@tradejs/strategies 1.0.8 → 1.0.10

package/dist/index.d.ts

@@ -1,18 +1,18 @@
 import { Interval, TrendLineOptions, StrategyAiAdapter, StrategyMlAdapter, StrategyRegistryEntry, StrategyConfig } from '@tradejs/types';
 
 type AdaptiveMomentumRibbonKcMaType = 'SMA' | 'EMA' | 'SMMA (RMA)' | 'WMA' | 'VWMA';
-declare const config$6: {
+declare const config$f: {
     readonly ENV: "BACKTEST";
     readonly INTERVAL: Interval;
     readonly MAKE_ORDERS: true;
     readonly CLOSE_OPPOSITE_POSITIONS: false;
-    readonly BACKTEST_PRICE_MODE: "mid";
+    readonly BACKTEST_PRICE_MODE: "open";
     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 FEE_PERCENT: 0.001;
     readonly MAX_LOSS_VALUE: 10;
     readonly AMR_LOOKBACK_BARS: 200;
     readonly AMR_MOMENTUM_PERIOD: 32;
@@ -28,23 +28,74 @@ declare const config$6: {
     readonly AMR_KC_MA_TYPE: AdaptiveMomentumRibbonKcMaType;
     readonly AMR_ATR_LENGTH: 14;
     readonly AMR_ATR_MULTIPLIER: 2;
+    readonly AMR_STOP_BUFFER_PCT: 0.05;
+    readonly AMR_TARGET_R_MULT: 2.4;
     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 minRiskRatio: 1.2;
     };
     readonly SHORT: {
         readonly enable: true;
         readonly direction: "SHORT";
-        readonly TP: 2;
-        readonly SL: 1;
+        readonly minRiskRatio: 1.2;
     };
 };
 
-declare const config$5: {
+declare const config$e: {
+    readonly ENV: "BACKTEST";
+    readonly INTERVAL: Interval;
+    readonly MAKE_ORDERS: true;
+    readonly CLOSE_OPPOSITE_POSITIONS: false;
+    readonly BACKTEST_PRICE_MODE: "open";
+    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: 0.001;
+    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 ADAPTIVE_TREND_CHANNEL_REGRESSION_BARS: 7;
+    readonly ADAPTIVE_TREND_CHANNEL_ENVELOPE_BARS: 2;
+    readonly ADAPTIVE_TREND_CHANNEL_ATR_STRETCH: 2;
+    readonly ADAPTIVE_TREND_CHANNEL_VOLATILITY_LOOKBACK: 100;
+    readonly ADAPTIVE_TREND_CHANNEL_TARGET_R_MULT: 2;
+    readonly ADAPTIVE_TREND_CHANNEL_MIN_BREAKOUT_DISTANCE_PCT: 0;
+    readonly ADAPTIVE_TREND_CHANNEL_MAX_BREAKOUT_DISTANCE_PCT: 0;
+    readonly ADAPTIVE_TREND_CHANNEL_MIN_CHANNEL_WIDTH_PCT: 0;
+    readonly ADAPTIVE_TREND_CHANNEL_MAX_CHANNEL_WIDTH_PCT: 0;
+    readonly ADAPTIVE_TREND_CHANNEL_MIN_VOLUME_REL20: 0;
+    readonly ADAPTIVE_TREND_CHANNEL_REQUIRE_CONTEXT_ALIGNMENT: false;
+    readonly ADAPTIVE_TREND_CHANNEL_EXIT_ON_OPPOSITE_FLIP: true;
+    readonly ADAPTIVE_TREND_CHANNEL_EXIT_ON_CHANNEL_BREAK: true;
+    readonly ADAPTIVE_TREND_CHANNEL_MAX_FIGURE_POINTS: 180;
+    readonly LONG: {
+        readonly enable: true;
+        readonly direction: "LONG";
+        readonly minRiskRatio: 1.2;
+    };
+    readonly SHORT: {
+        readonly enable: true;
+        readonly direction: "SHORT";
+        readonly minRiskRatio: 1.2;
+    };
+};
+
+declare const config$d: {
     ML_ENABLED: boolean;
     MA_FAST: number;
     MA_MEDIUM: number;
@@ -143,18 +194,111 @@ declare const config$5: {
     SL_SHORT: number;
 };
 
