@backtest-kit/sidekick 8.4.0 → 8.5.0

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Files changed (49) hide show
  1. package/README.md +173 -173
  2. package/content/config/source/timeframe_15m.pine +113 -113
  3. package/content/config/source/timeframe_4h.pine +56 -56
  4. package/content/config/symbol.config.cjs +460 -460
  5. package/content/docker/ollama/docker-compose.yaml +34 -34
  6. package/content/docker/ollama/watch.sh +2 -2
  7. package/content/scripts/cache/cache_candles.mjs +47 -47
  8. package/content/scripts/cache/cache_model.mjs +42 -42
  9. package/content/scripts/cache/validate_candles.mjs +46 -46
  10. package/content/scripts/run_timeframe_15m.mjs +77 -77
  11. package/content/scripts/run_timeframe_4h.mjs +68 -68
  12. package/package.json +68 -68
  13. package/scripts/init.mjs +304 -304
  14. package/src/classes/BacktestLowerStopOnBreakevenAction.mjs +17 -17
  15. package/src/classes/BacktestPartialProfitTakingAction.mjs +24 -24
  16. package/src/classes/BacktestPositionMonitorAction.mjs +57 -57
  17. package/src/config/ccxt.mjs +15 -15
  18. package/src/config/params.mjs +1 -1
  19. package/src/config/setup.mjs +45 -45
  20. package/src/config/validate.mjs +14 -14
  21. package/src/enum/ActionName.mjs +5 -5
  22. package/src/enum/ExchangeName.mjs +3 -3
  23. package/src/enum/FrameName.mjs +6 -6
  24. package/src/enum/RiskName.mjs +4 -4
  25. package/src/enum/StrategyName.mjs +3 -3
  26. package/src/index.mjs +6 -6
  27. package/src/logic/action/backtest_lower_stop_on_breakeven.action.mjs +9 -9
  28. package/src/logic/action/backtest_partial_profit_taking.action.mjs +9 -9
  29. package/src/logic/action/backtest_position_monitor.action.mjs +9 -9
  30. package/src/logic/exchange/binance.exchange.mjs +69 -69
  31. package/src/logic/frame/dec_2025.frame.mjs +10 -10
  32. package/src/logic/frame/feb_2024.frame.mjs +10 -10
  33. package/src/logic/frame/nov_2025.frame.mjs +10 -10
  34. package/src/logic/frame/oct_2025.frame.mjs +10 -10
  35. package/src/logic/index.mjs +15 -15
  36. package/src/logic/risk/sl_distance.risk.mjs +32 -32
  37. package/src/logic/risk/tp_distance.risk.mjs +32 -32
  38. package/src/logic/strategy/main.strategy.mjs +48 -48
  39. package/src/main/bootstrap.mjs +52 -52
  40. package/src/math/timeframe_15m.math.mjs +68 -68
  41. package/src/math/timeframe_4h.math.mjs +53 -53
  42. package/src/utils/getArgs.mjs +17 -17
  43. package/template/CLAUDE.mustache +421 -421
  44. package/template/README.mustache +257 -257
  45. package/template/env.mustache +2 -2
  46. package/template/gitignore.mustache +29 -29
  47. package/template/jsconfig.json.mustache +26 -26
  48. package/template/package.mustache +37 -37
  49. package/template/types.mustache +11 -11
package/content/config/source/timeframe_4h.pine CHANGED
@@ -1,57 +1,57 @@
1
- //@version=5
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- indicator("Daily Trend Filter", overlay=true)
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-
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- plotcandle(open, high, low, close,
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- color=close > open ? color.new(color.green, 70) : color.new(color.red, 70),
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- wickcolor=color.new(color.gray, 70),
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- bordercolor=color.new(color.gray, 70))
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-
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- // === INPUTS ===
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- rsi_len = input.int(14, "RSI Length", minval=2)
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- macd_fast = input.int(12, "MACD Fast", minval=1)
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- macd_slow = input.int(26, "MACD Slow", minval=1)
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- macd_signal = input.int(9, "MACD Signal", minval=1)
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- adx_len = input.int(14, "ADX Length", minval=1)
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- adx_threshold = input.int(25, "ADX Threshold", minval=10)
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-
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- rsi_bull_threshold = input.int(50, "RSI Bull Threshold", minval=50, maxval=70)
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- rsi_bear_threshold = input.int(50, "RSI Bear Threshold", minval=30, maxval=50)
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-
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- // === INDICATORS ===
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- rsi = ta.rsi(close, rsi_len)
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- [macd_line, signal_line, macd_hist] = ta.macd(close, macd_fast, macd_slow, macd_signal)
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- [di_plus, di_minus, adx] = ta.dmi(adx_len, adx_len)
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-
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- // === TREND FILTER LOGIC ===
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- strong_trend = adx > adx_threshold
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-
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- bull_regime = strong_trend and macd_hist > 0 and di_plus > di_minus and rsi > rsi_bull_threshold
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-
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- bear_regime = strong_trend and macd_hist < 0 and di_minus > di_plus and rsi < rsi_bear_threshold
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-
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- both_allowed = strong_trend and not bull_regime and not bear_regime
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- no_trades = not strong_trend
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-
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- // === VISUALIZATION ===
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- line_color = bull_regime ? color.green :
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- bear_regime ? color.red :
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- both_allowed ? color.gray :
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- color.orange
