@tradejs/strategies 1.0.12 → 2.0.1
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/LICENSE +96 -0
- package/README.md +9 -1
- package/dist/index.js +161 -20
- package/dist/index.mjs +161 -20
- package/package.json +7 -7
package/dist/index.mjs
CHANGED
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@@ -16484,6 +16484,7 @@ AdaptiveMomentumRibbon addon:
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16484
16484
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- SHORT breadth-shock approvals use two calibrated pockets: BTC-favored breadth shock, or a neutral shared-context breadth exhaustion pocket with marketBreadth.advancers <= 0 and effortVsResult <= 800.
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- A reference-derivatives rotation pocket can approve q4 when XRP 15m OI 4h change >= 1.6 and TRX 15m OI 4h change <= -0.2. It may override weak signal range and the default SHORT watch mode, but never hard signal invalidation.
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16486
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- Non-derivatives approvals are demoted when stopDistanceAtr > 4.5 and breakoutBodyAtr > 2.25, because that combination behaves like a chase entry.
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16487
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+
- All live approvals require a calibrated market-regime floor: tpDistanceAtr >= 2.9, trendAdx >= 15, and benchmarkRelativeStrength1d <= 4 when available.
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- LONG approvals require cmcAltLiquidityRegime to be anything except \`btc_favored\` when that CMC field is available.
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- Non-q5 LONG approvals require targetVsBtcAlpha1h <= 2.4 when that field is available, to avoid chase entries after target already outran BTC.
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- \`quality=4\` continuation approvals require targetVsBtcAlpha4h >= 1, spreadBps >= -10, and cmcFearGreedValueChange7d >= -15 when those fields are available. \`quality=5\` is not capped by this q4-only continuation guard.
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@@ -16492,7 +16493,7 @@ AdaptiveMomentumRibbon addon:
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`;
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var ADAPTIVE_MOMENTUM_RIBBON_PAYLOAD_PROMPT = `
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- \`payload.additionalIndicators.adaptiveMomentumRibbonContext\` contains a compact signal summary:
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16495
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-
signalOsc / oscillatorStrength / signalRangeAtrRatio / stopDistanceAtr / breakoutBodyAtr / chaseRiskBlocked / channelState / channelExtensionPct / invalidationDistancePct / structuralRewardRiskRatio / coinBiasAligned / btcBiasAligned / targetVsBtcAlpha1h / targetVsBtcAlpha4h / spreadBps / cmcAltLiquidityRegime / cmcFearGreedValueChange7d / cmcBtcDominanceChange24hPct / baseDecisionApproveBias / marketBreadthAdvancers / marketBreadthAdvanceDeclineRatio / marketBreadthReturn / shortBreadthShockPocket / shortBreadthNeutralPocket / referenceDerivativesRotationPocket / referenceXrpOiChangePct4h15m / referenceTrxOiChangePct4h15m / q4TargetAlpha1Allowed / q4ContinuationAllowed / q4ContinuationBlockReasons / q4ContinuationRecoveryAllowed / derivativesDirectionAligned / derivativesRiskFlags / derivativesFundingZScore / deterministicQuality / approvalAllowedNow / approvalBlockReasons / riskAnnotations.
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+
signalOsc / oscillatorStrength / signalRangeAtrRatio / stopDistanceAtr / tpDistanceAtr / breakoutBodyAtr / trendAdx / benchmarkRelativeStrength1d / chaseRiskBlocked / approvalRegimeAllowed / approvalRegimeBlockReasons / channelState / channelExtensionPct / invalidationDistancePct / structuralRewardRiskRatio / coinBiasAligned / btcBiasAligned / targetVsBtcAlpha1h / targetVsBtcAlpha4h / spreadBps / cmcAltLiquidityRegime / cmcFearGreedValueChange7d / cmcBtcDominanceChange24hPct / baseDecisionApproveBias / marketBreadthAdvancers / marketBreadthAdvanceDeclineRatio / marketBreadthReturn / shortBreadthShockPocket / shortBreadthNeutralPocket / referenceDerivativesRotationPocket / referenceXrpOiChangePct4h15m / referenceTrxOiChangePct4h15m / q4TargetAlpha1Allowed / q4ContinuationAllowed / q4ContinuationBlockReasons / q4ContinuationRecoveryAllowed / derivativesDirectionAligned / derivativesRiskFlags / derivativesFundingZScore / deterministicQuality / approvalAllowedNow / approvalBlockReasons / riskAnnotations.
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- Use this context as the primary strategy-specific interpretation instead of re-deriving it only from generic series.
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`;
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var SHORT_BREADTH_SHOCK_MARKET_BREADTH_RETURN_MAX = -0.01;
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@@ -16502,6 +16503,9 @@ var REFERENCE_XRP_OI_CHANGE_PCT_4H_15M_MIN = 1.6;
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var REFERENCE_TRX_OI_CHANGE_PCT_4H_15M_MAX = -0.2;
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var CHASE_STOP_DISTANCE_ATR_MAX = 4.5;
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var CHASE_BREAKOUT_BODY_ATR_MAX = 2.25;
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+
var MIN_APPROVAL_TP_DISTANCE_ATR = 2.9;
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var MIN_APPROVAL_TREND_ADX = 15;
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var MAX_APPROVAL_BENCHMARK_RELATIVE_STRENGTH_1D = 4;
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var toFiniteNumberOrNull = (value) => {
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if (typeof value === "number" && Number.isFinite(value)) {
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return value;
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@@ -16676,6 +16680,19 @@ var getQ4ContinuationBlockReasons = (context) => {
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return reasons;
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};
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var getQ4ContinuationRecoveryAllowed = (context) => context.q4TargetAlpha1Allowed && !context.q4ContinuationAllowed && isInRange(context.effortVsResult, 0, 60) && context.cmcBtcDominanceChange24hPct != null && context.cmcBtcDominanceChange24hPct <= 0;
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16683
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+
var getApprovalRegimeBlockReasons = (context) => {
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const reasons = [];
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if (context.tpDistanceAtr == null || context.tpDistanceAtr < MIN_APPROVAL_TP_DISTANCE_ATR) {
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reasons.push("low_tp_distance_atr");
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}
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if (context.trendAdx == null || context.trendAdx < MIN_APPROVAL_TREND_ADX) {
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reasons.push("weak_trend_adx");
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}
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if (context.benchmarkRelativeStrength1d != null && context.benchmarkRelativeStrength1d > MAX_APPROVAL_BENCHMARK_RELATIVE_STRENGTH_1D) {
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reasons.push("benchmark_1d_chase_risk");
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}
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return reasons;
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};
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var getDeterministicAdaptiveMomentumRibbonQuality = (context) => {
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if (context.hardBlockReasons.length > 0) {
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return 2;
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@@ -16689,6 +16706,9 @@ var getDeterministicAdaptiveMomentumRibbonQuality = (context) => {
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if (context.chaseRiskBlocked && !context.referenceDerivativesRotationPocket) {
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return 3;
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}
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if (!context.approvalRegimeAllowed) {
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return 3;
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}
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if (context.signalDirection === "SHORT") {
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return context.shortBreadthShockPocket || context.shortBreadthNeutralPocket || context.referenceDerivativesRotationPocket ? 4 : 3;
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}
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@@ -16803,6 +16823,8 @@ var buildAdaptiveMomentumRibbonContext = (signal, additionalIndicators) => {
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const candle = getRecord(baseContext?.candle);
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const raw = getRecord(baseContext?.raw);
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const regime = getRecord(baseContext?.regime);
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16826
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+
const regimeTrend = getRecord(regime?.trend);
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16827
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const regimeTrendAdx = getRecord(regimeTrend?.adx);
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const regimeSession = getRecord(regime?.session);
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const structure = getRecord(baseContext?.structure);
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const localRange = getRecord(structure?.localRange);
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@@ -16842,6 +16864,9 @@ var buildAdaptiveMomentumRibbonContext = (signal, additionalIndicators) => {
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const benchmarkRelativeStrength1h = toFiniteNumberOrNull(
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benchmark?.relativeStrength1h
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);
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+
const benchmarkRelativeStrength1d = toFiniteNumberOrNull(
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benchmark?.relativeStrength1d