-declare const config$4: {
+declare const config$c: {
+    readonly ENV: "BACKTEST";
+    readonly INTERVAL: Interval;
+    readonly MAKE_ORDERS: true;
+    readonly CLOSE_OPPOSITE_POSITIONS: false;
+    readonly BACKTEST_PRICE_MODE: "open";
+    readonly AI_ENABLED: true;
+    readonly AI_MODE: "gate";
+    readonly ML_ENABLED: false;
+    readonly ML_THRESHOLD: 0.1;
+    readonly MIN_AI_QUALITY: 4;
+    readonly FEE_PERCENT: 0.001;
+    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 MFR_MIN_VOLUME_REL20: 1.1;
+    readonly MFR_MIN_MARKET_LIQ_SPIKE_RATIO: 2;
+    readonly MFR_MIN_SWEEP_WICK_PCT: 0.2;
+    readonly MFR_MAX_LONG_RANGE_POSITION: 0.45;
+    readonly MFR_MIN_SHORT_RANGE_POSITION: 0.55;
+    readonly MFR_STOP_ATR_BUFFER_MULT: 0.25;
+    readonly MFR_STOP_BUFFER_PCT: 0.05;
+    readonly MFR_FALLBACK_STOP_ATR_MULT: 1.4;
+    readonly MFR_TARGET_R_MULT: 2.2;
+    readonly MFR_EXIT_ON_OPPOSITE_SIGNAL: true;
+    readonly LONG: {
+        readonly enable: true;
+        readonly direction: "LONG";
+        readonly minRiskRatio: 1.4;
+    };
+    readonly SHORT: {
+        readonly enable: true;
+        readonly direction: "SHORT";
+        readonly minRiskRatio: 1.4;
+    };
+};
+
+declare const config$b: {
+    readonly ENV: "BACKTEST";
+    readonly INTERVAL: Interval;
+    readonly MAKE_ORDERS: true;
+    readonly CLOSE_OPPOSITE_POSITIONS: false;
+    readonly BACKTEST_PRICE_MODE: "open";
+    readonly AI_ENABLED: false;
+    readonly AI_MODE: "llm";
+    readonly ML_ENABLED: false;
+    readonly ML_THRESHOLD: 0.1;
+    readonly MIN_AI_QUALITY: 4;
+    readonly FEE_PERCENT: 0.001;
+    readonly MAX_LOSS_VALUE: 10;
+    readonly MA_FAST: 14;
+    readonly MA_MEDIUM: 49;
+    readonly MA_SLOW: 50;
+    readonly OBV_SMA: 10;
+    readonly ATR: 14;
+    readonly ATR_PCT_SHORT: 7;
+    readonly ATR_PCT_LONG: 30;
+    readonly BB: 20;
+    readonly BB_STD: 2;
+    readonly MACD_FAST: 12;
+    readonly MACD_SLOW: 26;
+    readonly MACD_SIGNAL: 9;
+    readonly DOUBLETAP_PIVOT_LENGTH: 35;
+    readonly DOUBLETAP_PIVOT_TOLERANCE_PCT: 12;
+    readonly DOUBLETAP_TARGET_FIB_PCT: 180;
+    readonly DOUBLETAP_STOP_FIB_PCT: 0;
+    readonly DOUBLETAP_MIN_PATTERN_HEIGHT_PCT: 0.2;
+    readonly DOUBLETAP_MAX_BREAKOUT_DISTANCE_PCT: 0.8;
+    readonly DOUBLETAP_EXIT_ON_OPPOSITE_PATTERN: true;
+    readonly LONG: {
+        readonly enable: true;
+        readonly direction: "LONG";
+        readonly minRiskRatio: 0.7;
+    };
+    readonly SHORT: {
+        readonly enable: true;
+        readonly direction: "SHORT";
+        readonly minRiskRatio: 0.7;
+    };
+};
+
+declare const config$a: {
     readonly ENV: "BACKTEST";
     readonly INTERVAL: Interval;
     readonly MAKE_ORDERS: true;
     readonly CLOSE_OPPOSITE_POSITIONS: false;
-    readonly BACKTEST_PRICE_MODE: "mid";
+    readonly BACKTEST_PRICE_MODE: "open";
     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 FEE_PERCENT: 0.001;
     readonly MAX_LOSS_VALUE: 10;
     readonly TRADE_COOLDOWN_MS: 0;
     readonly MA_FAST: 21;
@@ -175,16 +319,169 @@ declare const config$4: {
     };
 };
 
