dexbot 1.6.4 → 1.6.6

package/analysis/grid_correction_check.ts

@@ -2,9 +2,9 @@
 'use strict';
 
 /**
- * GRID CORRECTION CHECK
+ * LAST-FILL-GUARD CHECK
  *
- * Validates LAST-FILL-GUARD discipline (ceb53819): pivot ± halfIncrement
+ * Validates LAST-FILL-GUARD discipline: pivot ± halfIncrement
  *   Last fill @x with increment i (half=i/2) gates BOTH sides regardless of
  *   last side — BUY must be < x*(1-half/100), SELL > x*(1+half/100).
  *   e.g. x=1000, i=0.5% => BUY < 997.5 / SELL > 1002.5.
@@ -21,7 +21,7 @@
  * modules/constants.ts:DEFAULT_CONFIG.incrementPercent fallback (0.5).
  *
  * Fetches fill_order operations from Kibana (same pipeline as
- * trade_profitability.ts) and checks for price-order violations.
+ * trade_profitability.ts) and checks for last-fill guard violations.
  *
  * Usage:
  *   node dist/analysis/grid_correction_check.js --bot-key <bot-key> --hours 168
@@ -166,7 +166,6 @@ Time range (one of):
 
 Options:
   --account <id>         Override account ID (default: from bot preferredAccount)
-  --lookup               Legacy: account names always resolve via BitShares node
   --refresh-account      Force re-resolution of preferredAccount and update the
                          stored accountId when it changed (default: reuse the
                          stored accountId with no chain lookup)
@@ -176,7 +175,7 @@ Options:
   --include-cross-pair   Check consecutive fills across different pairs (default: same pair only)
   --json <file>          Export violations as JSON
   --csv <file>           Export violations as CSV
-  --verbose              Show all consecutive pairs, not just violations
+  --verbose              Print the fetched trade sequence before checking
   --list-bots            List available bot keys and exit
   --help, -h             Show this help
 
@@ -208,7 +207,6 @@ function parseArgs() {
         start: null,
         end: null,
         account: null,
-        lookup: false,
         refreshAccount: false,
         perFill: false,
         includeCrossPair: false,
@@ -225,7 +223,6 @@ function parseArgs() {
             case '--start': opts.start = args[++i]; break;
             case '--end': opts.end = args[++i]; break;
             case '--account': opts.account = args[++i]; break;
-            case '--lookup': opts.lookup = true; break;
             case '--refresh-account': opts.refreshAccount = true; break;
             case '--per-fill': opts.perFill = true; break;
             case '--include-cross-pair': opts.includeCrossPair = true; break;
@@ -472,10 +469,9 @@ function detectViolations(
     items: (TradeFill | AggregatedOrder)[],
     includeCrossPair: boolean,
     incrementPercent: number,
-): { violations: Violation[]; checkedPairs: number; sameDirectionPairs: number } {
+): { violations: Violation[]; checkedTransitions: number } {
     const violations: Violation[] = [];
-    let checkedPairs = 0;
-    let sameDirectionPairs = 0;
+    let checkedTransitions = 0;
 
     // Helper for a single chronological sequence (already filtered to one pair or global)
     function checkSequence(seq: (TradeFill | AggregatedOrder)[]) {
@@ -484,8 +480,7 @@ function detectViolations(
             const curr = seq[i] as any;
             // Skip same orderId (multi-fill split of one order) — aggregated mode already collapsed, but per-fill may split
             if (prev.orderId && prev.orderId === curr.orderId) continue;
-            checkedPairs++;
-            if (prev.direction === curr.direction) sameDirectionPairs++;
+            checkedTransitions++;
 
             const check = isLastFillGuardBlocked(curr.price, curr.direction, prev.price, prev.direction, incrementPercent);
             if (check.blocked) {
@@ -528,7 +523,7 @@ function detectViolations(
     }
     // Sort violations chronologically for reporting
     violations.sort((a, b) => new Date(a.curr.time).getTime() - new Date(b.curr.time).getTime());
-    return { violations, checkedPairs, sameDirectionPairs };
+    return { violations, checkedTransitions };
 }
 
