@continuumdao/continuum-node-sdk 1.3.37 → 1.3.38

package/dist/core/chart/analysis/trade-setups/donchian-trade-setup.js

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+import { isFiniteTradePrice } from './shared.js';
+import { tradeDeskConfig, tradeDeskDefaultPcts } from './trade-desk-defaults.js';
+export const DEFAULT_DONCHIAN_PERIOD = 20;
+export const DEFAULT_DONCHIAN_ENTRY_MODE = 'retest';
+export const DEFAULT_DONCHIAN_BREAK_LOOKBACK = 30;
+/** Target = entry ± (multiple × ATR). Desk: universal.donchianTargetAtrMultiple. */
+export const DEFAULT_DONCHIAN_TARGET_ATR_MULTIPLE = 3;
+function withinPriceProximity(lastClose, entryPrice, proximityPct) {
+    if (!isFiniteTradePrice(lastClose) || !isFiniteTradePrice(entryPrice) || entryPrice === 0) {
+        return false;
+    }
+    return (Math.abs(lastClose - entryPrice) / Math.abs(entryPrice)) * 100 <= proximityPct;
+}
+function resolveTargetAtrMultiple(raw) {
+    if (raw != null && Number.isFinite(raw) && raw > 0) {
+        return raw;
+    }
+    return DEFAULT_DONCHIAN_TARGET_ATR_MULTIPLE;
+}
+/** Target = breakout entry ± (multiple × ATR); invalidation = Donchian mid. */
+function donchianTargetAndInvalidation(input) {
+    if (input.status !== 'clear' || (input.side !== 'long' && input.side !== 'short')) {
+        return {};
+    }
+    const invalidationPrice = isFiniteTradePrice(input.middle) ? input.middle : undefined;
+    const invalidationLabel = invalidationPrice != null ? 'Donchian mid-channel' : undefined;
+    const atr = input.atr;
+    const multiple = input.targetAtrMultiple;
+    let targetPrice;
+    let targetLabel;
+    if (input.entryPrice != null &&
+        isFiniteTradePrice(input.entryPrice) &&
+        atr != null &&
+        Number.isFinite(atr) &&
+        atr > 0) {
+        const distance = multiple * atr;
+        targetPrice =
+            input.side === 'long' ? input.entryPrice + distance : input.entryPrice - distance;
+        targetLabel = `${multiple}× ATR from entry`;
+    }
+    return {
+        ...(targetPrice != null && targetLabel ? { targetPrice, targetLabel } : {}),
+        ...(invalidationPrice != null && invalidationLabel
+            ? { invalidationPrice, invalidationLabel }
+            : {}),
+    };
+}
+function baseSetupFields(input) {
+    const channelWidth = input.upper - input.lower;
+    return {
+        source: 'donchian_breakout',
+        entryMode: input.entryMode,
+        lastClose: input.lastClose,
+        upper: input.upper,
+        middle: input.middle,
+        lower: input.lower,
+        priorUpper: input.priorUpper,
+        priorLower: input.priorLower,
+        channelWidth,
+        period: input.period,
+        entryProximityPct: input.entryProximityPct,
+        entryOffsetPct: input.entryOffsetPct,
+        invalidationOffsetPct: input.invalidationOffsetPct,
+        targetAtrMultiple: input.targetAtrMultiple,
+        ...(input.atrAtLastBar != null && Number.isFinite(input.atrAtLastBar) && input.atrAtLastBar > 0
+            ? { atrAtLastBar: input.atrAtLastBar }
+            : {}),
+    };
+}
+export function buildImmediateDonchianSetup(input) {
+    const { lastClose, prevClose, upper, middle, lower, priorUpper, priorLower, period, } = input;
+    if (![lastClose, prevClose, upper, middle, lower, priorUpper, priorLower].every(isFiniteTradePrice) ||
+        upper <= lower ||
+        priorUpper <= priorLower) {
+        return null;
+    }
+    const desk = tradeDeskConfig({
+        entryProximityPct: input.entryProximityPct,
+        entryOffsetPct: input.entryOffsetPct,
+        invalidationOffsetPct: input.invalidationOffsetPct,
+    });
