// Sushi Specific: Pool Depth Check // (Requires external data feed for reserve_x and reserve_y) quote_reserve_pct = reserve_quote / (reserve_base + reserve_quote) liquidity_shock = quote_reserve_pct < liquidity_threshold
// Final Signal signal = momentum_turn and liquidity_shock and volume_climax
The provides a mathematical edge by quantifying what human traders feel during a pump: exhaustion . By focusing on the Sushi X Top —the intersection of price deceleration, liquidity imbalance, and volume climax—you move from gambling to probabilistic engineering. fe expression script sushi x top
// The FE Expression Logic (The "X" Cross) momentum_turn = acceleration < 0 and velocity > 0
// FE Derived Metrics log_returns = log(close / close[1]) realized_vol = stdev(log_returns, volatility_window) * sqrt(24) // Sushi Specific: Pool Depth Check // (Requires
// Velocity & Acceleration (Savitsky-Golay inspired smooth derivative) price_smooth = ema(close, 5) velocity = (price_smooth - price_smooth[4]) / 4 acceleration = (velocity - velocity[3]) / 3
signal = crossover(close, ema(close, 20)) 0 and velocity >
But a new, hybrid strategy is emerging from trading chat rooms and GitHub repositories: the strategy. This methodology combines the mathematical rigor of Financial Engineering (FE) with the volatile liquidity dynamics of SushiSwap (and similar AMMs) to identify the precise moment an asset reaches a local Top .