-declare const config$3: {
+declare const config$9: {
+    readonly ENV: "BACKTEST";
+    readonly INTERVAL: Interval;
+    readonly MAKE_ORDERS: true;
+    readonly CLOSE_OPPOSITE_POSITIONS: false;
+    readonly BACKTEST_PRICE_MODE: "open";
+    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: 0.001;
+    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 RR_MIN_ALPHA_24H: 0.8;
+    readonly RR_MIN_RATIO_RETURN_24H: 0.4;
+    readonly RR_MIN_RELATIVE_STRENGTH_1H: 0.15;
+    readonly RR_MIN_VOLUME_REL20: 0.8;
+    readonly RR_REQUIRE_RATIO_TREND: true;
+    readonly RR_REQUIRE_BTC_ALT_REGIME_ALIGNMENT: false;
+    readonly RR_STOP_ATR_MULT: 1.6;
+    readonly RR_STOP_BUFFER_PCT: 0.05;
+    readonly RR_TARGET_R_MULT: 2.5;
+    readonly RR_EXIT_ON_OPPOSITE_ROTATION: true;
+    readonly LONG: {
+        readonly enable: true;
+        readonly direction: "LONG";
+        readonly minRiskRatio: 1.5;
+    };
+    readonly SHORT: {
+        readonly enable: true;
+        readonly direction: "SHORT";
+        readonly minRiskRatio: 1.5;
+    };
+};
+
+declare const config$8: {
     readonly ENV: "BACKTEST";
     readonly INTERVAL: Interval;
     readonly MAKE_ORDERS: true;
     readonly CLOSE_OPPOSITE_POSITIONS: false;
-    readonly BACKTEST_PRICE_MODE: "mid";
+    readonly BACKTEST_PRICE_MODE: "open";
     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 FEE_PERCENT: 0.001;
+    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 LIQUIDITY_TAILS_ATR_LENGTH: 14;
+    readonly LIQUIDITY_TAILS_ATR_MULT: 0.8;
+    readonly LIQUIDITY_TAILS_MIN_WICK_RATIO: 1.3;
+    readonly LIQUIDITY_TAILS_WICK_DOMINANCE: 1.2;
+    readonly LIQUIDITY_TAILS_MIN_GAP: 5;
+    readonly LIQUIDITY_TAILS_MAX_AGE: 500;
+    readonly LIQUIDITY_TAILS_KEEP_BROKEN: true;
+    readonly LIQUIDITY_TAILS_REACTION_CLOSE_BEYOND_ZONE: true;
+    readonly LIQUIDITY_TAILS_REQUIRE_REACTION_BODY: true;
+    readonly LIQUIDITY_TAILS_MAX_RETEST_DISTANCE_PCT: 1.2;
+    readonly LIQUIDITY_TAILS_STOP_ATR_BUFFER_MULT: 0.12;
+    readonly LIQUIDITY_TAILS_STOP_BUFFER_PCT: 0.03;
+    readonly LIQUIDITY_TAILS_TARGET_R_MULT: 2;
+    readonly LIQUIDITY_TAILS_EXIT_ON_OPPOSITE_RETEST: true;
+    readonly LIQUIDITY_TAILS_MAX_FIGURE_ZONES: 24;
+    readonly LONG: {
+        readonly enable: true;
+        readonly direction: "LONG";
+        readonly minRiskRatio: 1.2;
+    };
+    readonly SHORT: {
+        readonly enable: true;
+        readonly direction: "SHORT";
+        readonly minRiskRatio: 1.2;
+    };
+};
+
+declare const config$7: {
+    readonly ENV: "BACKTEST";
+    readonly INTERVAL: Interval;
+    readonly MAKE_ORDERS: true;
+    readonly CLOSE_OPPOSITE_POSITIONS: false;
+    readonly BACKTEST_PRICE_MODE: "open";
+    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: 0.001;
+    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 LIQUIDITY_ZONES_PIVOT_LOOKBACK: 15;
+    readonly LIQUIDITY_ZONES_SWING_AREA_MODE: "wick_extremity";
+    readonly LIQUIDITY_ZONES_FILTER_MODE: "count";
+    readonly LIQUIDITY_ZONES_MIN_FILTER_VALUE: 0;
+    readonly LIQUIDITY_ZONES_SHOW_SWING_HIGH_ZONES: true;
+    readonly LIQUIDITY_ZONES_SHOW_SWING_LOW_ZONES: true;
+    readonly LIQUIDITY_ZONES_MAX_AGE: 500;
+    readonly LIQUIDITY_ZONES_REACTION_CLOSE_BEYOND_ZONE: true;
+    readonly LIQUIDITY_ZONES_REQUIRE_REACTION_BODY: true;
+    readonly LIQUIDITY_ZONES_MAX_RETEST_PENETRATION_PCT: 125;
+    readonly LIQUIDITY_ZONES_STOP_ZONE_BUFFER_MULT: 0.2;
+    readonly LIQUIDITY_ZONES_STOP_BUFFER_PCT: 0.03;
+    readonly LIQUIDITY_ZONES_TARGET_R_MULT: 2;
+    readonly LIQUIDITY_ZONES_EXIT_ON_OPPOSITE_RETEST: true;
+    readonly LIQUIDITY_ZONES_MAX_FIGURE_ZONES: 24;
+    readonly LONG: {
+        readonly enable: true;
+        readonly direction: "LONG";
+        readonly minRiskRatio: 1.2;
+    };
+    readonly SHORT: {
+        readonly enable: true;
+        readonly direction: "SHORT";
+        readonly minRiskRatio: 1.2;
+    };
+};
+
+declare const config$6: {
+    readonly ENV: "BACKTEST";
+    readonly INTERVAL: Interval;
+    readonly MAKE_ORDERS: true;
+    readonly CLOSE_OPPOSITE_POSITIONS: false;
+    readonly BACKTEST_PRICE_MODE: "open";
+    readonly AI_ENABLED: false;
+    readonly AI_MODE: "llm";
+    readonly MIN_AI_QUALITY: 3;
+    readonly FEE_PERCENT: 0.001;