+    const targetAtrMultiple = resolveTargetAtrMultiple(input.targetAtrMultiple);
+    const atr = input.atr != null && Number.isFinite(input.atr) && input.atr > 0 ? input.atr : undefined;
+    const base = baseSetupFields({
+        lastClose,
+        upper,
+        middle,
+        lower,
+        priorUpper,
+        priorLower,
+        period,
+        entryMode: 'immediate',
+        entryProximityPct: desk.entryProximityPct,
+        entryOffsetPct: desk.entryOffsetPct,
+        invalidationOffsetPct: desk.invalidationOffsetPct,
+        atrAtLastBar: atr,
+        targetAtrMultiple,
+    });
+    const brokeLong = prevClose <= priorUpper && lastClose > priorUpper;
+    const brokeShort = prevClose >= priorLower && lastClose < priorLower;
+    const holdingLong = lastClose > priorUpper;
+    const holdingShort = lastClose < priorLower;
+    let side = 'neutral';
+    let brokeOnLastBar = false;
+    let status = 'unclear';
+    let confidence = 0.4;
+    let conditionalNote = 'No Donchian channel breakout — price inside prior channel.';
+    let unclearReason = 'No immediate Donchian breakout on the latest bar.';
+    if (brokeLong || (holdingLong && !holdingShort)) {
+        side = 'long';
+        brokeOnLastBar = brokeLong;
+        conditionalNote = brokeLong
+            ? 'Fresh bullish Donchian breakout above prior channel high.'
+            : 'Price holding above prior Donchian high — continuation long.';
+        const nearEntry = withinPriceProximity(lastClose, priorUpper, desk.entryProximityPct);
+        if (brokeLong || nearEntry) {
+            status = 'clear';
+            unclearReason = '';
+            confidence = brokeLong ? 0.58 : 0.5;
+        }
+        else {
+            unclearReason = `Price extended beyond prior high — not within ${desk.entryProximityPct}% of breakout entry.`;
+        }
+    }
+    else if (brokeShort || holdingShort) {
+        side = 'short';
+        brokeOnLastBar = brokeShort;
+        conditionalNote = brokeShort
+            ? 'Fresh bearish Donchian breakout below prior channel low.'
+            : 'Price holding below prior Donchian low — continuation short.';
+        const nearEntry = withinPriceProximity(lastClose, priorLower, desk.entryProximityPct);
+        if (brokeShort || nearEntry) {
+            status = 'clear';
+            unclearReason = '';
+            confidence = brokeShort ? 0.58 : 0.5;
+        }
+        else {
+            unclearReason = `Price extended beyond prior low — not within ${desk.entryProximityPct}% of breakout entry.`;
+        }
+    }
+    const entryPrice = status === 'clear' && side === 'long'
+        ? priorUpper
+        : status === 'clear' && side === 'short'
+            ? priorLower
+            : undefined;
+    const entryLabel = side === 'long' ? 'prior Donchian high' : side === 'short' ? 'prior Donchian low' : undefined;
+    const levels = donchianTargetAndInvalidation({
+        side,
+        status,
+        entryPrice,
+        middle,
+        atr,
+        targetAtrMultiple,
+    });
+    return {
+        ...base,
+        status,
+        setupPurposeCode: 'dc-brk',
+        invalidated: false,
+        side,
+        brokeOnLastBar,
+        entryOffsetMode: 'bounce',
+        conditionalNote,
+        confidence,
+        ...(entryPrice != null && entryLabel ? { entryPrice, entryLabel } : {}),
+        ...levels,
+        ...(unclearReason ? { unclearReason } : {}),
+    };
+}
+export function buildRetestDonchianSetup(input) {
+    const { closes, channels, lastClose, upper, middle, lower, priorUpper, priorLower, period } = input;
+    if (![lastClose, upper, middle, lower, priorUpper, priorLower].every(isFiniteTradePrice) ||