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);
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const benchmarkTrendAlignment = typeof benchmark?.trendAlignment === "string" ? benchmark.trendAlignment : null;
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const targetVsBtcAlpha1h = toFiniteNumberOrNull(targetVsBtc?.alphaVsBtc1h);
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const targetVsBtcAlpha4h = toFiniteNumberOrNull(targetVsBtc?.alphaVsBtc4h);
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@@ -16860,6 +16885,8 @@ var buildAdaptiveMomentumRibbonContext = (signal, additionalIndicators) => {
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const stopDistanceAtr = toFiniteNumberOrNull(
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gateFeaturesSetup?.stopDistanceAtr
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);
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16888
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const tpDistanceAtr = toFiniteNumberOrNull(gateFeaturesSetup?.tpDistanceAtr);
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+
const trendAdx = toFiniteNumberOrNull(regimeTrendAdx?.adx);
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const breakoutBodyAtr = toFiniteNumberOrNull(
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structureAcceptance?.breakoutBodyAtr
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);
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@@ -16899,6 +16926,12 @@ var buildAdaptiveMomentumRibbonContext = (signal, additionalIndicators) => {
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effortVsResult,
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cmcBtcDominanceChange24hPct
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});
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+
const approvalRegimeBlockReasons = baseContextAvailable ? getApprovalRegimeBlockReasons({
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tpDistanceAtr,
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16931
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trendAdx,
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16932
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benchmarkRelativeStrength1d
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16933
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}) : [];
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const approvalRegimeAllowed = approvalRegimeBlockReasons.length === 0;
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const hardBlockReasons = [];
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if (invalidated) {
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hardBlockReasons.push("invalidated");
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@@ -16938,6 +16971,7 @@ var buildAdaptiveMomentumRibbonContext = (signal, additionalIndicators) => {
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if (chaseRiskBlocked && !referenceDerivativesRotationPocket) {
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approvalBlockReasons.push("chase_entry_risk");
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}
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16974
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+
approvalBlockReasons.push(...approvalRegimeBlockReasons);
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if (breakoutRetestQuality != null && breakoutRetestQuality < 0.25) {
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riskAnnotations.push("weak_retest_quality");
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}
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@@ -16969,8 +17003,13 @@ var buildAdaptiveMomentumRibbonContext = (signal, additionalIndicators) => {
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oscillatorStrength,
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signalRangeAtrRatio,
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stopDistanceAtr,
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17006
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+
tpDistanceAtr,
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breakoutBodyAtr,
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17008
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trendAdx,
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17009
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benchmarkRelativeStrength1d,
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16973
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chaseRiskBlocked,
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17011
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approvalRegimeAllowed,
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17012
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approvalRegimeBlockReasons,
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17013
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kcMidline,
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16975
17014
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kcUpper,
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16976
17015
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kcLower,
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@@ -17042,8 +17081,13 @@ var buildAdaptiveMomentumRibbonContext = (signal, additionalIndicators) => {
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oscillatorStrength,
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17043
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signalRangeAtrRatio,
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stopDistanceAtr,
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+
tpDistanceAtr,
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breakoutBodyAtr,
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trendAdx,
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17087
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+
benchmarkRelativeStrength1d,
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chaseRiskBlocked,
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17089
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+
approvalRegimeAllowed,
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+
approvalRegimeBlockReasons,
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kcMidline,
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17048
17092
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kcUpper,
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kcLower,
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@@ -17190,8 +17234,13 @@ Additional AdaptiveMomentumRibbon context:
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- oscillatorStrength=${context.oscillatorStrength?.toFixed?.(3) ?? "n/a"}
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17191
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- signalRangeAtrRatio=${context.signalRangeAtrRatio?.toFixed?.(3) ?? "n/a"}
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17192
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- stopDistanceAtr=${context.stopDistanceAtr?.toFixed?.(3) ?? "n/a"}
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+
- tpDistanceAtr=${context.tpDistanceAtr?.toFixed?.(3) ?? "n/a"}
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17193
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- breakoutBodyAtr=${context.breakoutBodyAtr?.toFixed?.(3) ?? "n/a"}
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17239
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+
- trendAdx=${context.trendAdx?.toFixed?.(3) ?? "n/a"}
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17240
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+
- benchmarkRelativeStrength1d=${context.benchmarkRelativeStrength1d?.toFixed?.(3) ?? "n/a"}
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- chaseRiskBlocked=${context.chaseRiskBlocked}
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17242
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+
- approvalRegimeAllowed=${context.approvalRegimeAllowed}
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17243
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- approvalRegimeBlockReasons=${context.approvalRegimeBlockReasons.join(", ") || "none"}
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17244
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- channelState=${context.channelState}
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- channelBiasAligned=${context.channelBiasAligned}
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- channelExtensionPct=${context.channelExtensionPct?.toFixed?.(3) ?? "n/a"}%
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@@ -17292,9 +17341,7 @@ var MIN_APPROVAL_CHANNEL_WIDTH_PCT = 2;
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17292
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var MIN_HIGH_CONFIDENCE_CHANNEL_WIDTH_PCT = 2;
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var MIN_APPROVAL_VOLUME_REL20 = 10;
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var MIN_SHORT_APPROVAL_VOLUME_REL20 = 7;
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17295
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-
var
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17296
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-
var MIN_SHORT_RECOVERY_TARGET_LIQ_SPIKE_RATIO_1H = 5.7;
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17297
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-
var MAX_SHORT_RECOVERY_ETH_FUNDING_RATE_1H = 37e-4;
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+
var MAX_REFERENCE_SHORT_RECOVERY_ETH_LIQ_IMBALANCE_1H = -0.99;
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var MAX_XRP_SHORT_RECOVERY_BTC_VS_ALT_RETURN_24H = -0.03;
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var MAX_XRP_SHORT_RECOVERY_FUNDING_Z_SCORE_1H = -1.8;
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17300
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var MIN_XRP_OI_REJECT_BIAS_BLOCK_15M = 25e7;
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@@ -17335,6 +17382,7 @@ var buildAdaptiveTrendChannelGuardrailContext = ({
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targetDerivatives1h?.liqSpikeRatio
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);
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const targetLiqTotal1h = asFiniteNumber(targetDerivatives1h?.liqTotal);
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+
const ethLiqImbalance1h = asFiniteNumber(ethDerivatives1h?.liqImbalance);
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const ethFundingRate1h = asFiniteNumber(ethDerivatives1h?.fundingRate);
