@tradejs/strategies 1.0.5 → 1.0.8

package/dist/index.d.ts

@@ -1,18 +1,282 @@
-import { Interval, TrendLineOptions, StrategyAiAdapter, StrategyMlAdapter, StrategyRegistryEntry } from '@tradejs/types';
+import { Interval, TrendLineOptions, StrategyAiAdapter, StrategyMlAdapter, StrategyRegistryEntry, StrategyConfig } from '@tradejs/types';
 
-declare const config: {
+type AdaptiveMomentumRibbonKcMaType = 'SMA' | 'EMA' | 'SMMA (RMA)' | 'WMA' | 'VWMA';
+declare const config$6: {
+    readonly ENV: "BACKTEST";
+    readonly INTERVAL: Interval;
+    readonly MAKE_ORDERS: true;
+    readonly CLOSE_OPPOSITE_POSITIONS: false;
+    readonly BACKTEST_PRICE_MODE: "mid";
+    readonly AI_ENABLED: false;
+    readonly AI_MODE: "llm";
+    readonly ML_ENABLED: false;
+    readonly ML_THRESHOLD: 0.1;
+    readonly MIN_AI_QUALITY: 3;
+    readonly FEE_PERCENT: 0.005;
+    readonly MAX_LOSS_VALUE: 10;
+    readonly AMR_LOOKBACK_BARS: 200;
+    readonly AMR_MOMENTUM_PERIOD: 32;
+    readonly AMR_BUTTERWORTH_SMOOTHING: 4;
+    readonly AMR_WAIT_CLOSE: true;
+    readonly AMR_CONFIRM_ON_NEXT_BAR: true;
+    readonly AMR_MIN_SIGNAL_OSC_ABS: 0.55;
+    readonly AMR_REQUIRE_KC_BIAS: true;
+    readonly AMR_MIN_BARS_BETWEEN_SIGNALS: 12;
+    readonly AMR_SHOW_INVALIDATION_LEVELS: true;
+    readonly AMR_SHOW_KELTNER_CHANNEL: true;
+    readonly AMR_KC_LENGTH: 20;
+    readonly AMR_KC_MA_TYPE: AdaptiveMomentumRibbonKcMaType;
+    readonly AMR_ATR_LENGTH: 14;
+    readonly AMR_ATR_MULTIPLIER: 2;
+    readonly AMR_EXIT_ON_INVALIDATION: true;
+    readonly AMR_LINE_PLOTS: readonly ["kcMidline", "kcUpper", "kcLower", "invalidationLevel"];
+    readonly LONG: {
+        readonly enable: true;
+        readonly direction: "LONG";
+        readonly TP: 2;
+        readonly SL: 1;
+    };
+    readonly SHORT: {
+        readonly enable: true;
+        readonly direction: "SHORT";
+        readonly TP: 2;
+        readonly SL: 1;
+    };
+};
+
+declare const config$5: {
+    ML_ENABLED: boolean;
+    MA_FAST: number;
+    MA_MEDIUM: number;
+    MA_SLOW: number;
+    OBV_SMA: number;
+    ATR: number;
+    ATR_PCT_SHORT: number;
+    ATR_PCT_LONG: number;
+    BB: number;
+    BB_STD: number;
+    MACD_FAST: number;
+    MACD_SLOW: number;
+    MACD_SIGNAL: number;
+    LEVEL_LOOKBACK: number;
+    LEVEL_DELAY: number;
+    ATR_PERIOD: number;
+    BB_PERIOD: number;
+    BB_STDDEV: number;
+    LIMIT: number;
+    ATR_OPEN: number;
+    ATR_CLOSE: number;
+    OBV_SMA_PERIOD: number;
+    BREAKOUT_LOOKBACK_DELAY: number;
+    BREAKOUT_LOOKBACK: number;
+    REQUIRED_SCORE_LONG: number;
+    REQUIRED_SCORE_SHORT: number;
+    SIGNALS_LONG: {
+        VOLATILE: {
+            weight: number;
+            required: boolean;
+        };
+        SMA_UPTREND: {
+            weight: number;
+            required: boolean;
+        };
+        OBV_ABOVE_SMA: {
+            weight: number;
+            required: boolean;
+        };
+        PREV_HIGH_BREAKOUT: {
+            weight: number;
+            required: boolean;
+        };
+        CLOSE_ABOVE_UPPER_BB: {
+            weight: number;
+            required: boolean;
+        };
+        CLOSE_ABOVE_HIGH_LEVEL: {
+            weight: number;
+            required: boolean;
+        };
+        CLOSE_ABOVE_PREV_CLOSE: {
+            weight: number;
+            required: boolean;
+        };
+    };
+    SIGNALS_SHORT: {
+        VOLATILE: {
+            weight: number;
+            required: boolean;
+        };
+        SMA_DOWNTREND: {
+            weight: number;
+            required: boolean;
+        };
+        OBV_BELOW_SMA: {
+            weight: number;
+            required: boolean;
+        };
+        PREV_LOW_BREAKDOWN: {
+            weight: number;
+            required: boolean;
+        };
+        CLOSE_BELOW_LOWER_BB: {
+            weight: number;
+            required: boolean;
+        };
+        CLOSE_BELOW_LOW_LEVEL: {
+            weight: number;
+            required: boolean;
+        };
+        CLOSE_BELOW_PREV_CLOSE: {
+            weight: number;
+            required: boolean;
+        };
+    };
+    TP_LONG: {
+        profit: number;
+        rate: number;
+    }[];
+    TP_SHORT: {
+        profit: number;
+        rate: number;
+    }[];
