patternfetch

Reviewed Jan 1, 2000.

• tools: 6 tools scanned
• metadata: scanned

No findings.

Tools (6)

• patternfetch_brief

  Get a token-compact market-state brief for a stock, ETF, or crypto ticker + timeframe. Returns compact candles, detected chart/candlestick patterns with geometric confidence AND a backtested historical base rate (how often that pattern+timeframe+confidence-band actually resolved its way), support/resistance levels, trend/regime, and interpreted indicators (RSI/EMA state) plus a one-line summary. Covers US stocks/ETFs (split & dividend adjusted, delayed/EOD) and crypto spot (realtime). WHEN: an agent needs the current technical picture of a market without dumping raw OHLCV into context (saves tokens, avoids numeric hallucination). WHEN NOT: you need order execution or portfolio advice. Examples: {"ticker":"AAPL","timeframe":"1d"}, {"ticker":"BTC/USDT","timeframe":"4h"}. Output is impersonal market data, NOT investment advice.

• patternfetch_multi

  Get a multi-timeframe market-state view for one stock, ETF, or crypto ticker in a single call: a token-compact brief for each requested timeframe (default 1h, 4h, 1d) PLUS a cross-timeframe alignment read — whether the trends across timeframes agree or diverge, with the split spelled out (e.g. "1h up / 4h up / 1d down"). WHEN: an agent wants to know if a setup is confirmed across horizons or conflicting between them, without making 3 separate brief calls. WHEN NOT: you only care about one timeframe (use brief). The alignment/divergence is impersonal DESCRIPTIVE data, not a signal to act on. Example: {"ticker":"BTC/USDT","timeframes":["1h","4h","1d"]}. Not investment advice.

• patternfetch_delta

  Get only what CHANGED since your last brief for a ticker+timeframe (trend flips, new patterns, RSI-state changes). WHEN: an agent polls the same market repeatedly and wants minimal tokens — call brief once, then delta on each later poll. WHEN NOT: first look at a market (use brief). Returns changed=false when nothing material changed. Example: {"ticker":"BTC/USDT","timeframe":"4h"}. Impersonal data, not advice.

• patternfetch_analogs

  Find earlier windows IN THE SAME SERIES whose shape resembles the current price action and return the FULL distribution of what followed (win-rate, median, min, max, n) over a fixed forward horizon. Parameters: window = how many recent bars form the shape being matched (default 32); horizon = how many bars forward each match is measured over (default 20). WHEN: an agent wants the historical spread of outcomes after a similar-looking setup, including how wide and how uncertain that spread is. WHEN NOT: you want the current technical picture (use brief), you want to find candidates across the market (use scan), or you need one expected value — this deliberately returns a distribution, not a point estimate. NOT a prediction, NOT a backtest of a strategy; past distribution does not guarantee future results. Example: {"ticker":"ETH/USDT","timeframe":"1d"}. Impersonal data, not advice.

• patternfetch_scan

  Scan US stocks, ETFs, and crypto for tickers currently in a given regime or showing a chart/candlestick pattern, RANKED by the honest backtested base rate + 95% CI — discovery, NOT lookup. This is the screener: instead of asking about one ticker you already know, ask "which tickers right now are in an uptrend / printing a double_bottom, and which of those has the strongest historical base rate?" and get a ranked shortlist back. Precomputed daily over a curated universe (liquid US large-caps + core/sector ETFs + major crypto pairs) so it is fast and cheap. Filters (all optional): assetClass ("stock"|"crypto"|"all"), regime ("up"|"down"|"range"), pattern (e.g. "double_bottom","double_top","head_and_shoulders","bullish_engulfing","bearish_engulfing","hammer"), minLift (-1..1 in rate points, e.g. 0.02 = keep only patterns beating their OWN pattern-free baseline by >= 2pp; 0 = at or above baseline), minBaseRate (0..1, drop tickers whose top pattern base rate is below this), tf, limit. PREFE

• patternfetch_capabilities

  Return patternfetch's own capability matrix: which asset classes are covered (US stocks, ETFs, crypto spot), the data source and delay for each, the supported timeframes, the endpoint list, the per-call prices and tier limits, and the product version. Takes no arguments and returns the same static self-description on every call — it contains NO market data (no quotes, candles, patterns or base rates). WHEN: once at the start of a session, to learn which asset classes and timeframes are supported before calling brief/multi/delta/analogs/scan, instead of guessing and getting a validation error. WHEN NOT: you already know the ticker and timeframe are supported (go straight to brief), or you want actual market data (this returns none).