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const xrpOpenInterest15m = asFiniteNumber(xrpDerivatives15m?.openInterest);
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const xrpPriceOiDivergenceType = baseContext?.derivatives?.referenceContexts?.["XRPUSDT"]?.summary?.priceOiDivergenceType ?? null;
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@@ -17370,12 +17418,13 @@ var buildAdaptiveTrendChannelGuardrailContext = ({
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17370
17418
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const cmcExchangeLiquiditySupportsApproval = direction === "LONG" && cmcExchangeLiquidityAligned === true && cmcExchangeLiquidityStale !== true;
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17371
17419
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const trendFollowSupportsApproval = direction === "LONG" && trendFollowState === "bull";
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const longApprovalSetup = direction === "LONG" && breakoutAligned && h4VolatilityState === "expanded" && cmcExchangeLiquiditySupportsApproval && trendFollowSupportsApproval && breakoutDistancePct >= minApprovalBreakoutDistancePct && channelWidthPct >= MIN_APPROVAL_CHANNEL_WIDTH_PCT && (volumeRel20 ?? 0) >= minApprovalVolumeRel20 && (rsi ?? Number.POSITIVE_INFINITY) <= MAX_APPROVAL_RSI && (bbWidthRank100 ?? 0) >= MIN_APPROVAL_BB_WIDTH_RANK_100;
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17373
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-
const
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17374
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-
const
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17421
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+
const xrpBtcShortRecoverySetup = direction === "SHORT" && xrpDerivatives1hStale !== true && xrpPriceOiDivergenceType === "price_down_oi_up" && btcVsAltReturn24h != null && btcVsAltReturn24h <= MAX_XRP_SHORT_RECOVERY_BTC_VS_ALT_RETURN_24H && xrpFundingZScore1h != null && xrpFundingZScore1h <= MAX_XRP_SHORT_RECOVERY_FUNDING_Z_SCORE_1H;
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17422
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+
const xrpEthShortRecoverySetup = direction === "SHORT" && xrpDerivatives1hStale !== true && ethDerivatives1hStale !== true && xrpPriceOiDivergenceType === "price_down_oi_up" && xrpFundingZScore1h != null && xrpFundingZScore1h <= MAX_XRP_SHORT_RECOVERY_FUNDING_Z_SCORE_1H && ethLiqImbalance1h != null && ethLiqImbalance1h <= MAX_REFERENCE_SHORT_RECOVERY_ETH_LIQ_IMBALANCE_1H;
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17423
|
+
const xrpShortRecoverySetup = xrpBtcShortRecoverySetup || xrpEthShortRecoverySetup;
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17375
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if (xrpOpenInterest15m != null && xrpOpenInterest15m >= MIN_XRP_OI_REJECT_BIAS_BLOCK_15M && baseApproveBias === "reject" && !xrpShortRecoverySetup) {
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17376
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|
hardBlockReasons.push("xrp_oi_reject_bias");
|
|
17377
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}
|
|
17378
|
-
const approvalSetup = longApprovalSetup ||
|
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17427
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+
const approvalSetup = longApprovalSetup || xrpShortRecoverySetup;
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17428
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const highConfidenceSetup = longApprovalSetup && breakoutDistancePct >= MIN_HIGH_CONFIDENCE_BREAKOUT_DISTANCE_PCT && channelWidthPct >= MIN_HIGH_CONFIDENCE_CHANNEL_WIDTH_PCT;
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let deterministicQuality = 3;
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if (hardBlockReasons.length > 0) {
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@@ -17440,6 +17489,7 @@ var buildAdaptiveTrendChannelGuardrailContext = ({
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17440
17489
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targetLiqImbalance1h,
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17441
17490
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targetLiqSpikeRatio1h,
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17442
17491
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targetLiqTotal1h,
|
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17492
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+
ethLiqImbalance1h,
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17493
|
ethFundingRate1h,
|
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17444
17494
|
xrpOpenInterest15m,
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17445
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xrpPriceOiDivergenceType,
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@@ -17521,6 +17571,7 @@ Additional AdaptiveTrendChannel context:
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17521
17571
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- targetLiqImbalance1h=${String(context.targetLiqImbalance1h ?? "n/a")}
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- targetLiqSpikeRatio1h=${String(context.targetLiqSpikeRatio1h ?? "n/a")}
|
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17523
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- targetLiqTotal1h=${String(context.targetLiqTotal1h ?? "n/a")}
|
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17574
|
+
- ethLiqImbalance1h=${String(context.ethLiqImbalance1h ?? "n/a")}
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17524
17575
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- ethFundingRate1h=${String(context.ethFundingRate1h ?? "n/a")}
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17576
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- xrpOpenInterest15m=${String(context.xrpOpenInterest15m ?? "n/a")}
|
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17526
17577
|
- xrpPriceOiDivergenceType=${context.xrpPriceOiDivergenceType ?? "n/a"}
|
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@@ -18334,12 +18385,13 @@ var buildDoubleTapAiContext = (payload) => {
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18334
18385
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...legacyShapeCandidate && !legacyHighPrecisionShapeCandidate && cmcBtcDominanceChange24hPct == null ? ["missing_cmc_btc_dominance_change"] : [],
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18335
18386
|
...legacyShapeCandidate && !legacyHighPrecisionShapeCandidate && cmcBtcDominanceChange24hPct != null && (cmcBtcDominanceChange24hPct <= Q4_CMC_BTC_DOMINANCE_CHANGE_MIN || cmcBtcDominanceChange24hPct > Q4_CMC_BTC_DOMINANCE_CHANGE_MAX) ? ["cmc_btc_dominance_change_outside_band"] : [],
|
|
18336
18387
|
...legacyShapeCandidate && !legacyHighPrecisionShapeCandidate && cmcBtcDominanceChange24hPct != null && cmcBtcDominanceChange24hPct > Q4_CMC_BTC_DOMINANCE_CHANGE_MIN && cmcBtcDominanceChange24hPct <= Q4_CMC_BTC_DOMINANCE_CHANGE_MAX && altDispersion24h == null ? ["missing_alt_dispersion_24h_for_q4"] : [],
|
|
18337
|
-
...legacyShapeCandidate && !legacyHighPrecisionShapeCandidate && altDispersion24h != null && altDispersion24h >= Q4_ALT_DISPERSION_24H_MAX ? ["alt_dispersion_24h_too_high_for_q4"] : []
|
|
18388
|
+
...legacyShapeCandidate && !legacyHighPrecisionShapeCandidate && altDispersion24h != null && altDispersion24h >= Q4_ALT_DISPERSION_24H_MAX ? ["alt_dispersion_24h_too_high_for_q4"] : [],
|
|
18389
|
+
...q4CmcApproval ? ["legacy_q4_structural_observation_only"] : []
|
|
18338
18390
|
];
|
|
18339
18391
|
const highPrecisionApprovalBlocked = legacyHighPrecisionShapeCandidate && !highPrecisionCmcApproval && !q4DerivativesApproval;
|
|
18340
|
-
const q4DerivativesApprovalBlocked = q4DerivativesPocket && !q4DerivativesApproval && !highPrecisionCmcApproval
|
|
18341
|
-
const q4ApprovalBlocked = legacyShapeCandidate && !legacyHighPrecisionShapeCandidate && !
|
|
18342
|
-
const approvalSourceAllowed = highPrecisionCmcApproval ||
|
|
18392
|
+
const q4DerivativesApprovalBlocked = q4DerivativesPocket && !q4DerivativesApproval && !highPrecisionCmcApproval;
|
|
18393
|
+
const q4ApprovalBlocked = legacyShapeCandidate && !legacyHighPrecisionShapeCandidate && !q4DerivativesApproval;
|
|
18394
|
+
const approvalSourceAllowed = highPrecisionCmcApproval || q4DerivativesApproval;
|
|
18343
18395
|
const approvalBlocked = !approvalSourceAllowed && (highPrecisionApprovalBlocked || q4ApprovalBlocked || q4DerivativesApprovalBlocked);
|
|
18344
18396
|
const defaultApprovalAllowed = structuralHardBlockReasons.length === 0 && approvalSourceAllowed && !approvalBlocked;
|
|
18345
18397
|
const strictMomentumRoc1dOk = roc1d == null ? null : roc1d >= STRICT_MOMENTUM_ROC1D_MIN;
|
|
@@ -18373,7 +18425,7 @@ var buildDoubleTapAiContext = (payload) => {
|
|
|
18373
18425
|
strictMomentumApproved: strictMomentumApprovalAllowedNow,
|
|
18374
18426
|
strictMomentumRoc1dOk
|
|
18375
18427
|
});
|
|
18376
|
-
const deterministicQuality = structuralHardBlockReasons.length > 0 ? Math.min(geometryQuality, 2) : highPrecisionCmcApproval ? 5 :
|
|
18428
|
+
const deterministicQuality = structuralHardBlockReasons.length > 0 ? Math.min(geometryQuality, 2) : highPrecisionCmcApproval ? 5 : q4DerivativesApproval ? 4 : Math.min(geometryQuality, 3);
|
|
18377
18429
|
return {
|
|
18378
18430
|
...context,
|
|
18379
18431
|
baseContextAvailable,
|
|
@@ -18523,9 +18575,9 @@ Interpretation rules for DoubleTap:
|
|
|
18523
18575
|
- Extremely tiny breaks can still be early noise; live approval needs support from baseContext.
|
|
18524
18576
|
- Treat deterministicQuality and approvalAllowedNow as the normalized local gate result.
|
|
18525
18577
|
- Local q5 approval needs the high-precision pocket plus active session window, execution score >= 35, lowTouchCount20 >= 1, aligned volume structure, no benchmark conflict, and CMC alt volume change <= 0.5.
|
|
18526
|
-
-
|
|
18527
|
-
- Local q4 approval
|
|
18528
|
-
- Main local approval additionally needs strict momentum confirmation with ROC1D >= -5.25 for
|
|
18578
|
+
- The legacy structural q4 CMC pocket is retained only as observation context and should not be treated as local approval.
|
|
18579
|
+
- Local q4 approval comes from the derivatives reference pocket: BTC underperforms alts by at least 0.9%, ETH crowding persistence >= 140, SOL 15m funding z-score <= 0.2, unless BTC underperforms alts by at least 1.4% while CMC20/CMC100 ratio change <= -0.0007.
