What to build
Extend Strategy Spec validation and Nautilus evaluator replay so a Zone-Retest Entry can use a zone-based stop and an R-multiple target while retaining reverse-structure, max-bars, and RTH-flat exits.
For long entries, the initial stop should be anchored below the source zone bottom with a searched buffer in ticks, and trades whose zone-defined risk exceeds a maximum risk cap should be skipped. The target should be expressed as an R multiple of that initial risk.
Acceptance criteria
Blocked by
What to build
Extend Strategy Spec validation and Nautilus evaluator replay so a Zone-Retest Entry can use a zone-based stop and an R-multiple target while retaining reverse-structure, max-bars, and RTH-flat exits.
For long entries, the initial stop should be anchored below the source zone bottom with a searched buffer in ticks, and trades whose zone-defined risk exceeds a maximum risk cap should be skipped. The target should be expressed as an R multiple of that initial risk.
Acceptance criteria
stopBufferTicks.takeProfitRtargets such as 1.5, 2.0, and 3.0.Blocked by