+        closes.length < 3 ||
+        channels.length !== closes.length) {
+        return null;
+    }
+    const desk = tradeDeskConfig({
+        entryProximityPct: input.entryProximityPct,
+        entryOffsetPct: input.entryOffsetPct,
+        invalidationOffsetPct: input.invalidationOffsetPct,
+    });
+    const targetAtrMultiple = resolveTargetAtrMultiple(input.targetAtrMultiple);
+    const atr = input.atr != null && Number.isFinite(input.atr) && input.atr > 0 ? input.atr : undefined;
+    const lookback = input.lookback ?? DEFAULT_DONCHIAN_BREAK_LOOKBACK;
+    const lastIndex = closes.length - 1;
+    const start = Math.max(period, lastIndex - lookback + 1);
+    let breakIndex = -1;
+    let side = 'neutral';
+    let brokenBand = 0;
+    for (let i = start; i <= lastIndex; i++) {
+        const prior = channels[i - 1];
+        const prevClose = closes[i - 1];
+        const curClose = closes[i];
+        if (prior == null ||
+            prevClose == null ||
+            curClose == null ||
+            !isFiniteTradePrice(prior.upper) ||
+            !isFiniteTradePrice(prior.lower)) {
+            continue;
+        }
+        if (prevClose <= prior.upper && curClose > prior.upper) {
+            breakIndex = i;
+            side = 'long';
+            brokenBand = prior.upper;
+        }
+        else if (prevClose >= prior.lower && curClose < prior.lower) {
+            breakIndex = i;
+            side = 'short';
+            brokenBand = prior.lower;
+        }
+    }
+    const base = baseSetupFields({
+        lastClose,
+        upper,
+        middle,
+        lower,
+        priorUpper,
+        priorLower,
+        period,
+        entryMode: 'retest',
+        entryProximityPct: desk.entryProximityPct,
+        entryOffsetPct: desk.entryOffsetPct,
+        invalidationOffsetPct: desk.invalidationOffsetPct,
+        atrAtLastBar: atr,
+        targetAtrMultiple,
+    });
+    if (breakIndex < 0 || side === 'neutral') {
+        return {
+            ...base,
+            status: 'unclear',
+            setupPurposeCode: 'dc-ret',
+            invalidated: false,
+            side: 'neutral',
+            brokeOnLastBar: false,
+            entryOffsetMode: 'retest',
+            conditionalNote: 'No recent Donchian breakout to retest.',
+            confidence: 0.35,
+            unclearReason: 'No channel break found in lookback — wait for breakout then retest.',
+        };
+    }
+    const brokeOnLastBar = breakIndex === lastIndex;
+    const nearBand = withinPriceProximity(lastClose, brokenBand, desk.entryProximityPct);
+    let invalidated = false;
+    if (side === 'long' && lastClose < brokenBand) {
+        invalidated = true;
+    }
+    else if (side === 'short' && lastClose > brokenBand) {
+        invalidated = true;
+    }
+    let status = 'unclear';
+    let confidence = 0.42;
+    let conditionalNote = side === 'long'
+        ? 'Bullish Donchian break occurred — wait for retest of broken high.'
+        : 'Bearish Donchian break occurred — wait for retest of broken low.';
+    let unclearReason = conditionalNote;
+    if (invalidated) {
+        status = 'unclear';
+        conditionalNote =
+            side === 'long'
+                ? 'Retest failed — price closed back below broken Donchian high.'
+                : 'Retest failed — price closed back above broken Donchian low.';
+        unclearReason = conditionalNote;
+    }
+    else if (!brokeOnLastBar && nearBand) {
+        status = 'clear';
+        unclearReason = '';
+        confidence = 0.56;
+        conditionalNote =
+            side === 'long'
+                ? 'Post-breakout retest of Donchian high — long entry.'