     readonly MAX_LOSS_VALUE: 10;
     readonly MA_FAST: 14;
     readonly MA_MEDIUM: 49;
@@ -199,34 +496,128 @@ declare const config$3: {
     readonly MACD_SLOW: 26;
     readonly MACD_SIGNAL: 9;
     readonly TRENDLINE: Partial<TrendLineOptions>;
+    readonly REVERSE_TRENDLINE_STOP_BASE_PCT: 1.4;
+    readonly REVERSE_TRENDLINE_TARGET_R_MULT: 1.8;
     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: {
+declare const config$5: {
+    readonly ENV: "BACKTEST";
+    readonly INTERVAL: Interval;
+    readonly MAKE_ORDERS: true;
+    readonly CLOSE_OPPOSITE_POSITIONS: false;
+    readonly BACKTEST_PRICE_MODE: "open";
+    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: 0.001;
+    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 STRUCTURE_ZONES_PIVOT_LENGTH: 5;
+    readonly STRUCTURE_ZONES_ATR_LENGTH: 14;
+    readonly STRUCTURE_ZONES_MIN_SWING_ATR: 0.8;
+    readonly STRUCTURE_ZONES_ZONE_WIDTH_ATR: 0.5;
+    readonly STRUCTURE_ZONES_ACCEPT_BARS: 2;
+    readonly STRUCTURE_ZONES_REACTION_CLOSE_BEYOND_ZONE: true;
+    readonly STRUCTURE_ZONES_REQUIRE_REACTION_BODY: true;
+    readonly STRUCTURE_ZONES_TRADE_TRANSITION_BREAKOUTS: true;
+    readonly STRUCTURE_ZONES_STOP_ZONE_BUFFER_MULT: 0.2;
+    readonly STRUCTURE_ZONES_STOP_BUFFER_PCT: 0.03;
+    readonly STRUCTURE_ZONES_TARGET_R_MULT: 2;
+    readonly STRUCTURE_ZONES_EXIT_ON_OPPOSITE_SIGNAL: true;
+    readonly STRUCTURE_ZONES_MAX_FIGURE_POINTS: 180;
+    readonly LONG: {
+        readonly enable: true;
+        readonly direction: "LONG";
+        readonly minRiskRatio: 1.2;
+    };
+    readonly SHORT: {
+        readonly enable: true;
+        readonly direction: "SHORT";
+        readonly minRiskRatio: 1.2;
+    };
+};
+
+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 BACKTEST_PRICE_MODE: "open";
     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 FEE_PERCENT: 0.001;
+    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 TRENDFOLLOW_PIVOT_LENGTH: 10;
+    readonly TRENDFOLLOW_MIN_BARS_BETWEEN_SIGNALS: 0;
+    readonly TRENDFOLLOW_ATR_LENGTH: 14;
+    readonly TRENDFOLLOW_ATR_MULT: 4;
+    readonly TRENDFOLLOW_SIGNAL_OFFSET_ATR: 0.35;
+    readonly TRENDFOLLOW_TARGET_R_MULT: 2;
+    readonly TRENDFOLLOW_EXIT_ON_TRAIL_STOP: true;
+    readonly TRENDFOLLOW_EXIT_ON_OPPOSITE_SIGNAL: true;
+    readonly TRENDFOLLOW_MAX_FIGURE_POINTS: 180;
+    readonly LONG: {
+        readonly enable: true;
+        readonly direction: "LONG";
+        readonly minRiskRatio: 1.2;
+    };
+    readonly SHORT: {
+        readonly enable: true;
+        readonly direction: "SHORT";
+        readonly minRiskRatio: 1.2;
+    };
+};
+
+declare const config$3: {
+    readonly ENV: "BACKTEST";
+    readonly INTERVAL: Interval;
+    readonly MAKE_ORDERS: true;
+    readonly CLOSE_OPPOSITE_POSITIONS: false;
+    readonly BACKTEST_PRICE_MODE: "open";
+    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: 0.001;
     readonly MAX_LOSS_VALUE: 10;
     readonly MA_FAST: 14;
     readonly MA_MEDIUM: 49;
@@ -246,36 +637,35 @@ declare const config$2: {
     readonly TRENDSHIFT_WIDTH_PCT: 75;
     readonly TRENDSHIFT_CONFIRM_FLIP_WITH_CLOSE: true;
     readonly TRENDSHIFT_MIN_FLIP_DISTANCE_ATR: 0.15;
+    readonly TRENDSHIFT_STOP_ATR_BUFFER_MULT: 0;
+    readonly TRENDSHIFT_STOP_BUFFER_PCT: 0.06;
+    readonly TRENDSHIFT_TARGET_R_MULT: 2.5;
     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: {
+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 BACKTEST_PRICE_MODE: "open";
     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 FEE_PERCENT: 0.001;
     readonly MAX_LOSS_VALUE: 10;
     readonly MA_FAST: 14;
     readonly MA_MEDIUM: 49;
@@ -292,34 +682,32 @@ declare const config$1: {
     readonly LEVEL_LOOKBACK: 20;
     readonly LEVEL_DELAY: 2;
     readonly TRENDLINE: Partial<TrendLineOptions>;
+    readonly TRENDLINE_STOP_BASE_PCT: 1.6;
+    readonly TRENDLINE_TARGET_R_MULT: 2.2;
     readonly HIGHS: {
         readonly enable: true;
         readonly direction: "LONG";
-        readonly TP: 4;
-        readonly SL: 1.3;
         readonly minRiskRatio: 2;
     };
     readonly LOWS: {
         readonly enable: true;
         readonly direction: "SHORT";
-        readonly TP: 4;
-        readonly SL: 1.3;
         readonly minRiskRatio: 2;
     };
 };
 