|
|
18580
|
+
- Main local approval additionally needs strict momentum confirmation with ROC1D >= -5.25 for q5 approval; the derivatives reference q4 pocket is already momentum/positioning filtered and does not require that ROC gate.
|
|
18529
18581
|
- A good long has two comparable lows and a clean close above the neckline.
|
|
18530
18582
|
- A good short has two comparable highs and a clean close below the neckline.
|
|
18531
18583
|
- Venue spread, trend bias, body strength, and reward-to-volatility are diagnostics for this gate, not strict local blockers.
|
|
@@ -18595,6 +18647,7 @@ var asFiniteNumber2 = (value) => {
|
|
|
18595
18647
|
const parsed = Number(value);
|
|
18596
18648
|
return Number.isFinite(parsed) ? parsed : null;
|
|
18597
18649
|
};
|
|
18650
|
+
var asNullableFiniteNumber = (value) => value == null ? null : asFiniteNumber2(value);
|
|
18598
18651
|
var asStringArray2 = (value) => Array.isArray(value) ? value.filter(
|
|
18599
18652
|
(entry) => typeof entry === "string" && entry.trim().length > 0
|
|
18600
18653
|
) : [];
|
|
@@ -18603,6 +18656,8 @@ var MIN_Q3_UPGRADE_REACTION_CLOSE_DISTANCE_PCT = 1.5;
|
|
|
18603
18656
|
var MIN_Q3_UPGRADE_BODY_STRENGTH = 0.65;
|
|
18604
18657
|
var MIN_Q3_UPGRADE_VOLUME_REL20 = 1;
|
|
18605
18658
|
var MAX_APPROVAL_CMC_FEAR_GREED_VALUE = 39;
|
|
18659
|
+
var MAX_APPROVAL_PRICE_DISTANCE_TO_MA_SLOW_ATR = 1.2;
|
|
18660
|
+
var MIN_APPROVAL_ACTIVE_LIQUIDITY_ZONES = 1;
|
|
18606
18661
|
var MAX_DERIVATIVES_RISK_OFF_ALT_BASKET_RETURN_24H = -0.035;
|
|
18607
18662
|
var MAX_DERIVATIVES_RISK_OFF_TRX_OI_CHANGE_PCT_4H = -1.8;
|
|
18608
18663
|
var Q4_APPROVAL_ATR_RANK_BUCKETS = /* @__PURE__ */ new Set(["high", "extreme"]);
|
|
@@ -18666,6 +18721,12 @@ var buildLiquidityTailsGuardrailContext = ({
|
|
|
18666
18721
|
const roc1h = asFiniteNumber2(baseContext?.regime?.momentum?.roc1h);
|
|
18667
18722
|
const roc4h = asFiniteNumber2(baseContext?.regime?.momentum?.roc4h);
|
|
18668
18723
|
const benchmarkTrendAlignment = baseContext?.relative?.benchmark?.trendAlignment ?? null;
|
|
18724
|
+
const priceDistanceToMaSlowAtr = asNullableFiniteNumber(
|
|
18725
|
+
baseContext?.regime?.trend?.priceDistanceToMaSlowAtr
|
|
18726
|
+
);
|
|
18727
|
+
const liquidityZonesActiveCount = asNullableFiniteNumber(
|
|
18728
|
+
baseContext?.structure?.liquidityZones?.activeCount
|
|
18729
|
+
);
|
|
18669
18730
|
const atrPctRankBucket = typeof baseContext?.gateFeatures?.volatility?.atrPctRankBucket === "string" ? baseContext.gateFeatures.volatility.atrPctRankBucket : null;
|
|
18670
18731
|
const q4AtrRankEligible = atrPctRankBucket != null && Q4_APPROVAL_ATR_RANK_BUCKETS.has(atrPctRankBucket);
|
|
18671
18732
|
const liquidityRisk = typeof baseContext?.gateFeatures?.risk?.liquidityRisk === "string" ? baseContext.gateFeatures.risk.liquidityRisk : null;
|
|
@@ -18781,6 +18842,21 @@ var buildLiquidityTailsGuardrailContext = ({
|
|
|
18781
18842
|
if (deterministicQuality === 3 && hardBlockReasons.length === 0 && derivativesRiskOffLongRecoveryPocket) {
|
|
18782
18843
|
deterministicQuality = 4;
|
|
18783
18844
|
}
|
|
18845
|
+
if (deterministicQuality >= 4) {
|
|
18846
|
+
const approvalContextReasons = [];
|
|
18847
|
+
if (priceDistanceToMaSlowAtr == null) {
|
|
18848
|
+
approvalContextReasons.push("price_distance_to_ma_slow_unavailable");
|
|
18849
|
+
} else if (priceDistanceToMaSlowAtr > MAX_APPROVAL_PRICE_DISTANCE_TO_MA_SLOW_ATR) {
|
|
18850
|
+
approvalContextReasons.push("price_overextended_from_ma_slow");
|
|
18851
|
+
}
|
|
18852
|
+
if (liquidityZonesActiveCount == null || liquidityZonesActiveCount < MIN_APPROVAL_ACTIVE_LIQUIDITY_ZONES) {
|
|
18853
|
+
approvalContextReasons.push("liquidity_zone_confirmation_missing");
|
|
18854
|
+
}
|
|
18855
|
+
if (approvalContextReasons.length > 0) {
|
|
18856
|
+
deterministicQuality = 3;
|
|
18857
|
+
softBlockReasons.push(...approvalContextReasons);
|
|
18858
|
+
}
|
|
18859
|
+
}
|
|
18784
18860
|
return {
|
|
18785
18861
|
...signalContext,
|
|
18786
18862
|
baseContextAvailable: Boolean(baseContext),
|
|
@@ -18795,6 +18871,8 @@ var buildLiquidityTailsGuardrailContext = ({
|
|
|
18795
18871
|
roc1h,
|
|
18796
18872
|
roc4h,
|
|
18797
18873
|
benchmarkTrendAlignment,
|
|
18874
|
+
priceDistanceToMaSlowAtr,
|
|
18875
|
+
liquidityZonesActiveCount,
|
|
18798
18876
|
atrPctRankBucket,
|
|
18799
18877
|
q4AtrRankEligible,
|
|
18800
18878
|
liquidityRisk,
|
|
@@ -18903,6 +18981,8 @@ Additional Liquidity Tails context:
|
|
|
18903
18981
|
- roc1h=${String(context.roc1h ?? "n/a")}
|
|
18904
18982
|
- roc4h=${String(context.roc4h ?? "n/a")}
|
|
18905
18983
|
- benchmarkTrendAlignment=${context.benchmarkTrendAlignment ?? "n/a"}
|
|
18984
|
+
- priceDistanceToMaSlowAtr=${String(context.priceDistanceToMaSlowAtr ?? "n/a")}
|
|
18985
|
+
- liquidityZonesActiveCount=${String(context.liquidityZonesActiveCount ?? "n/a")}
|
|
18906
18986
|
- atrPctRankBucket=${context.atrPctRankBucket ?? "n/a"}
|
|
18907
18987
|
- q4AtrRankEligible=${String(context.q4AtrRankEligible)}
|
|
18908
18988
|
- liquidityRisk=${context.liquidityRisk ?? "n/a"}
|
|
@@ -19030,8 +19110,15 @@ var buildLiquidityZonesGuardrailContext = ({
|
|
|
19030
19110
|
const lowTouchCount20 = asPresentFiniteNumber(
|
|
19031
19111
|
baseContext?.structure?.levels?.lowTouchCount20
|
|
19032
19112
|
);
|
|
19113
|
+
const ethReferenceDerivatives15m = baseContext?.derivatives?.referenceContexts?.ETHUSDT?.intervals?.["15m"];
|
|
19033
19114
|
const ethReferenceOiChangePct4h = asPresentFiniteNumber(
|
|
19034
|
-
|
|
19115
|
+
ethReferenceDerivatives15m?.oiChangePct4h
|
|
19116
|
+
);
|
|
19117
|
+
const ethReferenceOiChangePct24h = asPresentFiniteNumber(
|
|
19118
|
+
ethReferenceDerivatives15m?.oiChangePct24h
|
|
19119
|
+
);
|
|
19120
|
+
const ethReferenceFundingZScore = asPresentFiniteNumber(