+    SL_LONG: number;
+    SL_SHORT: number;
+};
+
+declare const config$4: {
+    readonly ENV: "BACKTEST";
+    readonly INTERVAL: Interval;
+    readonly MAKE_ORDERS: true;
+    readonly CLOSE_OPPOSITE_POSITIONS: false;
+    readonly BACKTEST_PRICE_MODE: "mid";
+    readonly AI_ENABLED: false;
+    readonly AI_MODE: "llm";
+    readonly ML_ENABLED: false;
+    readonly ML_THRESHOLD: 0.1;
+    readonly MIN_AI_QUALITY: 3;
+    readonly FEE_PERCENT: 0.005;
+    readonly MAX_LOSS_VALUE: 10;
+    readonly TRADE_COOLDOWN_MS: 0;
+    readonly MA_FAST: 21;
+    readonly MA_SLOW: 55;
+    readonly LONG: {
+        readonly enable: true;
+        readonly direction: "LONG";
+        readonly TP: 2;
+        readonly SL: 1;
+        readonly minRiskRatio: 1.5;
+    };
+    readonly SHORT: {
+        readonly enable: true;
+        readonly direction: "SHORT";
+        readonly TP: 2;
+        readonly SL: 1;
+        readonly minRiskRatio: 1.5;
+    };
+};
+
+declare const config$3: {
+    readonly ENV: "BACKTEST";
+    readonly INTERVAL: Interval;
+    readonly MAKE_ORDERS: true;
+    readonly CLOSE_OPPOSITE_POSITIONS: false;
+    readonly BACKTEST_PRICE_MODE: "mid";
+    readonly AI_ENABLED: false;
+    readonly AI_MODE: "llm";
+    readonly MIN_AI_QUALITY: 3;
+    readonly FEE_PERCENT: 0.005;
+    readonly MAX_LOSS_VALUE: 10;
+    readonly MA_FAST: 14;
+    readonly MA_MEDIUM: 49;
+    readonly MA_SLOW: 50;
+    readonly OBV_SMA: 10;
+    readonly ATR: 14;
+    readonly ATR_PCT_SHORT: 7;
+    readonly ATR_PCT_LONG: 30;
+    readonly BB: 20;
+    readonly BB_STD: 2;
+    readonly MACD_FAST: 12;
+    readonly MACD_SLOW: 26;
+    readonly MACD_SIGNAL: 9;
+    readonly TRENDLINE: Partial<TrendLineOptions>;
+    readonly HIGHS: {
+        readonly enable: true;
+        readonly direction: "SHORT";
+        readonly TP: 3.2;
+        readonly SL: 1.1;
+        readonly minRiskRatio: 1.6;
+    };
+    readonly LOWS: {
+        readonly enable: true;
+        readonly direction: "LONG";
+        readonly TP: 3.2;
+        readonly SL: 1.1;
+        readonly minRiskRatio: 1.6;
+    };
+};
+
+declare const config$2: {
     readonly ENV: "BACKTEST";
     readonly INTERVAL: Interval;
     readonly MAKE_ORDERS: true;
     readonly CLOSE_OPPOSITE_POSITIONS: false;
     readonly BACKTEST_PRICE_MODE: "mid";
     readonly AI_ENABLED: false;
+    readonly AI_MODE: "llm";
+    readonly ML_ENABLED: false;
+    readonly ML_THRESHOLD: 0.1;
+    readonly MIN_AI_QUALITY: 3;
+    readonly FEE_PERCENT: 0.005;
+    readonly MAX_LOSS_VALUE: 10;
+    readonly MA_FAST: 14;
+    readonly MA_MEDIUM: 49;
+    readonly MA_SLOW: 50;
+    readonly OBV_SMA: 10;
+    readonly ATR: 14;
+    readonly ATR_PCT_SHORT: 7;
+    readonly ATR_PCT_LONG: 30;
+    readonly BB: 20;
+    readonly BB_STD: 2;
+    readonly MACD_FAST: 12;
+    readonly MACD_SLOW: 26;
+    readonly MACD_SIGNAL: 9;
+    readonly TRENDSHIFT_MULTIPLICATIVE_FACTOR: 4;
+    readonly TRENDSHIFT_SLOPE: 12;
+    readonly TRENDSHIFT_ATR_LENGTH: 150;
+    readonly TRENDSHIFT_WIDTH_PCT: 75;
+    readonly TRENDSHIFT_CONFIRM_FLIP_WITH_CLOSE: true;
+    readonly TRENDSHIFT_MIN_FLIP_DISTANCE_ATR: 0.15;
+    readonly TRENDSHIFT_EXIT_ON_OPPOSITE_FLIP: true;
+    readonly TRENDSHIFT_MAX_FIGURE_POINTS: 180;
+    readonly LONG: {
+        readonly enable: true;
+        readonly direction: "LONG";
+        readonly TP: 2.8;
+        readonly SL: 1.1;
+        readonly minRiskRatio: 1.6;
+    };
+    readonly SHORT: {
+        readonly enable: true;
+        readonly direction: "SHORT";
+        readonly TP: 2.8;
+        readonly SL: 1.1;
+        readonly minRiskRatio: 1.6;
+    };
+};
+
+declare const config$1: {
+    readonly ENV: "BACKTEST";
+    readonly INTERVAL: Interval;
+    readonly MAKE_ORDERS: true;
+    readonly CLOSE_OPPOSITE_POSITIONS: false;
+    readonly BACKTEST_PRICE_MODE: "mid";
+    readonly AI_ENABLED: false;
+    readonly AI_MODE: "llm";
     readonly ML_ENABLED: false;
     readonly ML_THRESHOLD: 0.1;
     readonly MIN_AI_QUALITY: 3;
     readonly FEE_PERCENT: 0.005;
     readonly MAX_LOSS_VALUE: 10;
-    readonly MAX_CORRELATION: 0.45;
     readonly MA_FAST: 14;
     readonly MA_MEDIUM: 49;
     readonly MA_SLOW: 50;
@@ -44,6 +308,58 @@ declare const config: {
     };
 };
 