 // ─── Reporting ────────────────────────────────────────────────────────────────
@@ -541,8 +536,7 @@ function printReport(
     trades: TradeFill[],
     orders: AggregatedOrder[] | null,
     violations: Violation[],
-    checkedPairs: number,
-    sameDirectionPairs: number,
+    checkedTransitions: number,
     skipped: number,
     rangeLabel: string,
     botKey: string,
@@ -565,7 +559,7 @@ function printReport(
 
     console.log('');
     console.log('═══════════════════════════════════════════════════════════════════');
-    console.log('  GRID CORRECTION CHECK — LAST-FILL-GUARD (pivot ± halfIncrement)');
+    console.log('  LAST-FILL-GUARD CHECK (pivot ± halfIncrement)');
     console.log('═══════════════════════════════════════════════════════════════════');
     console.log(`  Bot key:      ${botKey}${botMeta?.name ? `  (name: ${botMeta.name})` : ''}`);
     if (botMeta) console.log(`  Pair:         ${botMeta.assetA ?? '?'} / ${botMeta.assetB ?? '?'}`);
@@ -582,16 +576,16 @@ function printReport(
     if (orders) console.log(`  Orders (aggregated):  ${orders.length}  (from ${trades.length} fills)`);
     console.log(`  Pairs observed:       ${[...pairGroups.keys()].join(', ') || '-'}`);
     if (skipped > 0) console.log(`  Skipped (precision):  ${skipped}`);
-    console.log(`  Pairs checked:        ${checkedPairs} consecutive pairs (same-direction pairs: ${sameDirectionPairs})`);
-    console.log(`  Violations:           ${violations.length}${checkedPairs > 0 ? `  (${((violations.length / checkedPairs) * 100).toFixed(2)}%)` : ''}`);
+    console.log(`  Transitions checked:  ${checkedTransitions} consecutive fill/order transitions`);
+    console.log(`  Violations:           ${violations.length}${checkedTransitions > 0 ? `  (${((violations.length / checkedTransitions) * 100).toFixed(2)}%)` : ''}`);
     console.log('');
 
     if (violations.length === 0) {
-        console.log('  ✅  PASS — no grid inversions detected (all BUY < pivot-half, SELL > pivot+half).');
+        console.log('  ✅  PASS — no LAST-FILL-GUARD violations detected (all BUY < pivot-half, SELL > pivot+half).');
         console.log('');
-        if (checkedPairs === 0) {
-            console.log('  Note: no consecutive pairs in range to check.');
-            console.log('  (Need at least two fills/orders on the same pair.)');
+        if (checkedTransitions === 0) {
+            console.log('  Note: no consecutive transitions in range to check.');
+            console.log('  (Need at least two fills/orders to form a transition.)');
         }
         console.log('');
         return;
@@ -709,7 +703,7 @@ async function main() {
     const opts = parseArgs();
     const { gte, lte, label } = resolveTimeRange(opts);
 
-    console.log(`\nGrid correction check — bot-key: ${opts.botKey}`);
+    console.log(`\nLast-fill guard check — bot-key: ${opts.botKey}`);
     console.log(`Range: ${label}`);
 
     const resolvedAccount = await resolveBotAccount(opts.botKey, {
@@ -770,10 +764,10 @@ async function main() {
         items = orders;
     }
 
-    const { violations, checkedPairs, sameDirectionPairs } = detectViolations(items, opts.includeCrossPair, incrementPercent);
+    const { violations, checkedTransitions } = detectViolations(items, opts.includeCrossPair, incrementPercent);
 
     const ordersForReport = opts.perFill ? null : (items as AggregatedOrder[]);
-    printReport(trades, ordersForReport, violations, checkedPairs, sameDirectionPairs, skipped, label, opts.botKey, accountId, botMeta, opts.perFill, opts.includeCrossPair, incrementPercent, gte, lte);
+    printReport(trades, ordersForReport, violations, checkedTransitions, skipped, label, opts.botKey, accountId, botMeta, opts.perFill, opts.includeCrossPair, incrementPercent, gte, lte);
 
     if (opts.json) exportJson(opts.json, violations, trades, label, opts.botKey, accountId, incrementPercent);
     if (opts.csv) exportCsv(opts.csv, violations);
@@ -781,7 +775,7 @@ async function main() {
     process.exit(violations.length > 0 ? 2 : 0);
 }
 