|
|
19121
|
+
ethReferenceDerivatives15m?.fundingZScore
|
|
19035
19122
|
);
|
|
19036
19123
|
const solReferenceOiChangePct24h = asPresentFiniteNumber(
|
|
19037
19124
|
baseContext?.derivatives?.referenceContexts?.SOLUSDT?.intervals?.["15m"]?.oiChangePct24h
|
|
@@ -19131,8 +19218,9 @@ var buildLiquidityZonesGuardrailContext = ({
|
|
|
19131
19218
|
const hasBaseRetestConfirmation = filterMetric >= 3 && hitCount >= 2 && reactionCloseDistancePct >= 0.08 && retestPenetrationPct <= 90;
|
|
19132
19219
|
const ethReferenceOiWeakPocket = ethReferenceOiChangePct4h != null && ethReferenceOiChangePct4h <= -0.8;
|
|
19133
19220
|
const transitionStructureExpansionPocket = hasBaseRetestConfirmation && structureZoneState === "transition" && structureScore != null && structureScore >= 17 && adaptiveChannelFlipDown === false && !directionalCrowding && !ethReferenceOiWeakPocket;
|
|
19221
|
+
const ethReferenceStressPocket = hasBaseRetestConfirmation && lowTouchCount20 != null && lowTouchCount20 <= 3 && ethReferenceOiChangePct24h != null && ethReferenceOiChangePct24h <= -5.8 && ethReferenceFundingZScore != null && ethReferenceFundingZScore <= -1.05;
|
|
19134
19222
|
const solReferenceStressPocket = hasBaseRetestConfirmation && lowTouchCount20 != null && lowTouchCount20 <= 3 && solReferenceOiChangePct24h != null && solReferenceOiChangePct24h <= -4.2 && solReferenceFundingZScore != null && solReferenceFundingZScore <= -1.2;
|
|
19135
|
-
const calibratedExpansionPocket = transitionStructureExpansionPocket || solReferenceStressPocket;
|
|
19223
|
+
const calibratedExpansionPocket = transitionStructureExpansionPocket || ethReferenceStressPocket || solReferenceStressPocket;
|
|
19136
19224
|
const longRequiresCalibratedExpansion = direction === "LONG" && !calibratedExpansionPocket;
|
|
19137
19225
|
const approvalDisqualifiedByCalibration = !calibratedExpansionPocket && (longRequiresCalibratedExpansion || isContinuationBreakoutRetest || hasOverextendedVolumeConfirmation || hasIsolatedIndicatorSupport);
|
|
19138
19226
|
if (longRequiresCalibratedExpansion) {
|
|
@@ -19206,9 +19294,12 @@ var buildLiquidityZonesGuardrailContext = ({
|
|
|
19206
19294
|
adaptiveChannelFlipDown,
|
|
19207
19295
|
lowTouchCount20,
|
|
19208
19296
|
ethReferenceOiChangePct4h,
|
|
19297
|
+
ethReferenceOiChangePct24h,
|
|
19298
|
+
ethReferenceFundingZScore,
|
|
19209
19299
|
solReferenceOiChangePct24h,
|
|
19210
19300
|
solReferenceFundingZScore,
|
|
19211
19301
|
transitionStructureExpansionPocket,
|
|
19302
|
+
ethReferenceStressPocket,
|
|
19212
19303
|
solReferenceStressPocket,
|
|
19213
19304
|
hardBlockReasons,
|
|
19214
19305
|
softBlockReasons,
|
|
@@ -19314,9 +19405,12 @@ Additional Liquidity Zones context:
|
|
|
19314
19405
|
- adaptiveChannelFlipDown=${String(context.adaptiveChannelFlipDown ?? "n/a")}
|
|
19315
19406
|
- lowTouchCount20=${String(context.lowTouchCount20 ?? "n/a")}
|
|
19316
19407
|
- ethReferenceOiChangePct4h=${String(context.ethReferenceOiChangePct4h ?? "n/a")}
|
|
19408
|
+
- ethReferenceOiChangePct24h=${String(context.ethReferenceOiChangePct24h ?? "n/a")}
|
|
19409
|
+
- ethReferenceFundingZScore=${String(context.ethReferenceFundingZScore ?? "n/a")}
|
|
19317
19410
|
- solReferenceOiChangePct24h=${String(context.solReferenceOiChangePct24h ?? "n/a")}
|
|
19318
19411
|
- solReferenceFundingZScore=${String(context.solReferenceFundingZScore ?? "n/a")}
|
|
19319
19412
|
- transitionStructureExpansionPocket=${String(context.transitionStructureExpansionPocket)}
|
|
19413
|
+
- ethReferenceStressPocket=${String(context.ethReferenceStressPocket)}
|
|
19320
19414
|
- solReferenceStressPocket=${String(context.solReferenceStressPocket)}
|
|
19321
19415
|
- deterministicQuality=${context.deterministicQuality}
|
|
19322
19416
|
- approvalAllowedNow=${String(context.approvalAllowedNow)}
|
|
@@ -19332,7 +19426,7 @@ Interpretation rules for Liquidity Zones:
|
|
|
19332
19426
|
- A close fully through the level marks the zone crossed; crossed zones are not live-entry candidates.
|
|
19333
19427
|
- Top-level derivatives context is BTC benchmark evidence; target-symbol derivatives require targetContext/targetDerived.
|
|
19334
19428
|
- Do not treat derivatives points, rows, or loaded-history size as approval evidence.
|
|
19335
|
-
- A calibrated transition-structure pocket or SOL reference stress pocket can approve a structurally valid retest.
|
|
19429
|
+
- A calibrated transition-structure pocket, ETH reference stress pocket, or SOL reference stress pocket can approve a structurally valid retest.
|
|
19336
19430
|
- Treat deterministicQuality and approvalAllowedNow as the local normalized gate result.
|
|
19337
19431
|
`.trim();
|
|
19338
19432
|
},
|
|
@@ -20473,6 +20567,7 @@ var TREND_FOLLOW_OPENING_SESSION_MAX_MINUTES_FROM_OPEN = 75;
|
|
|
20473
20567
|
var TREND_FOLLOW_OPENING_REF_XRP_OI_MAX = 324e6;
|
|
20474
20568
|
var TREND_FOLLOW_OPENING_REF_XRP_OI_CHANGE_1H_MIN = 0.4;
|
|
20475
20569
|
var TREND_FOLLOW_OPENING_REF_BNB_OI_MIN = 56e4;
|
|
20570
|
+
var TREND_FOLLOW_ALLOWED_VOLATILITY_STATE = "normal";
|
|
20476
20571
|
var asFiniteNumber5 = (value) => {
|
|
20477
20572
|
const parsed = Number(value);
|
|
20478
20573
|
return Number.isFinite(parsed) ? parsed : null;
|
|
@@ -20584,6 +20679,7 @@ var buildTrendFollowGateFeatures = ({
|
|
|
20584
20679
|
);
|
|
20585
20680
|
const marketBreadthAligned = marketBreadthReturn == null || marketBreadth?.stale ? null : direction === "LONG" ? marketBreadthReturn >= 0 : direction === "SHORT" ? marketBreadthReturn <= 0 : null;
|
|
20586
20681
|
const marketBreadthContinuation = marketBreadth?.stale === true ? "stale" : marketBreadthAligned === true ? "aligned" : marketBreadthAligned === false ? "against" : "unknown";
|
|
20682
|
+