+declare const config: {
+    readonly ENV: "BACKTEST";
+    readonly INTERVAL: Interval;
+    readonly MAKE_ORDERS: true;
+    readonly CLOSE_OPPOSITE_POSITIONS: false;
+    readonly BACKTEST_PRICE_MODE: "mid";
+    readonly AI_ENABLED: false;
+    readonly AI_MODE: "llm";
+    readonly ML_ENABLED: false;
+    readonly ML_THRESHOLD: 0.1;
+    readonly MIN_AI_QUALITY: 3;
+    readonly FEE_PERCENT: 0.005;
+    readonly MAX_LOSS_VALUE: 10;
+    readonly MA_FAST: 14;
+    readonly MA_MEDIUM: 49;
+    readonly MA_SLOW: 50;
+    readonly OBV_SMA: 10;
+    readonly ATR: 14;
+    readonly ATR_PCT_SHORT: 7;
+    readonly ATR_PCT_LONG: 30;
+    readonly BB: 20;
+    readonly BB_STD: 2;
+    readonly MACD_FAST: 12;
+    readonly MACD_SLOW: 26;
+    readonly MACD_SIGNAL: 9;
+    readonly LEVEL_LOOKBACK: 20;
+    readonly LEVEL_DELAY: 2;
+    readonly NORMALIZATION_LENGTH: 100;
+    readonly PIVOT_LOOKBACK_LEFT: 8;
+    readonly PIVOT_LOOKBACK_RIGHT: 3;
+    readonly MIN_BARS_BETWEEN_PIVOTS: 4;
+    readonly MAX_BARS_BETWEEN_PIVOTS: 36;
+    readonly ALLOW_STRUCTURE_ADVANCE_ENTRY: false;
+    readonly MIN_DIVERGENCE_AMPLITUDE_ATR_RATIO: 0.35;
+    readonly MIN_RECLAIM_PCT: 105;
+    readonly MIN_CONFIRMATION_CANDLE_QUALITY: 0.58;
+    readonly BULLISH: {
+        readonly enable: true;
+        readonly direction: "LONG";
+        readonly TP: 4;
+        readonly SL: 1.3;
+        readonly minRiskRatio: 2;
+    };
+    readonly BEARISH: {
+        readonly enable: true;
+        readonly direction: "SHORT";
+        readonly TP: 4;
+        readonly SL: 1.3;
+        readonly minRiskRatio: 2;
+    };
+};
+
 declare const adaptiveMomentumRibbonAiAdapter: StrategyAiAdapter;
 
