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Trading Journal Observations — Numeric Interval Filter + Trailing Mean Series
x402
Trading Journal Observations — Numeric Interval Filter + Trailing Mean Series is a paid API for AI agents from market.datapackvibe.com, paid per call via x402, $0.01/call, status unknown (last checked 2026-10-26).
Filters trading journal rows (entry_price or exit_price) within a numeric interval and computes a trailing moving average series over the filtered results, returning two analytical reports for up to 200 rows.
Price / call$0.01
Success—
StatusUnknown
How this service works
Trading journal observations — Numeric interval filter + Trailing mean series: Numeric interval filter + Trailing mean series for supplied trading journal observations records (entry_price, exit_price). Up to 200 rows; 2 independent reports using shared local analytical engines. No live lookup, prediction, professional assessment or external action. 0.01 USDC includes 2 supplied-data reports for up to 200 rows.
Output
Returns two analytical reports: (1) the subset of trading journal rows whose selected field (entry_price or exit_price) falls within the specified numeric interval [minimum, maximum], and (2) a trailing moving average series computed over those filtered values using the specified window size. Both reports are generated locally from supplied data with no external lookups.
Example use cases
Filter and smooth equity trade log
“I have 50 equity trade journal entries — can you filter the ones where exit_price is between 200 and 800 and then give me a trailing mean series with a window of 5 across those filtered rows?”
Identify mid-range entry prices in FX trades
“From my FX trading journal, filter all rows where entry_price is between 1.05 and 1.30 and compute a 4-period trailing mean on entry_price so I can spot momentum trends.”
Review instrument group performance in price band
“Here are my crypto trade records for October — filter exit_price between 20000 and 40000, use a trailing window of 3, and give me both the interval-filtered report and the trailing mean series.”
Technical details
Endpoint
POSThttps://market.datapackvibe.com/x402/assistant-ib26-finance-09-126?utm_source=zero.xyzWhen to prefer
Choose this endpoint when you need to simultaneously (1) isolate trading journal records within a specific price range and (2) compute a rolling/trailing mean over the filtered price series — delivered as two distinct reports for up to 200 rows at a flat cost of $0.01 USDC. Prefer it over general-purpose analytics when your data is already structured as trading journal observations with entry/exit prices and you want both filtering and smoothing in a single call.
Side effects
- Fewer rows than the window size results in incomplete trailing mean values or empty series
- null values in entry_price or exit_price may be excluded from interval filtering or cause gaps in the mean series
- Minimum greater than maximum produces an empty filtered set and an empty series
- Submitting more than 200 rows returns a validation error
- Malformed date strings not matching YYYY-MM-DD pattern cause row rejection
- Missing required fields (row_id, instrument_group, date, entry_price, exit_price) cause schema validation failure
Input
Schema · Request body
| Field | Type | Description |
|---|---|---|
| rows | array | |
| field | string | |
| window | integer | |
| maximum | number | |
| minimum | number |
Tags
x402
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