const marketVolatilityState = typeof baseContext?.regime?.volatility?.state === "string" ? baseContext.regime.volatility.state : null;
|
|
20587
20683
|
const targetVsBtcBeta20 = asFiniteNumber5(
|
|
20588
20684
|
baseContext?.relative?.targetVsBtc?.betaToBtc20
|
|
20589
20685
|
);
|
|
@@ -20635,6 +20731,7 @@ var buildTrendFollowGateFeatures = ({
|
|
|
20635
20731
|
const referenceDerivativesLossBlock = direction === "SHORT" && referenceXrp15mOpenInterest != null && referenceXrp15mOpenInterest >= TREND_FOLLOW_REF_LOSS_XRP_OI_MIN && referenceEthCrowdingPersistenceBars != null && referenceEthCrowdingPersistenceBars >= TREND_FOLLOW_REF_LOSS_ETH_CROWDING_MIN && referenceSol15mFundingZScore != null && referenceSol15mFundingZScore <= TREND_FOLLOW_REF_LOSS_SOL_FUNDING_Z_MAX;
|
|
20636
20732
|
const referenceDerivativesCadencePocket = !referenceDerivativesLossBlock && (legacyCadencePocket || referenceDerivativesOiCompressionPocket || referenceDerivativesXrpFundingPocket || referenceDerivativesSolFlushPocket);
|
|
20637
20733
|
const referenceDerivativesOpeningPocket = direction === "SHORT" && minutesFromSessionOpen != null && minutesFromSessionOpen <= TREND_FOLLOW_OPENING_SESSION_MAX_MINUTES_FROM_OPEN && referenceXrp15mOpenInterest != null && referenceXrp15mOpenInterest <= TREND_FOLLOW_OPENING_REF_XRP_OI_MAX && referenceXrp1hOiChangePct1h != null && referenceXrp1hOiChangePct1h >= TREND_FOLLOW_OPENING_REF_XRP_OI_CHANGE_1H_MIN && referenceBnb15mOpenInterest != null && referenceBnb15mOpenInterest >= TREND_FOLLOW_OPENING_REF_BNB_OI_MIN;
|
|
20734
|
+
const normalVolatilityCadencePocket = marketVolatilityState === TREND_FOLLOW_ALLOWED_VOLATILITY_STATE;
|
|
20638
20735
|
return {
|
|
20639
20736
|
setupStopDistanceAtr,
|
|
20640
20737
|
setupTpDistanceAtr,
|
|
@@ -20649,6 +20746,7 @@ var buildTrendFollowGateFeatures = ({
|
|
|
20649
20746
|
relativeContinuation,
|
|
20650
20747
|
marketBreadthContinuation,
|
|
20651
20748
|
marketBreadthDispersion: asFiniteNumber5(marketBreadth?.dispersion),
|
|
20749
|
+
marketVolatilityState,
|
|
20652
20750
|
targetVsBtcBeta20,
|
|
20653
20751
|
btcAltRegimeBtcTurnoverShare24h,
|
|
20654
20752
|
btcAltRegimeAltBasketReturn24h,
|
|
@@ -20676,7 +20774,8 @@ var buildTrendFollowGateFeatures = ({
|
|
|
20676
20774
|
referenceDerivativesLossBlock,
|
|
20677
20775
|
referenceDerivativesCadencePocket,
|
|
20678
20776
|
referenceDerivativesOpeningPocket,
|
|
20679
|
-
|
|
20777
|
+
normalVolatilityCadencePocket,
|
|
20778
|
+
highQualityCadencePocket: normalVolatilityCadencePocket && (referenceDerivativesCadencePocket || referenceDerivativesOpeningPocket)
|
|
20680
20779
|
};
|
|
20681
20780
|
};
|
|
20682
20781
|
var buildTrendFollowGuardrailContext = ({
|
|
@@ -20909,6 +21008,7 @@ Additional TrendFollow context:
|
|
|
20909
21008
|
- trendFollowGateRelativeContinuation=${context.trendFollowGateFeatures.relativeContinuation}
|
|
20910
21009
|
- trendFollowGateMarketBreadthContinuation=${context.trendFollowGateFeatures.marketBreadthContinuation}
|
|
20911
21010
|
- trendFollowGateMarketBreadthDispersion=${String(context.trendFollowGateFeatures.marketBreadthDispersion ?? "n/a")}
|
|
21011
|
+
- trendFollowGateMarketVolatilityState=${String(context.trendFollowGateFeatures.marketVolatilityState ?? "n/a")}
|
|
20912
21012
|
- trendFollowGateTargetVsBtcBeta20=${String(context.trendFollowGateFeatures.targetVsBtcBeta20 ?? "n/a")}
|
|
20913
21013
|
- trendFollowGateBtcAltRegimeBtcTurnoverShare24h=${String(context.trendFollowGateFeatures.btcAltRegimeBtcTurnoverShare24h ?? "n/a")}
|
|
20914
21014
|
- trendFollowGateBtcAltRegimeAltBasketReturn24h=${String(context.trendFollowGateFeatures.btcAltRegimeAltBasketReturn24h ?? "n/a")}
|
|
@@ -20936,6 +21036,7 @@ Additional TrendFollow context:
|
|
|
20936
21036
|
- trendFollowGateReferenceDerivativesLossBlock=${String(context.trendFollowGateFeatures.referenceDerivativesLossBlock)}
|
|
20937
21037
|
- trendFollowGateReferenceDerivativesCadencePocket=${String(context.trendFollowGateFeatures.referenceDerivativesCadencePocket)}
|
|
20938
21038
|
- trendFollowGateReferenceDerivativesOpeningPocket=${String(context.trendFollowGateFeatures.referenceDerivativesOpeningPocket)}
|
|
21039
|
+
- trendFollowGateNormalVolatilityCadencePocket=${String(context.trendFollowGateFeatures.normalVolatilityCadencePocket)}
|
|
20939
21040
|
- trendFollowGateHighQualityCadencePocket=${String(context.trendFollowGateFeatures.highQualityCadencePocket)}
|
|
20940
21041
|
- benchmarkTrendAlignment=${context.benchmarkTrendAlignment ?? "n/a"}
|
|
20941
21042
|
- derivativesPressure=${context.derivativesPressure ?? "n/a"}
|
|
@@ -20953,7 +21054,7 @@ Interpretation rules for TrendFollow:
|
|
|
20953
21054
|
- The ATR trailing stop is the structural invalidation line and also updates while a position is open.
|
|
20954
21055
|
- Prefer breakouts aligned with shared market context and backed by participation.
|
|
20955
21056
|
- Late, thin, crowded, inside-range, adverse-delta, weak-momentum, or weak-volume-structure breakouts should be downgraded even if the pivot cross is valid.
|
|
20956
|
-
- Live approval is reserved for calibrated SHORT derivatives pockets: the legacy BTC benchmark long-liquidation flush, guarded extra-reference XRP/SOL/BNB/TRX continuation pockets, or the narrow opening-session XRP/BNB reference pocket; other structurally valid breakouts remain watch mode.
|
|
21057
|
+
- Live approval is reserved for calibrated SHORT derivatives pockets in normal volatility: the legacy BTC benchmark long-liquidation flush, guarded extra-reference XRP/SOL/BNB/TRX continuation pockets, or the narrow opening-session XRP/BNB reference pocket; other structurally valid breakouts remain watch mode.
|
|
20957
21058
|
- Treat deterministicQuality and approvalAllowedNow as the local normalized gate result.