 declare const adaptiveMomentumRibbonMlAdapter: StrategyMlAdapter;
@@ -52,14 +368,19 @@ declare const maStrategyAiAdapter: StrategyAiAdapter;
 
 declare const maStrategyMlAdapter: StrategyMlAdapter;
 
+declare const reverseTrendLineAiAdapter: StrategyAiAdapter;
+
+declare const trendShiftAiAdapter: StrategyAiAdapter;
+
 declare const volumeDivergenceAiAdapter: StrategyAiAdapter;
 
 declare const volumeDivergenceMlAdapter: StrategyMlAdapter;
 
 declare const strategyEntries: StrategyRegistryEntry[];
+declare const getBuiltInStrategyDefaultConfig: (strategyName: string) => StrategyConfig | undefined;
 
 declare const _default: {
     strategyEntries: StrategyRegistryEntry[];
 };
 
-export { adaptiveMomentumRibbonAiAdapter, adaptiveMomentumRibbonMlAdapter, _default as default, maStrategyAiAdapter, maStrategyMlAdapter, strategyEntries, config as trendLineDefaultConfig, volumeDivergenceAiAdapter, volumeDivergenceMlAdapter };
+export { adaptiveMomentumRibbonAiAdapter, config$6 as adaptiveMomentumRibbonDefaultConfig, adaptiveMomentumRibbonMlAdapter, config$5 as breakoutDefaultConfig, _default as default, getBuiltInStrategyDefaultConfig, maStrategyAiAdapter, config$4 as maStrategyDefaultConfig, maStrategyMlAdapter, reverseTrendLineAiAdapter, config$3 as reverseTrendLineDefaultConfig, strategyEntries, config$1 as trendLineDefaultConfig, trendShiftAiAdapter, config$2 as trendShiftDefaultConfig, volumeDivergenceAiAdapter, config as volumeDivergenceDefaultConfig, volumeDivergenceMlAdapter };