+                : 'Post-breakout retest of Donchian low — short entry.';
+    }
+    else if (brokeOnLastBar) {
+        unclearReason = 'Fresh breakout on last bar — wait for pullback retest of the broken band.';
+        conditionalNote = unclearReason;
+    }
+    else {
+        unclearReason = `Price not within ${desk.entryProximityPct}% of broken band for retest entry.`;
+        conditionalNote = unclearReason;
+    }
+    const entryPrice = status === 'clear' ? brokenBand : undefined;
+    const entryLabel = side === 'long' ? 'broken Donchian high' : side === 'short' ? 'broken Donchian low' : undefined;
+    const levels = donchianTargetAndInvalidation({
+        side,
+        status,
+        entryPrice,
+        middle,
+        atr,
+        targetAtrMultiple,
+    });
+    return {
+        ...base,
+        status,
+        setupPurposeCode: 'dc-ret',
+        invalidated,
+        side,
+        brokeOnLastBar,
+        breakBarIndex: breakIndex,
+        entryOffsetMode: 'retest',
+        conditionalNote,
+        confidence,
+        ...(entryPrice != null && entryLabel ? { entryPrice, entryLabel } : {}),
+        ...levels,
+        ...(unclearReason ? { unclearReason } : {}),
+    };
+}
+export function buildDonchianTradeSetup(input) {
+    const { closes, channels, period } = input;
+    if (closes.length < period + 1 || channels.length !== closes.length) {
+        return null;
+    }
+    const lastIndex = closes.length - 1;
+    const lastClose = closes[lastIndex];
+    const prevClose = closes[lastIndex - 1];
+    const current = channels[lastIndex];
+    const prior = channels[lastIndex - 1];
+    if (current == null || prior == null) {
+        return null;
+    }
+    const entryMode = input.entryMode ?? DEFAULT_DONCHIAN_ENTRY_MODE;
+    const deskPcts = tradeDeskDefaultPcts({
+        entryProximityPct: input.entryProximityPct,
+        entryOffsetPct: input.entryOffsetPct,
+        invalidationOffsetPct: input.invalidationOffsetPct,
+    });
+    const atrLevels = {
+        atr: input.atr,
+        targetAtrMultiple: resolveTargetAtrMultiple(input.targetAtrMultiple),
+    };
+    const immediate = buildImmediateDonchianSetup({
+        lastClose,
+        prevClose,
+        upper: current.upper,
+        middle: current.middle,
+        lower: current.lower,
+        priorUpper: prior.upper,
+        priorLower: prior.lower,
+        period,
+        ...deskPcts,
+        ...atrLevels,
+    });
+    const retest = buildRetestDonchianSetup({
+        closes,
+        channels,
+        lastClose,
+        upper: current.upper,
+        middle: current.middle,
+        lower: current.lower,
+        priorUpper: prior.upper,
+        priorLower: prior.lower,
+        period,
+        ...deskPcts,
+        ...atrLevels,
+    });
+    if (entryMode === 'immediate') {
+        if (!immediate) {
+            return retest;
+        }
+        return {
+            ...immediate,
+            breakRetestAlternative: retest,
+            immediateAlternative: null,
+        };
+    }
+    if (!retest) {
+        return immediate;
+    }
+    return {
+        ...retest,
+        immediateAlternative: immediate,
+        breakRetestAlternative: null,
+    };
+}
+export function donchianTradeIdeaContextFromSetup(setup) {
+    return {
+        period: setup.period,
+        entryMode: setup.entryMode,
+        setupPurposeCode: setup.setupPurposeCode,
+        channelWidth: setup.channelWidth,
+        upper: setup.upper,