|
|
20958
21059
|
`.trim();
|
|
20959
21060
|
},
|
|
@@ -20985,6 +21086,11 @@ var SHORT_BREADTH_SHOCK_1H_LIQ_SHORT_MAX = 0.208;
|
|
|
20985
21086
|
var LONG_ALT_LEADERSHIP_BTC_VS_ALT_RETURN_24H_MAX = -503054e-8;
|
|
20986
21087
|
var LONG_ALT_LEADERSHIP_BTC_VS_ALT_RETURN_1H_MAX = -581403e-8;
|
|
20987
21088
|
var LONG_ALT_LEADERSHIP_FEAR_GREED_CHANGE_24H_MIN = -1;
|
|
21089
|
+
var LONG_BROAD_MARKET_SHORT_FLUSH_ADVANCERS_MIN = 27;
|
|
21090
|
+
var LONG_BROAD_MARKET_SHORT_FLUSH_PCT_ABOVE_MA20_MIN = 0.95;
|
|
21091
|
+
var LONG_BROAD_MARKET_SHORT_FLUSH_BTC_VS_ALT_RETURN_24H_MIN = 0;
|
|
21092
|
+
var SHORT_ASIA_LONG_FLUSH_LOW_CMC_FEAR_GREED_MAX = 18;
|
|
21093
|
+
var SHORT_ASIA_LONG_FLUSH_ADVANCERS_MAX = 2;
|
|
20988
21094
|
var toMtfAlignmentForTrendShift = ({
|
|
20989
21095
|
direction,
|
|
20990
21096
|
mtfAlignment
|
|
@@ -21233,12 +21339,21 @@ var buildTrendShiftGuardrailContext = ({
|
|
|
21233
21339
|
);
|
|
21234
21340
|
const gateVolatility = baseContext?.gateFeatures?.volatility;
|
|
21235
21341
|
const gateRelative = baseContext?.gateFeatures?.relative;
|
|
21342
|
+
const baseMarketBreadth = baseContext?.relative?.marketBreadth;
|
|
21236
21343
|
const baseBtcAltRegime = baseContext?.relative?.btcAltRegime;
|
|
21237
21344
|
const baseCmcFearGreed = baseContext?.relative?.cmcFearGreed;
|
|
21238
21345
|
const bbWidthPct = asFiniteNumber6(volatility?.bbWidthPct);
|
|
21239
21346
|
const marketBreadthReturn = asFiniteNumber6(gateRelative?.marketBreadthReturn);
|
|
21347
|
+
const marketBreadthAdvancers = asFiniteNumber6(baseMarketBreadth?.advancers);
|
|
21348
|
+
const marketBreadthPctAboveMa20 = asFiniteNumber6(
|
|
21349
|
+
baseMarketBreadth?.pctAboveMa20
|
|
21350
|
+
);
|
|
21351
|
+
const marketBreadthStale = gateRelative?.marketBreadthStale === true || baseMarketBreadth?.stale === true;
|
|
21240
21352
|
const btcVsAltReturn24h = asFiniteNumber6(gateRelative?.btcVsAltReturn24h);
|
|
21241
21353
|
const btcVsAltReturn1h = asFiniteNumber6(baseBtcAltRegime?.btcVsAltReturn1h);
|
|
21354
|
+
const cmcFearGreedValue = asFiniteNumber6(
|
|
21355
|
+
gateRelative?.cmcFearGreedValue ?? baseCmcFearGreed?.value
|
|
21356
|
+
);
|
|
21242
21357
|
const cmcFearGreedValueChange24h = asFiniteNumber6(
|
|
21243
21358
|
gateRelative?.cmcFearGreedValueChange24h ?? baseCmcFearGreed?.valueChange24h
|
|
21244
21359
|
);
|
|
@@ -21358,9 +21473,11 @@ var buildTrendShiftGuardrailContext = ({
|
|
|
21358
21473
|
const shortExtremeAtrHighBbRisk = signalContext.signalDirection === "SHORT" && gateVolatility?.state === "normal" && gateVolatility.atrPctRankBucket === "extreme" && gateVolatility.bbWidthRankBucket === "high";
|
|
21359
21474
|
const shortBullSwingStructureRisk = signalContext.signalDirection === "SHORT" && swingBias === "bull";
|
|
21360
21475
|
const shortLowBollingerWidthRisk = signalContext.signalDirection === "SHORT" && bbWidthPct != null && bbWidthPct <= SHORT_LOW_BB_WIDTH_PCT_MAX;
|
|
21476
|
+
const shortAsiaLongFlushLowCmcBreadthRisk = signalContext.signalDirection === "SHORT" && sessionPrimary === "asia" && derivativesPressure === "long_flush" && cmcFearGreedStale !== true && marketBreadthStale !== true && cmcFearGreedValue != null && cmcFearGreedValue <= SHORT_ASIA_LONG_FLUSH_LOW_CMC_FEAR_GREED_MAX && marketBreadthAdvancers != null && marketBreadthAdvancers <= SHORT_ASIA_LONG_FLUSH_ADVANCERS_MAX;
|
|
21361
21477
|
const lowRewardToVolatilityRisk = rewardToVolatility != null && rewardToVolatility < 0.25;
|
|
21362
21478
|
const defensiveRewardToVolatilityRisk = rewardToVolatility != null && rewardToVolatility >= 0.25 && rewardToVolatility < 8;
|
|
21363
21479
|
const longBtcAltRegimeRisk = signalContext.signalDirection === "LONG" && btcAltRegimeStale !== true && (btcAltRegime === "btc_lead" || btcAltRegime === "risk_off");
|
|
21480
|
+
const longBroadMarketShortFlushRisk = signalContext.signalDirection === "LONG" && derivativesPressure === "short_flush" && marketBreadthAdvancers != null && marketBreadthAdvancers >= LONG_BROAD_MARKET_SHORT_FLUSH_ADVANCERS_MIN && marketBreadthPctAboveMa20 != null && marketBreadthPctAboveMa20 >= LONG_BROAD_MARKET_SHORT_FLUSH_PCT_ABOVE_MA20_MIN && btcVsAltReturn24h != null && btcVsAltReturn24h >= LONG_BROAD_MARKET_SHORT_FLUSH_BTC_VS_ALT_RETURN_24H_MIN;
|
|
21364
21481
|
const cmcExchangeLiquidityVolumeChangeRisk = cmcExchangeLiquidityStale !== true && cmcExchangeLiquidityVolumeChange24hPct != null && (cmcExchangeLiquidityVolumeChange24hPct > -0.1 && cmcExchangeLiquidityVolumeChange24hPct < 0 || cmcExchangeLiquidityVolumeChange24hPct >= 0.1 && cmcExchangeLiquidityVolumeChange24hPct < 0.3);
|
|
21365
21482
|
if (deterministicQuality >= 5 && longRelativeStrengthOverextended) {
|
|
21366
21483
|
deterministicQuality = 4;
|
|
@@ -21398,6 +21515,10 @@ var buildTrendShiftGuardrailContext = ({
|
|
|
21398
21515
|
deterministicQuality = 4;
|
|
21399
21516
|
hardBlockReasons.push("short_bull_swing_structure");
|
|
21400
21517
|
}
|
|
21518
|
+
if (deterministicQuality >= 5 && shortAsiaLongFlushLowCmcBreadthRisk) {
|
|
21519
|
+
deterministicQuality = 4;
|
|
21520
|
+
hardBlockReasons.push("short_asia_long_flush_low_cmc_breadth");
|
|
21521
|
+
}
|
|
21401
21522
|
if (deterministicQuality >= 4 && lowRewardToVolatilityRisk) {
|
|
21402
21523
|
deterministicQuality = 4;
|
|
21403
21524
|
hardBlockReasons.push("low_reward_to_volatility");
|
|
@@ -21410,6 +21531,10 @@ var buildTrendShiftGuardrailContext = ({
|
|
|
21410
21531
|
deterministicQuality = 4;
|
|
21411
21532
|
hardBlockReasons.push("long_btc_alt_regime_risk");
|
|
21412
21533
|
}
|
|
21534
|
+
if (deterministicQuality >= 5 && longBroadMarketShortFlushRisk) {
|
|
21535
|
+
deterministicQuality = 4;
|
|
21536
|
+
hardBlockReasons.push("long_broad_market_short_flush_risk");
|
|
21537
|
+
}
|
|
21413
21538
|
if (deterministicQuality >= 4 && cmcExchangeLiquidityVolumeChangeRisk) {
|
|
21414
21539
|
deterministicQuality = 4;
|
|
21415
21540
|
hardBlockReasons.push("cmc_exchange_liquidity_volume_change_risk");
|
|
@@ -21475,9 +21600,11 @@ var buildTrendShiftGuardrailContext = ({
|
|
|
21475
21600
|
shortExtremeAtrHighBbRisk,
|
|
21476
21601
|
shortBullSwingStructureRisk,
|
|
21477
21602
|
shortLowBollingerWidthRisk,
|
|
21603
|
+
shortAsiaLongFlushLowCmcBreadthRisk,
|
|
21478
21604
|
lowRewardToVolatilityRisk,
|
|
21479
21605
|
defensiveRewardToVolatilityRisk,
|
|
21480
21606
|
longBtcAltRegimeRisk,
|
|
21607
|
+
longBroadMarketShortFlushRisk,
|
|
21481
21608
|
cmcExchangeLiquidityVolumeChangeRisk,
|
|
21482
21609
|
q4TrendShiftGateFeaturesRecoveryCandidate,
|
|
21483
21610
|
q4UsClosingOiConfirmationRecoveryCandidate,
|
|
@@ -21493,8 +21620,11 @@ var buildTrendShiftGuardrailContext = ({
|
|
|
21493
21620
|
nearPointOfControl,
|
|
21494
21621
|