-declare const config: {
+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 BACKTEST_PRICE_MODE: "open";
     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 FEE_PERCENT: 0.001;
     readonly MAX_LOSS_VALUE: 10;
     readonly MA_FAST: 14;
     readonly MA_MEDIUM: 49;
@@ -344,38 +732,107 @@ declare const config: {
     readonly MIN_DIVERGENCE_AMPLITUDE_ATR_RATIO: 0.35;
     readonly MIN_RECLAIM_PCT: 105;
     readonly MIN_CONFIRMATION_CANDLE_QUALITY: 0.58;
+    readonly VOLUME_DIVERGENCE_STOP_ATR_BUFFER_MULT: 0.2;
+    readonly VOLUME_DIVERGENCE_STOP_BUFFER_PCT: 0.06;
+    readonly VOLUME_DIVERGENCE_TARGET_R_MULT: 4;
     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 config: {
+    readonly ENV: "BACKTEST";
+    readonly INTERVAL: Interval;
+    readonly MAKE_ORDERS: true;
+    readonly CLOSE_OPPOSITE_POSITIONS: false;
+    readonly BACKTEST_PRICE_MODE: "open";
+    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: 0.001;
+    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 VCB_MAX_ATR_PCT_RANK: 30;
+    readonly VCB_MAX_BB_WIDTH_RANK: 30;
+    readonly VCB_REQUIRE_BOTH_COMPRESSION_FILTERS: false;
+    readonly VCB_MIN_RANGE_EXPANSION_RANK: 60;
+    readonly VCB_MIN_VOLUME_REL20: 1.15;
+    readonly VCB_MIN_BREAKOUT_BODY_ATR: 0.2;
+    readonly VCB_REQUIRE_MTF_ALIGNMENT: false;
+    readonly VCB_REQUIRE_TRADE_FLOW_ALIGNMENT: false;
+    readonly VCB_STOP_ATR_BUFFER_MULT: 0.25;
+    readonly VCB_STOP_BUFFER_PCT: 0.04;
+    readonly VCB_FALLBACK_STOP_ATR_MULT: 1.2;
+    readonly VCB_TARGET_R_MULT: 2.4;
+    readonly VCB_EXIT_ON_OPPOSITE_BREAKOUT: true;
+    readonly LONG: {
+        readonly enable: true;
+        readonly direction: "LONG";
+        readonly minRiskRatio: 1.4;
+    };
+    readonly SHORT: {
+        readonly enable: true;
+        readonly direction: "SHORT";
+        readonly minRiskRatio: 1.4;
+    };
+};
+
 declare const adaptiveMomentumRibbonAiAdapter: StrategyAiAdapter;
 