+        middle: setup.middle,
+        lower: setup.lower,
+        priorUpper: setup.priorUpper,
+        priorLower: setup.priorLower,
+        invalidated: setup.invalidated,
+        entryProximityPct: setup.entryProximityPct,
+        entryOffsetPct: setup.entryOffsetPct,
+        invalidationOffsetPct: setup.invalidationOffsetPct,
+        targetAtrMultiple: setup.targetAtrMultiple,
+        ...(setup.atrAtLastBar != null ? { atrAtLastBar: setup.atrAtLastBar } : {}),
+    };
+}
+export function normalizeDonchianTradeSetup(setup) {
+    return {
+        status: setup.status,
+        side: setup.side,
+        confidence: setup.confidence,
+        lastClose: setup.lastClose,
+        entry: setup.status === 'clear' &&
+            setup.side !== 'neutral' &&
+            setup.entryPrice != null &&
+            isFiniteTradePrice(setup.entryPrice)
+            ? { price: setup.entryPrice, label: setup.entryLabel ?? 'Donchian entry' }
+            : undefined,
+        ...(setup.targetPrice != null && isFiniteTradePrice(setup.targetPrice)
+            ? { target: { price: setup.targetPrice, label: setup.targetLabel ?? 'Donchian target' } }
+            : {}),
+        ...(setup.invalidationPrice != null && isFiniteTradePrice(setup.invalidationPrice)
+            ? {
+                invalidation: {
+                    price: setup.invalidationPrice,
+                    label: setup.invalidationLabel ?? 'Donchian invalidation',
+                },
+            }
+            : {}),
+        unclearReason: setup.unclearReason,
+    };
+}
+//# sourceMappingURL=donchian-trade-setup.js.map

package/dist/core/chart/analysis/trade-setups/donchian-trade-setup.js.map

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package/dist/core/chart/analysis/trade-setups/ichimoku-trade-setup.d.ts

@@ -0,0 +1,154 @@
+import type { EntryOffsetMode } from './pattern-limit-entry.js';
+import type { TradeSetupSide, TradeSetupStatus } from './shared.js';
+export declare const DEFAULT_ICHIMOKU_CONVERSION_PERIOD = 9;
+export declare const DEFAULT_ICHIMOKU_BASE_PERIOD = 26;
+export declare const DEFAULT_ICHIMOKU_SPAN_PERIOD = 52;
+export declare const DEFAULT_ICHIMOKU_DISPLACEMENT = 26;
+export declare const DEFAULT_ICHIMOKU_TARGET_ATR_MULTIPLE = 3;
+export declare const DEFAULT_ICHIMOKU_CROSS_LOOKBACK = 5;
+export type IchimokuStrategy = 'tk_cross' | 'cloud';
+export type IchimokuPoint = {
+    conversion: number;
+    base: number;
+    spanA: number;
+    spanB: number;
+};
+export type IchimokuTradeSetup = {
+    status: TradeSetupStatus;
+    source: 'ichimoku';
+    strategy: IchimokuStrategy;
+    lastClose: number;
+    conversion: number;
+    base: number;
+    /** Cloud at current bar (spans computed displacement bars ago). */
+    cloudTop: number;
+    cloudBottom: number;
+    spanA: number;
+    spanB: number;
+    conversionPeriod: number;
+    basePeriod: number;
+    spanPeriod: number;
+    displacement: number;
+    tkState: 'bullish' | 'bearish' | 'flat';
+    cloudPosition: 'above' | 'below' | 'inside';
+    entryProximityPct: number;
+    entryOffsetMode: EntryOffsetMode;
+    entryOffsetPct: number;
+    invalidationOffsetPct: number;
+    atrAtLastBar?: number;
+    targetAtrMultiple: number;
+    setupPurposeCode: string;
+    invalidated: boolean;
+    side: TradeSetupSide;
+    barsSinceTkCross: number | null;
+    entryPrice?: number;
+    entryLabel?: string;
+    targetPrice?: number;
+    targetLabel?: string;
+    invalidationPrice?: number;
