@tradejs/strategies 1.0.5 → 1.0.8

package/dist/chunk-37ZWRG3W.mjs

@@ -0,0 +1,128 @@
+// src/Breakout/adapters/ai.ts
+var breakoutAiAdapter = {};
+
+// src/Breakout/adapters/ml.ts
+import { mapMlRuntimeFromConfig } from "@tradejs/core/strategies";
+var breakoutMlAdapter = {
+  mapEntryRuntimeFromConfig: (config2) => mapMlRuntimeFromConfig(config2)
+};
+
+// src/Breakout/manifest.ts
+var breakoutManifest = {
+  name: "Breakout",
+  entryRuntimeDefaults: {
+    ai: {
+      enabled: false
+    },
+    ml: {
+      enabled: false
+    }
+  },
+  aiAdapter: breakoutAiAdapter,
+  mlAdapter: breakoutMlAdapter
+};
+
+// src/Breakout/config.ts
+var config = {
+  ML_ENABLED: false,
+  MA_FAST: 49,
+  MA_MEDIUM: 49,
+  MA_SLOW: 99,
+  OBV_SMA: 10,
+  ATR: 14,
+  ATR_PCT_SHORT: 7,
+  ATR_PCT_LONG: 30,
+  BB: 20,
+  BB_STD: 2,
+  MACD_FAST: 12,
+  MACD_SLOW: 26,
+  MACD_SIGNAL: 9,
+  LEVEL_LOOKBACK: 20,
+  LEVEL_DELAY: 2,
+  ATR_PERIOD: 14,
+  BB_PERIOD: 20,
+  BB_STDDEV: 2,
+  LIMIT: 100,
+  ATR_OPEN: 0.5,
+  ATR_CLOSE: 1.5,
+  OBV_SMA_PERIOD: 10,
+  BREAKOUT_LOOKBACK_DELAY: 2,
+  BREAKOUT_LOOKBACK: 20,
+  REQUIRED_SCORE_LONG: 7,
+  REQUIRED_SCORE_SHORT: 7,
+  SIGNALS_LONG: {
+    VOLATILE: {
+      weight: 1,
+      required: true
+    },
+    SMA_UPTREND: {
+      weight: 1,
+      required: true
+    },
+    OBV_ABOVE_SMA: {
+      weight: 1,
+      required: true
+    },
+    PREV_HIGH_BREAKOUT: {
+      weight: 1,
+      required: false
+    },
+    CLOSE_ABOVE_UPPER_BB: {
+      weight: 1,
+      required: false
+    },
+    CLOSE_ABOVE_HIGH_LEVEL: {
+      weight: 1,
+      required: false
+    },
+    CLOSE_ABOVE_PREV_CLOSE: {
+      weight: 1,
+      required: false
+    }
+  },
+  SIGNALS_SHORT: {
+    VOLATILE: {
+      weight: 1,
+      required: true
+    },
+    SMA_DOWNTREND: {
+      weight: 1,
+      required: true
+    },
+    OBV_BELOW_SMA: {
+      weight: 1,
+      required: true
+    },
+    PREV_LOW_BREAKDOWN: {
+      weight: 1,
+      required: false
+    },
+    CLOSE_BELOW_LOWER_BB: {
+      weight: 1,
+      required: false
+    },
+    CLOSE_BELOW_LOW_LEVEL: {
+      weight: 1,
+      required: false
+    },
+    CLOSE_BELOW_PREV_CLOSE: {
+      weight: 1,
+      required: false
+    }
+  },
+  TP_LONG: [
+    { profit: 0.1, rate: 0.25 },
+    { profit: 0.15, rate: 0.5 }
+  ],
+  TP_SHORT: [
+    { profit: 0.05, rate: 0.25 },
+    { profit: 0.1, rate: 0.5 }
+  ],
+  SL_LONG: 0.06,
+  SL_SHORT: 0.03
+};
+
+export {
+  breakoutManifest,
+  config
+};

package/dist/chunk-H4MHFD4B.mjs

@@ -0,0 +1,62 @@
+// src/MaStrategy/adapters/ai.ts
+import { mapAiRuntimeFromConfig } from "@tradejs/core/strategies";
+var maStrategyAiAdapter = {
+  mapEntryRuntimeFromConfig: (config2) => mapAiRuntimeFromConfig(
+    config2
+  )
+};
+
+// src/MaStrategy/adapters/ml.ts
+import { mapMlRuntimeFromConfig } from "@tradejs/core/strategies";
+var maStrategyMlAdapter = {
+  mapEntryRuntimeFromConfig: (config2) => mapMlRuntimeFromConfig(
+    config2
+  )
+};
+
+// src/MaStrategy/manifest.ts
+var maStrategyManifest = {
+  name: "MaStrategy",
+  aiAdapter: maStrategyAiAdapter,
+  mlAdapter: maStrategyMlAdapter
+};
+
+// src/MaStrategy/config.ts
+var config = {
+  ENV: "BACKTEST",
+  INTERVAL: "15",
+  MAKE_ORDERS: true,
+  CLOSE_OPPOSITE_POSITIONS: false,
+  BACKTEST_PRICE_MODE: "mid",
+  AI_ENABLED: false,
+  AI_MODE: "llm",
+  ML_ENABLED: false,
+  ML_THRESHOLD: 0.1,
+  MIN_AI_QUALITY: 3,
+  FEE_PERCENT: 5e-3,
+  MAX_LOSS_VALUE: 10,
+  TRADE_COOLDOWN_MS: 0,
+  MA_FAST: 21,
+  MA_SLOW: 55,
+  LONG: {
+    enable: true,
+    direction: "LONG",
+    TP: 2,
+    SL: 1,
+    minRiskRatio: 1.5
+  },
+  SHORT: {
+    enable: true,
+    direction: "SHORT",
+    TP: 2,
+    SL: 1,
+    minRiskRatio: 1.5
+  }
+};
+
+export {
+  maStrategyAiAdapter,
+  maStrategyMlAdapter,
+  maStrategyManifest,
+  config
+};