Open Harmonics · Pattern guide
Deep Crab
Like the Crab, D completes at about 161.8% of XA, but B is deep, about 88.6% of XA.
Idealised bullish shape. The strategy only trades bullish patterns.
The rule, exactly as coded
From classifyStrictSymmetrical in harmonic_master_ledger_quant.pine (commit adaa8cb). Ratios are distances between points; "≈" means within ±6% of the value. Patterns are checked in order and the first match wins (this is #5).
BC/AB between 0.5 and 0.886 (lower bound is the min C retracement input, no tolerance)(line 412)AB/XA ≈ 0.886(line 421)AD/XA ≈ 1.618(line 421)- C not beyond A (line 411)
- D beyond X (line 421)
How it exits
D extends well below X, so the stop sits 1% under D. Half the position takes profit at 1.5R, the stop on the rest moves to entry, and it runs to 2R (3R if D sits on the monthly Camarilla S3). How the exits work, and what we tested →
Results by timeframe
Every Deep Crab the script found across about 500 stocks, no hand-picking and no filters. R is the gain or loss as a multiple of the amount risked; a setup is two equal halves, so its outcome is −1, +0.75, +1.75 or +2.25. The 95% range is clustered by instrument.
| Timeframe | Setups | Share of TF | Win rate | Mean R (95% range) | Profit factor | −1 / +0.75 / +1.75 / +2.25 |
|---|---|---|---|---|---|---|
| 15-minute | 465 | 2.8% | 46.0% | +0.19 (+0.08 to +0.30) | 1.36 | 246 / 35 / 174 / 2 |
| 1-hour | 352 | 2.7% | 47.4% | +0.22 (+0.08 to +0.35) | 1.41 | 184 / 33 / 129 / 4 |
| 4-hour | 91 | 2.3% | 56.0% | +0.48 (+0.21 to +0.75) | 2.11 | 39 / 7 / 42 / 2 |
| Daily | 44 | 2.1% | 56.8% | +0.49 (+0.10 to +0.89) | 2.14 | 19 / 3 / 22 / 0 |
Year by year (mean R)
| Year | 15-minute | 1-hour | 4-hour | Daily |
|---|---|---|---|---|
| 2016 | — | +0.16 n=33 | +0.88 n=10 | +1.20 n=5 |
| 2017 | — | +0.38 n=18 | +1.02 n=10 | +0.83 n=3 |
| 2018 | — | +0.17 n=36 | +0.28 n=10 | -0.45 n=5 |
| 2019 | — | +0.75 n=28 | +0.61 n=9 | +1.75 n=2 |
| 2020 | — | -0.02 n=36 | +0.21 n=6 | +1.75 n=2 |
| 2021 | — | +0.07 n=30 | +0.96 n=7 | +0.83 n=3 |
| 2022 | — | +0.02 n=28 | +0.11 n=9 | -1.00 n=5 |
| 2023 | +0.24 n=54 | +0.03 n=44 | +0.11 n=9 | +0.59 n=8 |
| 2024 | +0.24 n=148 | +0.16 n=29 | -0.45 n=5 | +0.38 n=2 |
| 2025 | +0.26 n=143 | +0.24 n=33 | +1.06 n=8 | +0.45 n=5 |
| 2026 | +0.03 n=120 | +0.57 n=37 | +0.03 n=8 | +0.81 n=4 |
Backtests on today's Nasdaq-100 / S&P 500 members (survivorship bias), TradingView Strategy Tester, 0.01% commission, no slippage, all entry filters off. Education and research only — not financial advice.