Definitions

If the event only lives as "I know it when I see it," you cannot count it, test it, or reuse it.

A definition turns that market event into explicit rules Chartnaut can detect: an opening-range break, a liquidity sweep, a failed breakout, a session level tag.

Once the event is defined, you can stop arguing with screenshots and start asking anything you want about it: how often it happened, where it happened, what led into it, and what followed.

How it works

Create a definition in the research library with the visual editor, or describe the event in plain language and let an agent assemble the rules for you. Set the conditions: price relative to session levels, time windows, indicators, and boolean logic. Chartnaut scans history and marks each occurrence so the same event can be reused in studies and terminal pins.

What becomes possible

• Detect the same event the same way every time
• See sample size before you trust a hypothesis
• Reuse one definition across studies, pins, and playbooks
• Turn discretionary pattern recognition into measurable research

Where it fits

Definitions are the vocabulary of research. A definition names the event. A study lets you ask anything about it and find out whether it is worth trading.

Start here

Define one event you already trade. Keep it simple. Run it over six months of data and check the count before you build a study around it.