
         const lbSliderToVal = (pos) => Math.round(Math.exp(LB_LOG_MIN + (pos / 1000) * (LB_LOG_MAX - LB_LOG_MIN)));
@@ -468,6 +481,7 @@ function generateHTML(data: any, title = 'Dynamic Weight Research') {
         const currentLatchedSignals = new Array(data.dates.length).fill(null);
         const dynamicAmaOff      = new Array(data.dates.length).fill(null);
         const dynamicAmaSlopePct = new Array(data.dates.length).fill(null);
+        const dynamicAmaSlopePctRaw = new Array(data.dates.length).fill(null);
         const dynamicKalOff      = new Array(data.dates.length).fill(null);
         const combinedOff     = new Array(data.dates.length).fill(null);
         const combinedSell    = new Array(data.dates.length).fill(null);
@@ -582,9 +596,40 @@ function generateHTML(data: any, title = 'Dynamic Weight Research') {
             }
         }
 
-        function computeSlopeAtIndex(idx, lb) {
+        /**
+         * Research-only ema knob — EMA low-pass over the AMA input before the
+         * slope is taken (EMA-then-difference == difference-then-EMA, both are
+         * linear filters). span bars, alpha = 2/(span+1): noise std shrinks ~
+         * 1/sqrt(span), lag grows ~ (span-1)/2 bars. Seeded with an SMA over the
+         * first 'span' finite values (mirrors the AMA seed SMA) so the transient
+         * is gone before any slope bar can go ready. Nulls (warmup / trailing
+         * padding) stay null so no fabricated values reach the clip-percentile
+         * pool or the offset pipeline. span <= 0 returns the input untouched.
+         */
+        function buildEmaSeries(values, span) {
+            if (!(span > 0) || !Array.isArray(values)) return values;
+            const n = values.length;
+            const out = new Array(n);
+            const alpha = 2 / (span + 1);
+            let seedSum = 0, seedCount = 0;
+            for (let i = 0; i < n && seedCount < span; i++) {
+                const v = values[i];
+                if (v == null || !Number.isFinite(v)) continue;
+                seedSum += v; seedCount++;
+            }
+            let prev = seedCount > 0 ? seedSum / seedCount : null;
+            for (let i = 0; i < n; i++) {
+                const v = values[i];
+                if (v == null || !Number.isFinite(v)) { out[i] = null; continue; }
+                prev = prev == null ? v : alpha * v + (1 - alpha) * prev;
+                out[i] = prev;
+            }
+            return out;
+        }
+
+        function computeSlopeAtIndex(idx, lb, values) {
             // Canonical AMA slope % (computeAverageAmaSlopePct injected above).
-            const sp = computeAverageAmaSlopePct(data.ama3Prices[idx], data.ama3Prices[idx - lb], lb);
+            const sp = computeAverageAmaSlopePct(values[idx], values[idx - lb], lb);
             return sp == null ? 0 : sp;
         }
 
@@ -592,6 +637,7 @@ function generateHTML(data: any, title = 'Dynamic Weight Research') {
             recalcKalmanVelocity();
             recalcKalmanClipThreshold();
             recalcLatchedSignals();
+            currentAmaSource = buildEmaSeries(data.ama3Prices, currentAmaEmaSpan);
             const lb = currentLookbackBars;
             const amaErWarmup = Math.max(0, Number.isFinite(data.amaErPeriod) ? Math.ceil(data.amaErPeriod) : ${JSON.stringify(MARKET_ADAPTER.AMAS[MARKET_ADAPTER.DEFAULT_AMA_KEY as keyof typeof MARKET_ADAPTER.AMAS].erPeriod)});
             const amaReadyBar = Math.max(lb, amaErWarmup + lb);
@@ -600,14 +646,20 @@ function generateHTML(data: any, title = 'Dynamic Weight Research') {
             // implementation (computeAmaSlopeClipThreshold injected above),
             // shared with the live market adapter service. Trailing padded
             // nulls beyond realBarCount are skipped by its finiteness guards.
-            dynamicClipThreshold = computeAmaSlopeClipThreshold(data.ama3Prices, amaErWarmup, lb, currentClipPct);
+            // Clip pool follows the (possibly EMA-filtered) AMA input so the
+            // percentile threshold matches the series the offsets derive from.
+            dynamicClipThreshold = computeAmaSlopeClipThreshold(currentAmaSource, amaErWarmup, lb, currentClipPct);
 
