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Flexion Trading Theory (FTT) V3.0 introduces a fully deterministic and geometric framework for analyzing short-term market structure.Instead of relying on statistical models, indicators, or empirical tuning, FTT derives all trading decisions from the intrinsic geometry of the observable price series P(t)P(t)P(t). The theory defines three discrete flexion derivatives—directional motion ΔP(t)\Delta P(t)ΔP(t), curvature C(t)C(t)C(t), and torsion ΔS(t)\Delta S(t)ΔS(t)—which together describe the evolving shape of price.Structural orientation K(t)K(t)K(t) captures persistent bending regimes, while two fundamental events govern the entire lifecycle of a trade: FEW — Flexion Entry Window (initiation of a curvature regime) FXB — Flexion Break (torsional collapse and mandatory exit) FTT formalizes a complete decision function (FTT_API) that maps raw price data to deterministic structural actions without smoothing, heuristics, or probabilistic assumptions.The theory further defines a strict, one-to-one mapping to the Flexion Trading Runtime Engine (FTRE), ensuring reproducibility and platform independence across all trading environments. This publication provides a rigorous, mathematically grounded foundation for structural algorithmic trading and introduces a universal geometric view of market impulses.