Support and Resistance Retests: Define Each Event
Support and resistance retests: Count separate approaches to a price zone rather than consecutive bars remaining inside it.
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Support and resistance retests: Count separate approaches to a price zone rather than consecutive bars remaining inside it.
A support/resistance study prompted questions about surviving zones and retest definitions. The reviewed Reddit post was published August 20, 2026. Its author results were not independently reproduced, and the available comment tree remains incomplete. The exercise below is our original research proposal, not a replication of the post.
A touch counter can measure time spent near a level rather than repeated approaches to it. If five consecutive bars sit inside a band, counting five independent retests exaggerates the evidence. Define events before fitting a strength score.
Support and resistance retests: exercise: create a visit ledger
Use a fictional zone from 99 to 101. Prices move from 98 to 100, remain at 100.5, then leave at 102 and return to 100. Under a distinct-visit rule, there are two entries into the zone. Decide beforehand whether a close at 102 invalidates the zone; if it does, the later return belongs to a different event definition.
Attach a zone creation timestamp and first availability timestamp. A swing defined using future bars becomes available only after confirmation, not at the earlier extreme. Compute its band from information available at that cutoff. Record entry, exit, bounce, break and terminal censoring separately.
Account for surviving zones
Later touches are observed only for zones that remain eligible long enough. Comparing them with all first touches changes the population. Create prespecified control levels under the same calendar, volatility and invalidation rules, then compare outcomes with those selection conditions visible.
Tests should count consecutive in-band bars as one visit, prevent future confirmation from affecting earlier decisions, and distinguish a break from a missing-data interruption. An unfinished visit is censored, not automatically a failed bounce. Different contexts may justify different hypotheses; a VWAP retest rule need not inherit the behavior of a swing-zone rule. This protocol proposes a measurement design rather than validating the author's empirical rates.
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Additional validation
Write the band width, exit threshold and outcome horizon in the fixture specification. Changing any of them after looking at the chart creates another definition to evaluate. Preserve visits whose outcome horizon runs past the dataset end as unfinished observations. A valid counter should be invariant to future prices until those prices become available to the event rule.
Evidence and workspace use
Primary reference: scikit-learn TimeSeriesSplit provides background for this experiment, not validation of the Reddit strategy. Treat invented numbers above as arithmetic fixtures. Preserve the dataset, configuration and timestamp conventions with the output so another researcher can inspect the same calculation.
Find the offline workflow through Tradewink Advisory Research. Choose a synthetic sample before importing offline JSON. Start in an advisory research workspace: save a small input fixture, write the expected result by hand, then compare the implemented output. Expand the dataset only after the fixture balances. Keep unresolved assumptions visible in the report and retain adverse outcomes. Synthetic research output does not establish live execution behavior. For sizing background, read position sizing; for broader context, see risk management.
Continue the research
Trading Optimizer Rollbacks: Compare Shadow Versions and Drawdown Recovery Time: Include Unfinished Episodes develop adjacent checks. Use a small synthetic fixture first; these educational diagnostics do not validate a trading edge or change account settings.
Frequently Asked Questions
Are consecutive in-band bars separate touches?
Not under a distinct-visit definition; count a new touch only after a declared exit and re-entry.
Why do later touches change the population?
Only zones that remain eligible can receive later visits, creating a surviving-zone condition.
When is a confirmed swing tradable?
Only after the confirmation information is available, even if its plotted extreme occurred earlier.
Were the Reddit results independently verified?
No. The post and rendered replies informed the question; returns, datasets and linked implementations were not reproduced.
Does this authorize live trading changes?
No. This is an educational advisory exercise. A research result is separate from deployment and broker execution.
Read next
Keep learning with a related guide before putting an idea on your watchlist.
Position Sizing: Risk Budget, ATR and Kelly Examples
Position sizing trading: Position sizing converts a planned risk budget into exposure using instrument and exit assumptions.
Trading Risk Management: Sizing, Stops and Portfolio Heat
Risk management trading: Trading risk management defines exposure and response rules; it cannot eliminate losses or create an edge.
Trading Optimizer Rollbacks: Compare Shadow Versions
Trading optimizer rollbacks: Compare frozen and adaptive versions on the same information stream to avoid a hindsight explanation.
Drawdown Recovery Time: Include Unfinished Episodes
Drawdown recovery time: Report unfinished underwater episodes separately instead of assigning them a completed recovery duration.
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Key Terms
Sources cited in this guide
- reviewed Reddit post (reddit.com)
- Primary reference: scikit-learn TimeSeriesSplit (scikit-learn.org)
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How this guide is reviewed
Tradewink reviews educational content against its documented market-data sources, risk controls, and product methodology. See our data sources and evaluation methodology for the evidence and limitations behind the platform, and our editorial standards for how guides are sourced, dated, and corrected.