@tradejs/strategies 1.0.5 → 1.0.6
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/dist/chunk-GNQJ5TVU.mjs +687 -0
- package/dist/chunk-H2TU2YMA.mjs +762 -0
- package/dist/chunk-MOBKL73M.mjs +405 -0
- package/dist/chunk-XMRB45ZO.mjs +789 -0
- package/dist/index.d.mts +43 -3
- package/dist/index.d.ts +43 -3
- package/dist/index.js +4043 -468
- package/dist/index.mjs +21 -7
- package/dist/strategy-6TS2NFSC.mjs +736 -0
- package/dist/strategy-AFIGEHDS.mjs +418 -0
- package/dist/{strategy-ZVNTA6UR.mjs → strategy-FYNNJDOH.mjs} +1 -13
- package/dist/strategy-LC2FSFVN.mjs +470 -0
- package/dist/{strategy-UHRWSGZC.mjs → strategy-OI4WRB3S.mjs} +51 -41
- package/package.json +5 -5
- package/dist/chunk-MVIV5ZII.mjs +0 -137
- package/dist/chunk-RYEPHOGL.mjs +0 -28
- package/dist/chunk-ULLCAH5C.mjs +0 -67
- package/dist/strategy-M3BRWDRR.mjs +0 -377
- package/dist/strategy-UZBWST3G.mjs +0 -156
package/dist/index.d.mts
CHANGED
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@@ -1,6 +1,6 @@
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1
1
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import { Interval, TrendLineOptions, StrategyAiAdapter, StrategyMlAdapter, StrategyRegistryEntry } from '@tradejs/types';
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2
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3
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-
declare const config: {
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3
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declare const config$1: {
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readonly ENV: "BACKTEST";
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readonly INTERVAL: Interval;
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readonly MAKE_ORDERS: true;
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@@ -12,7 +12,6 @@ declare const config: {
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readonly MIN_AI_QUALITY: 3;
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readonly FEE_PERCENT: 0.005;
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14
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readonly MAX_LOSS_VALUE: 10;
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-
readonly MAX_CORRELATION: 0.45;
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readonly MA_FAST: 14;
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readonly MA_MEDIUM: 49;
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readonly MA_SLOW: 50;
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@@ -44,6 +43,45 @@ declare const config: {
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};
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};
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46
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declare const config: {
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readonly ENV: "BACKTEST";
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48
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readonly INTERVAL: Interval;
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49
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readonly MAKE_ORDERS: true;
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readonly CLOSE_OPPOSITE_POSITIONS: false;
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readonly BACKTEST_PRICE_MODE: "mid";
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readonly AI_ENABLED: false;
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readonly MIN_AI_QUALITY: 3;
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readonly FEE_PERCENT: 0.005;
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readonly MAX_LOSS_VALUE: 10;
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readonly MA_FAST: 14;
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readonly MA_MEDIUM: 49;
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readonly MA_SLOW: 50;
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readonly OBV_SMA: 10;
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readonly ATR: 14;
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readonly ATR_PCT_SHORT: 7;
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readonly ATR_PCT_LONG: 30;
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readonly BB: 20;
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readonly BB_STD: 2;
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readonly MACD_FAST: 12;
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readonly MACD_SLOW: 26;
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readonly MACD_SIGNAL: 9;
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readonly TRENDLINE: Partial<TrendLineOptions>;
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readonly HIGHS: {
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readonly enable: true;
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readonly direction: "SHORT";
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readonly TP: 3.2;
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readonly SL: 1.1;
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readonly minRiskRatio: 1.6;
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};
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readonly LOWS: {
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readonly enable: true;
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readonly direction: "LONG";
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readonly TP: 3.2;
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readonly SL: 1.1;
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readonly minRiskRatio: 1.6;
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};
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};
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declare const adaptiveMomentumRibbonAiAdapter: StrategyAiAdapter;
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declare const adaptiveMomentumRibbonMlAdapter: StrategyMlAdapter;
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@@ -52,6 +90,8 @@ declare const maStrategyAiAdapter: StrategyAiAdapter;
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declare const maStrategyMlAdapter: StrategyMlAdapter;
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declare const reverseTrendLineAiAdapter: StrategyAiAdapter;
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declare const volumeDivergenceAiAdapter: StrategyAiAdapter;
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declare const volumeDivergenceMlAdapter: StrategyMlAdapter;
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@@ -62,4 +102,4 @@ declare const _default: {
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strategyEntries: StrategyRegistryEntry[];
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};
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-
export { adaptiveMomentumRibbonAiAdapter, adaptiveMomentumRibbonMlAdapter, _default as default, maStrategyAiAdapter, maStrategyMlAdapter, strategyEntries, config as trendLineDefaultConfig, volumeDivergenceAiAdapter, volumeDivergenceMlAdapter };
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export { adaptiveMomentumRibbonAiAdapter, adaptiveMomentumRibbonMlAdapter, _default as default, maStrategyAiAdapter, maStrategyMlAdapter, reverseTrendLineAiAdapter, config as reverseTrendLineDefaultConfig, strategyEntries, config$1 as trendLineDefaultConfig, volumeDivergenceAiAdapter, volumeDivergenceMlAdapter };
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package/dist/index.d.ts
CHANGED
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@@ -1,6 +1,6 @@
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1
1
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import { Interval, TrendLineOptions, StrategyAiAdapter, StrategyMlAdapter, StrategyRegistryEntry } from '@tradejs/types';
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2
2
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3
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-
declare const config: {
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3
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declare const config$1: {
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readonly ENV: "BACKTEST";
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5
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readonly INTERVAL: Interval;
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6
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readonly MAKE_ORDERS: true;
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@@ -12,7 +12,6 @@ declare const config: {
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12
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readonly MIN_AI_QUALITY: 3;
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13
