caught  2 SD line at 1.5  (FAIL a close at -1.76 SD, nearer than 2 SD: no signal)
caught  3 SD line at 3.5  (FAIL long at the open of the next minute, 98, stop 96.141506 (VWAP 99.869, SD 1.062); refe)
caught  warm-up 25 minutes  (FAIL bar closing 25 minutes after the open: in the zone, no signal)
caught  coverage 70%  (FAIL coverage rules hold)
caught  hole at 31 minutes  (FAIL a 30-minute step between minutes passes, 31 is a hole)
caught  typical price without the close  (FAIL bar 3 with 3x the volume: VWAP 100.5000, SD 1.1180)
caught  VWAP not volume-weighted  (FAIL bar 3 with 3x the volume: VWAP 100.8333, SD 1.2583)
caught  VWAP does not restart  (FAIL the next session restarts: VWAP 250, SD 0 on its first bar)
caught  first minute not required  (FAIL coverage rules hold)
caught  signal on the last bar  (  throw new Error('manage ran past the session');
)
caught  beyond 3 SD allowed  (FAIL a close beyond 3 SD: no signal)
caught  entry at the signal close  (FAIL long at the open of the next minute, 98, stop 96.672609 (VWAP 99.869, SD 1.062); refe)
caught  no tick beyond the 3 SD line  (FAIL long at the open of the next minute, 98, stop 96.682609 (VWAP 99.869, SD 1.062); refe)
caught  an entry beyond the stop is not refused  (FAIL the entry at 96 under the stop is refused; the next long signal (bar 13, entry at 97))
caught  refused entry uses up the direction  (FAIL the entry at 96 under the stop is refused; the next long signal (bar 13, entry at 97))
caught  many trades per direction  (FAIL stopped at 96.672609; reference identical)
caught  exit on the first VWAP of the session  (FAIL long at the open of the next minute, 98, stop 96.672609 (VWAP 99.869, SD 1.062); refe)
caught  VWAP exit at the bar close  (FAIL long at the open of the next minute, 98, stop 96.672609 (VWAP 99.869, SD 1.062); refe)
caught  session close at the last open  (FAIL no close at the VWAP: out at the session close, -0.3013 R; reference identical)
caught  no stop in the entry minute  (FAIL stop in the entry minute; reference identical)
caught  gapped stop fills at the stop  (FAIL a minute opening beyond the stop exits at its open (95); reference identical)
caught  no signal at the close of a stopped bar  (FAIL stopped inside bar 14, whose close signals a short: taken at bar 15; reference identi)
caught  signal on the close that ends a trade  (FAIL a short signal on the close that ends the long is ignored; the next one is taken; ref)
caught  London at 09:00  (FAIL all as expected; a Saturday has no session)
caught  London without daylight saving  (FAIL all as expected; a Saturday has no session)
caught  New York open 09:35  (FAIL all as expected; a Saturday has no session)
caught  control keeps the dollar stop  (FAIL moved to the next session: stop 1.327 away = 1.250 x its SD 2.991 (real 1.327 x its S)
caught  control enters at the real price distance  (FAIL offset 0 reproduces the real trade, both ways)
caught  trend at a quarter of the range  (FAIL a steady rise is a trend session; a move of 30% of the range is not)
29 of 29 caught