relativeStrength1h,
|
|
21495
21622
|
marketBreadthReturn,
|
|
21623
|
+
marketBreadthAdvancers,
|
|
21624
|
+
marketBreadthPctAboveMa20,
|
|
21496
21625
|
btcVsAltReturn24h,
|
|
21497
21626
|
btcVsAltReturn1h,
|
|
21627
|
+
cmcFearGreedValue,
|
|
21498
21628
|
cmcFearGreedValueChange24h,
|
|
21499
21629
|
derivatives1hLiqShort,
|
|
21500
21630
|
btcAltRegime,
|
|
@@ -21562,12 +21692,16 @@ var getTrendShiftGuardrailReasonText = (reason) => {
|
|
|
21562
21692
|
return "the SHORT flip is still fighting a bullish swing structure, so keep it in watch mode";
|
|
21563
21693
|
case "short_low_bollinger_width":
|
|
21564
21694
|
return "the SHORT flip is in a narrow Bollinger-width compression pocket that has been less reliable, so keep it in watch mode";
|
|
21695
|
+
case "short_asia_long_flush_low_cmc_breadth":
|
|
21696
|
+
return "the SHORT flip is selling an Asia-session long flush while CMC fear/greed and market breadth are already in capitulation, so keep it in watch mode";
|
|
21565
21697
|
case "low_reward_to_volatility":
|
|
21566
21698
|
return "the expected reward is too small relative to current volatility after costs, so keep the flip in watch mode";
|
|
21567
21699
|
case "reward_to_volatility_below_defensive_threshold":
|
|
21568
21700
|
return "the expected reward is not large enough relative to current volatility for the defensive TrendShift gate after costs";
|
|
21569
21701
|
case "long_btc_alt_regime_risk":
|
|
21570
21702
|
return "the LONG flip is fighting a BTC-led or risk-off alt regime, so keep it in watch mode";
|
|
21703
|
+
case "long_broad_market_short_flush_risk":
|
|
21704
|
+
return "the LONG flip is chasing a broad-market squeeze while BTC is leading alts and benchmark derivatives show a short flush, so keep it in watch mode";
|
|
21571
21705
|
case "cmc_exchange_liquidity_volume_change_risk":
|
|
21572
21706
|
return "major-exchange liquidity change is in a historically choppy CMC band, so keep the flip in watch mode";
|
|
21573
21707
|
default:
|
|
@@ -21682,8 +21816,11 @@ Additional TrendShift context:
|
|
|
21682
21816
|
- nearPointOfControl=${String(context.nearPointOfControl ?? "n/a")}
|
|
21683
21817
|
- relativeStrength1h=${String(context.relativeStrength1h ?? "n/a")}
|
|
21684
21818
|
- marketBreadthReturn=${String(context.marketBreadthReturn ?? "n/a")}
|
|
21819
|
+
- marketBreadthAdvancers=${String(context.marketBreadthAdvancers ?? "n/a")}
|
|
21820
|
+
- marketBreadthPctAboveMa20=${String(context.marketBreadthPctAboveMa20 ?? "n/a")}
|
|
21685
21821
|
- btcVsAltReturn24h=${String(context.btcVsAltReturn24h ?? "n/a")}
|
|
21686
21822
|
- btcVsAltReturn1h=${String(context.btcVsAltReturn1h ?? "n/a")}
|
|
21823
|
+
- cmcFearGreedValue=${String(context.cmcFearGreedValue ?? "n/a")}
|
|
21687
21824
|
- cmcFearGreedValueChange24h=${String(context.cmcFearGreedValueChange24h ?? "n/a")}
|
|
21688
21825
|
- derivatives1hLiqShort=${String(context.derivatives1hLiqShort ?? "n/a")}
|
|
21689
21826
|
- btcAltRegime=${context.btcAltRegime ?? "n/a"}
|
|
@@ -21712,7 +21849,9 @@ Additional TrendShift context:
|
|
|
21712
21849
|
- shortLowBollingerWidthRisk=${String(context.shortLowBollingerWidthRisk)}
|
|
21713
21850
|
- defensiveRewardToVolatilityRisk=${String(context.defensiveRewardToVolatilityRisk)}
|
|
21714
21851
|
- shortBullSwingStructureRisk=${String(context.shortBullSwingStructureRisk)}
|
|
21852
|
+
- shortAsiaLongFlushLowCmcBreadthRisk=${String(context.shortAsiaLongFlushLowCmcBreadthRisk)}
|
|
21715
21853
|
- longBtcAltRegimeRisk=${String(context.longBtcAltRegimeRisk)}
|
|
21854
|
+
- longBroadMarketShortFlushRisk=${String(context.longBroadMarketShortFlushRisk)}
|
|
21716
21855
|
- cmcExchangeLiquidityVolumeChangeRisk=${String(context.cmcExchangeLiquidityVolumeChangeRisk)}
|
|
21717
21856
|
- q4TrendShiftGateFeaturesRecoveryCandidate=${String(context.q4TrendShiftGateFeaturesRecoveryCandidate)}
|
|
21718
21857
|
- q4UsClosingOiConfirmationRecoveryCandidate=${String(context.q4UsClosingOiConfirmationRecoveryCandidate)}
|
|
@@ -21749,8 +21888,10 @@ Interpretation rules for TrendShift:
|
|
|
21749
21888
|
- For SHORT, being near the price-volume point of control is a watch-only warning; LONG near-POC flips are not blocked by this rule.
|
|
21750
21889
|
- For SHORT, a bullish swing structure is a watch-only warning even when the immediate flip geometry looks q5-strong.
|
|
21751
21890
|
- For SHORT, a narrow Bollinger-width compression pocket is watch-only even if another q4 recovery condition is present.
|
|
21891
|
+
- For SHORT, Asia-session long-flush setups are watch-only when CMC fear/greed and market breadth are already in capitulation.
|
|
21752
21892
|
- The defensive live gate requires rewardToVolatility >= 8 when that field is available.
|
|
21753
21893
|
- For LONG, BTC-led or risk-off BTC/alt regime is watch-only even when flip geometry is q5-strong.
|
|
21894
|
+
- For LONG, broad-market squeeze clusters are watch-only when breadth is already extreme, BTC is leading alts, and benchmark derivatives show a short flush.
|
|
21754
21895
|
- If CMC major-exchange liquidity 24h change is in the historically choppy bands (-0.1, 0) or [0.1, 0.3), keep the flip in watch mode.
|
|
21755
21896
|
- A narrow q4 recovery is allowed during the US closing window only when the sole blocker is missing OI expansion on an otherwise liquidation-supported US-session flush.
|
|
21756
21897
|
- A narrow SHORT q4 recovery may pass during a market breadth shock only when marketBreadthReturn <= -0.0112952 and 1h liqShort <= 0.208; this does not override the low-Bollinger-width defensive cut.
|
package/package.json
CHANGED
|
@@ -1,7 +1,7 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "@tradejs/strategies",
|
|
3
|
-
"version": "
|
|
4
|
-
"description": "Built-in strategy plugin catalog for the TradeJS
|
|
3
|
+
"version": "2.0.1",
|
|
4
|
+
"description": "Built-in strategy plugin catalog for the TradeJS TypeScript framework.",
|
|
5
5
|
"keywords": [
|
|
6
6
|
"tradejs",
|
|
7
7
|
"trading",
|
|
@@ -32,10 +32,10 @@
|
|
|
32
32
|
}
|
|
33
33
|
},
|
|
34
34
|
"dependencies": {
|
|
35
|
-
"@tradejs/core": "^
|
|
36
|
-
"@tradejs/indicators": "^
|
|
37
|
-
"@tradejs/node": "^
|
|
38
|
-
"@tradejs/types": "^
|
|
35
|
+
"@tradejs/core": "^2.0.1",
|
|
36
|
+
"@tradejs/indicators": "^2.0.1",
|
|
37
|
+
"@tradejs/node": "^2.0.1",
|
|
38
|
+
"@tradejs/types": "^2.0.1",
|
|
39
39
|
"technicalindicators": "^3.1.0"
|
|
40
40
|
},
|
|
41
41
|
"devDependencies": {
|
|
@@ -46,6 +46,6 @@
|
|
|
46
46
|
"build": "tsup",
|
|
47
47
|
"typecheck": "tsc -p ./tsconfig.json --noEmit"
|
|
48
48
|
},
|
|
49
|
-
"license": "
|
|
49
|
+
"license": "BUSL-1.1",
|
|
50
50
|
"author": "aleksnick (https://github.com/aleksnick)"
|
|
51
51
|
}
|