             for (let i = 0; i < data.realBarCount; i++) {
-                // AMA raw slope % for the display panel (offsets computed in recalcWeights)
-                dynamicAmaSlopePct[i] = i < amaReadyBar ? null : computeSlopeAtIndex(i, lb);
+                // AMA slope % for the display panel (offsets computed in
+                // recalcWeights): the raw reference line from the unfiltered AMA
+                // input, the plotted series from the EMA-filtered input.
+                dynamicAmaSlopePctRaw[i] = i < amaReadyBar ? null : computeSlopeAtIndex(i, lb, data.ama3Prices);
+                dynamicAmaSlopePct[i]    = i < amaReadyBar ? null : computeSlopeAtIndex(i, lb, currentAmaSource);
             }
             for (let i = data.realBarCount; i < data.dates.length; i++) {
                 dynamicAmaSlopePct[i] = null;
+                dynamicAmaSlopePctRaw[i] = null;
             }
         }
 
@@ -633,7 +685,7 @@ function generateHTML(data: any, title = 'Dynamic Weight Research') {
             // Per-bar offset pipeline — canonical implementation (computeDynamicWeightSeries
             // injected above), shared with the live market adapter service.
             const res = computeDynamicWeightSeries({
-                amaValues: data.ama3Prices,
+                amaValues: currentAmaSource,
                 kalmanVelocityPct: currentKalmanVelocityPct,
                 kalmanDisplacementPct: data.kalmanDisplacementPct,
                 kalmanIsReady: data.kalmanIsReady,
@@ -717,7 +769,7 @@ function generateHTML(data: any, title = 'Dynamic Weight Research') {
                 max: Number.isFinite(xs.max) ? xs.max : xMax,
             } : null;
 
-            amaChart.setData([data.dates, dynamicAmaSlopePct], false);
+            amaChart.setData([data.dates, dynamicAmaSlopePctRaw, dynamicAmaSlopePct], false);
             kalmanChart.setData([data.dates, currentKalmanVelocityPct, data.kalmanDisplacementPct], false);
             outputChart.setData([data.dates, combinedOff, echoCombinedOff], false);
 
@@ -752,6 +804,11 @@ function generateHTML(data: any, title = 'Dynamic Weight Research') {
             if (sp == null) { spEl.textContent = '-'; spEl.style.color = '#8b949e'; }
             else { spEl.textContent = (sp >= 0 ? '+' : '') + (sp * 10).toFixed(3) + '‰'; spEl.style.color = sp > 0.01 ? '#2ea043' : sp < -0.01 ? '#f85149' : '#8b949e'; }
 
+            const spRaw = dynamicAmaSlopePctRaw[idx];
+            const spRawEl = document.getElementById('l-ama-slope-raw');
+            if (spRaw == null) { spRawEl.textContent = '-'; spRawEl.style.color = '#8b949e'; }
+            else { spRawEl.textContent = (spRaw >= 0 ? '+' : '') + (spRaw * 10).toFixed(3) + '‰'; spRawEl.style.color = '#8b949e'; }
+
             const vp = currentKalmanVelocityPct[idx];
             const vpEl = document.getElementById('l-kal-vel');
             if (vp == null) { vpEl.textContent = '-'; vpEl.style.color = '#8b949e'; }
@@ -975,6 +1032,7 @@ function generateHTML(data: any, title = 'Dynamic Weight Research') {
             document.getElementById('clip-slider').value = currentClipPct;
             document.getElementById('nz-slider').value = Math.round(currentNz * 100);
             document.getElementById('lb-slider').value = lbValToSlider(currentLookbackBars);
+            document.getElementById('ema-slider').value = currentAmaEmaSpan;
 