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readonly FEE_PERCENT: 0.005;
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14
14
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readonly MAX_LOSS_VALUE: 10;
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15
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-
readonly MAX_CORRELATION: 0.45;
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16
15
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readonly MA_FAST: 14;
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17
16
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readonly MA_MEDIUM: 49;
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18
17
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readonly MA_SLOW: 50;
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@@ -44,6 +43,45 @@ declare const config: {
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};
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};
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46
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declare const config: {
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47
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readonly ENV: "BACKTEST";
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48
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readonly INTERVAL: Interval;
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49
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readonly MAKE_ORDERS: true;
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50
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readonly CLOSE_OPPOSITE_POSITIONS: false;
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51
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readonly BACKTEST_PRICE_MODE: "mid";
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52
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readonly AI_ENABLED: false;
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53
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readonly MIN_AI_QUALITY: 3;
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54
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readonly FEE_PERCENT: 0.005;
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55
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readonly MAX_LOSS_VALUE: 10;
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56
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readonly MA_FAST: 14;
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57
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readonly MA_MEDIUM: 49;
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58
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readonly MA_SLOW: 50;
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59
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readonly OBV_SMA: 10;
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60
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readonly ATR: 14;
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61
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+
readonly ATR_PCT_SHORT: 7;
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62
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readonly ATR_PCT_LONG: 30;
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63
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readonly BB: 20;
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64
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readonly BB_STD: 2;
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65
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readonly MACD_FAST: 12;
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66
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readonly MACD_SLOW: 26;
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67
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readonly MACD_SIGNAL: 9;
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68
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readonly TRENDLINE: Partial<TrendLineOptions>;
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69
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readonly HIGHS: {
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70
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readonly enable: true;
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71
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readonly direction: "SHORT";
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72
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readonly TP: 3.2;
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73
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readonly SL: 1.1;
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74
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readonly minRiskRatio: 1.6;
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75
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};
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76
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readonly LOWS: {
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readonly enable: true;
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78
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readonly direction: "LONG";
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79
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readonly TP: 3.2;
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80
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readonly SL: 1.1;
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81
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readonly minRiskRatio: 1.6;
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82
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};
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83
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};
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84
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+
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47
85
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declare const adaptiveMomentumRibbonAiAdapter: StrategyAiAdapter;
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48
86
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|
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49
87
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declare const adaptiveMomentumRibbonMlAdapter: StrategyMlAdapter;
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@@ -52,6 +90,8 @@ declare const maStrategyAiAdapter: StrategyAiAdapter;
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52
90
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53
91
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declare const maStrategyMlAdapter: StrategyMlAdapter;
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54
92
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93
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+
declare const reverseTrendLineAiAdapter: StrategyAiAdapter;
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94
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+
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55
95
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declare const volumeDivergenceAiAdapter: StrategyAiAdapter;
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56
96
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57
97
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declare const volumeDivergenceMlAdapter: StrategyMlAdapter;
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@@ -62,4 +102,4 @@ declare const _default: {
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62
102
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strategyEntries: StrategyRegistryEntry[];
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63
103
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};
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64
104
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65
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-
export { adaptiveMomentumRibbonAiAdapter, adaptiveMomentumRibbonMlAdapter, _default as default, maStrategyAiAdapter, maStrategyMlAdapter, strategyEntries, config as trendLineDefaultConfig, volumeDivergenceAiAdapter, volumeDivergenceMlAdapter };
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105
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export { adaptiveMomentumRibbonAiAdapter, adaptiveMomentumRibbonMlAdapter, _default as default, maStrategyAiAdapter, maStrategyMlAdapter, reverseTrendLineAiAdapter, config as reverseTrendLineDefaultConfig, strategyEntries, config$1 as trendLineDefaultConfig, volumeDivergenceAiAdapter, volumeDivergenceMlAdapter };
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