 declare const adaptiveMomentumRibbonMlAdapter: StrategyMlAdapter;
 
+declare const adaptiveTrendChannelAiAdapter: StrategyAiAdapter;
+
+declare const marketFlushReversalAiAdapter: StrategyAiAdapter;
+
 declare const maStrategyAiAdapter: StrategyAiAdapter;
 
+declare const relativeRotationAiAdapter: StrategyAiAdapter;
+
 declare const maStrategyMlAdapter: StrategyMlAdapter;
 
 declare const reverseTrendLineAiAdapter: StrategyAiAdapter;
 
 declare const trendShiftAiAdapter: StrategyAiAdapter;
 
+declare const doubleTapAiAdapter: StrategyAiAdapter;
+
+declare const liquidityTailsAiAdapter: StrategyAiAdapter;
+
+declare const liquidityZonesAiAdapter: StrategyAiAdapter;
+
+declare const structureZonesAiAdapter: StrategyAiAdapter;
+
+declare const trendFollowAiAdapter: StrategyAiAdapter;
+
 declare const volumeDivergenceAiAdapter: StrategyAiAdapter;
 
 declare const volumeDivergenceMlAdapter: StrategyMlAdapter;
 
+declare const volatilityCompressionBreakoutAiAdapter: StrategyAiAdapter;
+
 declare const strategyEntries: StrategyRegistryEntry[];
 declare const getBuiltInStrategyDefaultConfig: (strategyName: string) => StrategyConfig | undefined;
 
@@ -383,4 +840,4 @@ declare const _default: {
     strategyEntries: StrategyRegistryEntry[];
 };
 
-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$2 as trendShiftDefaultConfig, volumeDivergenceAiAdapter, config as volumeDivergenceDefaultConfig, volumeDivergenceMlAdapter };
+export { adaptiveMomentumRibbonAiAdapter, config$f as adaptiveMomentumRibbonDefaultConfig, adaptiveMomentumRibbonMlAdapter, adaptiveTrendChannelAiAdapter, config$e as adaptiveTrendChannelDefaultConfig, config$d as breakoutDefaultConfig, _default as default, doubleTapAiAdapter, config$b as doubleTapDefaultConfig, getBuiltInStrategyDefaultConfig, liquidityTailsAiAdapter, config$8 as liquidityTailsDefaultConfig, liquidityZonesAiAdapter, config$7 as liquidityZonesDefaultConfig, maStrategyAiAdapter, config$a as maStrategyDefaultConfig, maStrategyMlAdapter, marketFlushReversalAiAdapter, config$c as marketFlushReversalDefaultConfig, relativeRotationAiAdapter, config$9 as relativeRotationDefaultConfig, reverseTrendLineAiAdapter, config$6 as reverseTrendLineDefaultConfig, strategyEntries, structureZonesAiAdapter, config$5 as structureZonesDefaultConfig, trendFollowAiAdapter, config$4 as trendFollowDefaultConfig, config$2 as trendLineDefaultConfig, trendShiftAiAdapter, config$3 as trendShiftDefaultConfig, volatilityCompressionBreakoutAiAdapter, config as volatilityCompressionBreakoutDefaultConfig, volumeDivergenceAiAdapter, config$1 as volumeDivergenceDefaultConfig, volumeDivergenceMlAdapter };