+    invalidationLabel?: string;
+    conditionalNote: string;
+    confidence: number;
+    unclearReason?: string;
+    tkCrossAlternative?: IchimokuTradeSetup | null;
+    cloudAlternative?: IchimokuTradeSetup | null;
+};
+/** Current-bar cloud uses spans from barIndex - displacement (classic plot alignment). */
+export declare function currentCloudFromPoints(points: Array<IchimokuPoint | null>, displacement: number): {
+    spanA: number;
+    spanB: number;
+    top: number;
+    bottom: number;
+} | null;
+export declare function buildTkCrossIchimokuSetup(input: {
+    lastClose: number;
+    conversion: number;
+    base: number;
+    cloudTop: number;
+    cloudBottom: number;
+    spanA: number;
+    spanB: number;
+    barsSinceTkCross: number | null;
+    conversionPeriod: number;
+    basePeriod: number;
+    spanPeriod: number;
+    displacement: number;
+    entryProximityPct?: number;
+    entryOffsetPct?: number;
+    invalidationOffsetPct?: number;
+    atr?: number | null;
+    targetAtrMultiple?: number;
+    crossLookback?: number;
+}): IchimokuTradeSetup | null;
+export declare function buildCloudIchimokuSetup(input: {
+    lastClose: number;
+    conversion: number;
+    base: number;
+    cloudTop: number;
+    cloudBottom: number;
+    spanA: number;
+    spanB: number;
+    barsSinceTkCross: number | null;
+    conversionPeriod: number;
+    basePeriod: number;
+    spanPeriod: number;
+    displacement: number;
+    entryProximityPct?: number;
+    entryOffsetPct?: number;
+    invalidationOffsetPct?: number;
+    atr?: number | null;
+    targetAtrMultiple?: number;
+}): IchimokuTradeSetup | null;
+export declare function buildIchimokuTradeSetup(input: {
+    closes: number[];
+    points: Array<IchimokuPoint | null>;
+    conversionPeriod: number;
+    basePeriod: number;
+    spanPeriod: number;
+    displacement: number;
+    /** Prefer tk_cross as primary (default); cloud as alternate. */
+    primaryStrategy?: IchimokuStrategy;
+    entryProximityPct?: number;
+    entryOffsetPct?: number;
+    invalidationOffsetPct?: number;
+    atr?: number | null;
+    targetAtrMultiple?: number;
+}): IchimokuTradeSetup | null;
+export type IchimokuTradeIdeaContext = {
+    conversionPeriod: number;
+    basePeriod: number;
+    spanPeriod: number;
+    displacement: number;
+    strategy: IchimokuStrategy;
+    setupPurposeCode: string;
+    tkState: 'bullish' | 'bearish' | 'flat';
+    cloudPosition: 'above' | 'below' | 'inside';
+    cloudTop: number;
+    cloudBottom: number;
+    entryProximityPct: number;
+    entryOffsetPct: number;
+    invalidationOffsetPct: number;
+    atrAtLastBar?: number;
+    targetAtrMultiple: number;
+};
+export declare function ichimokuTradeIdeaContextFromSetup(setup: IchimokuTradeSetup): IchimokuTradeIdeaContext;
+export declare function normalizeIchimokuTradeSetup(setup: IchimokuTradeSetup): {
+    unclearReason: string | undefined;
+    invalidation?: {
+        price: number;
+        label: string;
+    } | undefined;
+    target?: {
+        price: number;
+        label: string;
+    } | undefined;
+    status: TradeSetupStatus;
+    side: TradeSetupSide;
+    confidence: number;
+    lastClose: number;
+    entry: {
+        price: number;
+        label: string;
+    } | undefined;
+};
+//# sourceMappingURL=ichimoku-trade-setup.d.ts.map

package/dist/core/chart/analysis/trade-setups/ichimoku-trade-setup.d.ts.map

@@ -0,0 +1 @@
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