             const priceEl  = document.getElementById('price-panel');
             const amaEl    = document.getElementById('ama-panel');
@@ -1010,6 +1068,7 @@ function generateHTML(data: any, title = 'Dynamic Weight Research') {
                 scales: { x: { time: true }, p: { auto: true } },
                 series: [
                     { label: 'Time' },
+                    { label: 'Raw‰', stroke: '#8b949e', width: 1, dash: [3, 3], scale: 'p', points: { show: false } },
                     { label: 'Slope‰', stroke: '#f0a000', width: 2, scale: 'p', points: { show: false } },
                 ],
                 axes: [
@@ -1019,7 +1078,7 @@ function generateHTML(data: any, title = 'Dynamic Weight Research') {
                 ],
                 cursor: cursorCfg,
                 hooks: { draw: [makePctFillHook(dynamicAmaSlopePct, 'p', 'rgba(46,160,67,0.20)', 'rgba(248,81,73,0.20)'), makeSignalBgHook('p')] }
-            }, [data.dates, dynamicAmaSlopePct], document.getElementById('ama-chart'));
+            }, [data.dates, dynamicAmaSlopePctRaw, dynamicAmaSlopePct], document.getElementById('ama-chart'));
 
             kalmanChart = new uPlot({
                 width: kalmanEl.offsetWidth, height: kalmanEl.offsetHeight,
@@ -1181,6 +1240,12 @@ function generateHTML(data: any, title = 'Dynamic Weight Research') {
                 onSliderChange();
             });
 
+            document.getElementById('ema-slider').addEventListener('input', (e) => {
+                currentAmaEmaSpan = parseInt(e.target.value, 10);
+                document.getElementById('ema-value').textContent = currentAmaEmaSpan;
+                onSliderChange();
+            });
+
             document.getElementById('regime-slider').addEventListener('input', (e) => {
                 currentRegimeSensitivity = parseInt(e.target.value, 10) / 100;
                 document.getElementById('regime-value').textContent = currentRegimeSensitivity.toFixed(2);
@@ -1276,6 +1341,11 @@ function applyParams(p, btn) {
                     document.getElementById('lb-slider').value = lbValToSlider(currentLookbackBars);
                     document.getElementById('lb-value').textContent = currentLookbackBars;
                 }
+                if (p.amaEmaSpan != null) {
+                    currentAmaEmaSpan = Math.max(SR.amaEmaSpan[0], Math.min(SR.amaEmaSpan[1], Math.round(p.amaEmaSpan)));
+                    document.getElementById('ema-slider').value = currentAmaEmaSpan;
+                    document.getElementById('ema-value').textContent = currentAmaEmaSpan;
+                }
                 recalcInputs();
                 recalcWeights();
                 refreshChartsPreservingZoom();
@@ -1302,6 +1372,7 @@ function applyParams(p, btn) {
                     regimeSensitivity: 'regime',
                     dispWeight: 'dw',
                     lookbackBars: 'lb',
+                    amaEmaSpan: 'ema',
                 };
                 document.getElementById('paste-confirm-vals').innerHTML = Object.entries(labels)
                     .filter(([k]) => p[k] != null)
@@ -1355,6 +1426,7 @@ function applyParams(p, btn) {
                     regimeSensitivity: +currentRegimeSensitivity.toFixed(2),
                     dispWeight:        +currentDw.toFixed(2),
                     lookbackBars:      currentLookbackBars,
+                    amaEmaSpan:        currentAmaEmaSpan,
                 };
                 const json = JSON.stringify(params, null, 2);
                 localStorage.setItem(LS_KEY, json);