-export { isLastFillGuardBlocked, classifyFills, aggregateByOrder, detectViolations, TradeFill, FillRecord, Violation, AggregatedOrder };
+export { isLastFillGuardBlocked, classifyFills, aggregateByOrder, detectViolations, TradeFill, Violation, AggregatedOrder };
 
 if (process.argv[1] && import.meta.url === pathToFileURL(process.argv[1]).href) {
     main().catch(e => {

package/analysis/resolve_source.ts

@@ -96,4 +96,4 @@ function resolveSource(config: SourceConfig, options: { quiet?: boolean } = {}):
 }
 
 export { resolveSource, listAvailableBots }
-export type { SourceConfig, SourceResolution }
+export type { SourceConfig }

package/analysis/trade_profitability.ts

@@ -28,7 +28,7 @@ import {
  *   node dist/analysis/trade_profitability.js 1.2.3 --hours 168 --asset 1.3.113
  *   node dist/analysis/trade_profitability.js 1.2.3 --hours 168 --csv trades.csv
  *   node dist/analysis/trade_profitability.js 1.2.3 --hours 168 --json results.json
- *   node dist/analysis/trade_profitability.js "account-name" --lookup
+ *   node dist/analysis/trade_profitability.js "account-name" --hours 168
  *   node dist/analysis/trade_profitability.js 1.2.3 --hours 168 --trades
  *   node dist/analysis/trade_profitability.js 1.2.3 --hours 168 --match-mode fifo
  */
@@ -118,7 +118,6 @@ Options:
   --end <iso>            End time (ISO 8601)
   --hours <n>            Lookback hours from now (alternative to --start/--end)
   --asset <assetId>      Filter to one base asset (e.g. 1.3.113 for bitUSD)
-  --lookup               Legacy (no-op): account names always resolve automatically
   --refresh-account      Force re-resolution and update the stored accountId
   --csv <file>           Export trade list as CSV
   --json <file>          Export full analysis as JSON
@@ -131,7 +130,7 @@ Options:
 Examples:
   node dist/analysis/trade_profitability.js 1.2.123456 --hours 720
   node dist/analysis/trade_profitability.js 1.2.123456 --start 2025-01-01 --end 2025-06-01
-  node dist/analysis/trade_profitability.js "my-bot-account" --lookup --hours 168
+  node dist/analysis/trade_profitability.js "my-bot-account" --hours 168
   node dist/analysis/trade_profitability.js 1.2.123456 --hours 720 --asset 1.3.113 --csv trades.csv
   node dist/analysis/trade_profitability.js 1.2.123456 --hours 720 --match-mode sequential`);
 }
@@ -149,7 +148,6 @@ function parseArgs() {
         start: null,
         end: null,
         asset: null,
-        lookup: false,
         refreshAccount: false,
         csv: null,
         json: null,
@@ -165,7 +163,6 @@ function parseArgs() {
             case '--start':        opts.start    = args[++i]; break;
             case '--end':          opts.end      = args[++i]; break;
             case '--asset':        opts.asset    = args[++i]; break;
-            case '--lookup':       opts.lookup   = true; break;
             case '--refresh-account': opts.refreshAccount = true; break;
             case '--csv':          opts.csv      = args[++i]; break;
             case '--json':         opts.json     = args[++i]; break;

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/README.md

@@ -1,11 +1,10 @@
 # Trend Detection
 
-This folder contains the chart generators, derivative signal layer, and re-export shims used by the analysis runners. The canonical AMA, Kalman, Hurst, and Permutation Entropy implementations live in `market_adapter/core/` (see below); the legacy SMA/MACD/RSI derivative signal layer is in `derivative_analyzer.ts`.
+This folder contains the chart generators and re-export shims used by the analysis runners. The canonical AMA, Kalman, Hurst, and Permutation Entropy implementations live in `market_adapter/core/` (see below).
 
 ## Docs
 
 - [DYNAMIC_WEIGHT_RESEARCH.md](DYNAMIC_WEIGHT_RESEARCH.md) - dynamic weight research notes for the Kalman/Hurst/PE blend
-- [SIGNAL_DOCUMENTATION.md](SIGNAL_DOCUMENTATION.md) - derivative signal layer documentation
 
 ## Live Counterpart
 
@@ -13,7 +12,6 @@ This folder contains the chart generators, derivative signal layer, and re-expor
 
 ## Modules
 
-- `derivative_analyzer.ts`
 - `dynamic_weight_chart_generator.ts`
 - `kalman_chart_generator.ts`
 - `regime_chart_generator.ts`

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);

package/analysis/trend_detection/package.json

@@ -1,6 +1,6 @@
 {
   "name": "trend-detection",
-  "version": "1.6.4",
+  "version": "1.6.6",
   "description": "Kalman filter trend detection with tactical/modal state tracking",
   "main": "../../dist/analysis/trend_detection/kalman_trend_analyzer.js",
   "scripts": {