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-
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- plot(close, "Active Signal", color=line_color, linewidth=6)
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-
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- // === OUTPUTS FOR BOT ===
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- plot(bull_regime ? 1 : 0, "AllowLong", display=display.data_window)
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- plot(bear_regime ? 1 : 0, "AllowShort", display=display.data_window)
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- plot(both_allowed ? 1 : 0, "AllowBoth", display=display.data_window)
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- plot(no_trades ? 1 : 0, "NoTrades", display=display.data_window)
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- plot(rsi, "RSI", display=display.data_window)
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- plot(adx, "ADX", display=display.data_window)
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-
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- // === DEBUG: INDICATOR DUMP ===
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- plot(macd_line, "d_MACDLine", display=display.data_window)
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- plot(signal_line, "d_SignalLine", display=display.data_window)
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- plot(macd_hist, "d_MACDHist", display=display.data_window)
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- plot(di_plus, "d_DIPlus", display=display.data_window)
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- plot(di_minus, "d_DIMinus", display=display.data_window)
1
+ //@version=5
2
+ indicator("Daily Trend Filter", overlay=true)
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+
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+ plotcandle(open, high, low, close,
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+ color=close > open ? color.new(color.green, 70) : color.new(color.red, 70),
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+ wickcolor=color.new(color.gray, 70),
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+ bordercolor=color.new(color.gray, 70))
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+
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+ // === INPUTS ===
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+ rsi_len = input.int(14, "RSI Length", minval=2)
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+ macd_fast = input.int(12, "MACD Fast", minval=1)
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+ macd_slow = input.int(26, "MACD Slow", minval=1)
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+ macd_signal = input.int(9, "MACD Signal", minval=1)
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+ adx_len = input.int(14, "ADX Length", minval=1)
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+ adx_threshold = input.int(25, "ADX Threshold", minval=10)
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+
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+ rsi_bull_threshold = input.int(50, "RSI Bull Threshold", minval=50, maxval=70)
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+ rsi_bear_threshold = input.int(50, "RSI Bear Threshold", minval=30, maxval=50)
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+
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+ // === INDICATORS ===
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+ rsi = ta.rsi(close, rsi_len)
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+ [macd_line, signal_line, macd_hist] = ta.macd(close, macd_fast, macd_slow, macd_signal)
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+ [di_plus, di_minus, adx] = ta.dmi(adx_len, adx_len)
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+
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+ // === TREND FILTER LOGIC ===
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+ strong_trend = adx > adx_threshold
27
+
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+ bull_regime = strong_trend and macd_hist > 0 and di_plus > di_minus and rsi > rsi_bull_threshold
29
+
30
+ bear_regime = strong_trend and macd_hist < 0 and di_minus > di_plus and rsi < rsi_bear_threshold
31
+
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+ both_allowed = strong_trend and not bull_regime and not bear_regime
33
+ no_trades = not strong_trend
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+
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+ // === VISUALIZATION ===
36
+ line_color = bull_regime ? color.green :
37
+ bear_regime ? color.red :
38
+ both_allowed ? color.gray :
39
+ color.orange
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+
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+ plot(close, "Active Signal", color=line_color, linewidth=6)
42
+
43
+ // === OUTPUTS FOR BOT ===
44
+ plot(bull_regime ? 1 : 0, "AllowLong", display=display.data_window)
45
+ plot(bear_regime ? 1 : 0, "AllowShort", display=display.data_window)
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+ plot(both_allowed ? 1 : 0, "AllowBoth", display=display.data_window)
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+ plot(no_trades ? 1 : 0, "NoTrades", display=display.data_window)
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+ plot(rsi, "RSI", display=display.data_window)
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+ plot(adx, "ADX", display=display.data_window)
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+
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+ // === DEBUG: INDICATOR DUMP ===
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+ plot(macd_line, "d_MACDLine", display=display.data_window)
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+ plot(signal_line, "d_SignalLine", display=display.data_window)
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+ plot(macd_hist, "d_MACDHist", display=display.data_window)
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+ plot(di_plus, "d_DIPlus", display=display.data_window)
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+ plot(di_minus, "d_DIMinus", display=display.data_window)
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  plot(strong_trend ? 1 : 0, "d_StrongTrend", display=display.data_window)