@tradejs/strategies 2.0.1 → 2.0.3

package/dist/index.d.mts

@@ -1,7 +1,7 @@
 import { Interval, TrendLineOptions, StrategyAiAdapter, StrategyMlAdapter, StrategyRegistryEntry, StrategyConfig } from '@tradejs/types';
 
 type AdaptiveMomentumRibbonKcMaType = 'SMA' | 'EMA' | 'SMMA (RMA)' | 'WMA' | 'VWMA';
-declare const config$f: {
+declare const config$g: {
     readonly ENV: "BACKTEST";
     readonly INTERVAL: Interval;
     readonly MAKE_ORDERS: true;
@@ -44,7 +44,7 @@ declare const config$f: {
     };
 };
 
-declare const config$e: {
+declare const config$f: {
     readonly ENV: "BACKTEST";
     readonly INTERVAL: Interval;
     readonly MAKE_ORDERS: true;
@@ -95,7 +95,7 @@ declare const config$e: {
     };
 };
 
-declare const config$d: {
+declare const config$e: {
     ML_ENABLED: boolean;
     MA_FAST: number;
     MA_MEDIUM: number;
@@ -194,7 +194,7 @@ declare const config$d: {
     SL_SHORT: number;
 };
 
-declare const config$c: {
+declare const config$d: {
     readonly ENV: "BACKTEST";
     readonly INTERVAL: Interval;
     readonly MAKE_ORDERS: true;
@@ -243,7 +243,7 @@ declare const config$c: {
     };
 };
 
-declare const config$b: {
+declare const config$c: {
     readonly ENV: "BACKTEST";
     readonly INTERVAL: Interval;
     readonly MAKE_ORDERS: true;
@@ -287,6 +287,62 @@ declare const config$b: {
     };
 };
 
+declare const config$b: {
+    readonly ENV: "BACKTEST";
+    readonly INTERVAL: Interval;
+    readonly MAKE_ORDERS: true;
+    readonly CLOSE_OPPOSITE_POSITIONS: false;
+    readonly BACKTEST_PRICE_MODE: "open";
+    readonly AI_ENABLED: false;
+    readonly AI_MODE: "llm";
+    readonly ML_ENABLED: false;
+    readonly ML_THRESHOLD: 0.1;
+    readonly MIN_AI_QUALITY: 3;
+    readonly FEE_PERCENT: 0.001;
+    readonly MAX_LOSS_VALUE: 10;
+    readonly MA_FAST: 20;
+    readonly MA_MEDIUM: 50;
+    readonly MA_SLOW: 100;
+    readonly OBV_SMA: 10;
+    readonly ATR: 14;
+    readonly ATR_PCT_SHORT: 7;
+    readonly ATR_PCT_LONG: 30;
+    readonly BB: 20;
+    readonly BB_STD: 2;
+    readonly MACD_FAST: 12;
+    readonly MACD_SLOW: 26;
+    readonly MACD_SIGNAL: 9;
+    readonly GRID_FAST_EMA: 20;
+    readonly GRID_SLOW_EMA: 55;
+    readonly GRID_ATR_PERIOD: 14;
+    readonly GRID_TREND_SLOPE_BARS: 5;
+    readonly GRID_MIN_TREND_STRENGTH_ATR: 0.15;
+    readonly GRID_MAX_TREND_STRENGTH_ATR: 2.5;
+    readonly GRID_MIN_SLOW_SLOPE_ATR: 0.04;
+    readonly GRID_MIN_ATR_PCT: 0.15;
+    readonly GRID_MAX_ATR_PCT: 5;
+    readonly GRID_MAX_PULLBACK_BEYOND_SLOW_ATR: 0.5;
+    readonly GRID_STEP_ATR_MULT: 0.8;
+    readonly GRID_MIN_STEP_PCT: 0.35;
+    readonly GRID_STOP_ATR_MULT: 4.5;
+    readonly GRID_TAKE_PROFIT_STEP_MULT: 1;
+    readonly GRID_MAX_LEVELS: 4;
+    readonly GRID_MAX_CANDLE_RANGE_ATR: 3;
+    readonly GRID_EXIT_ON_REGIME_FLIP: true;
+    readonly GRID_EXIT_ON_VOLATILITY_SHOCK: true;
+    readonly GRID_ENTRY_COOLDOWN_BARS: 8;
+    readonly GRID_PROTECTION_REPRICE_ATR: 0.15;
+    readonly GRID_MAX_FIGURE_POINTS: 160;
+    readonly LONG: {
+        readonly enable: true;
+        readonly direction: "LONG";
+    };
+    readonly SHORT: {
+        readonly enable: true;
+        readonly direction: "SHORT";
+    };
+};
+
 declare const config$a: {
     readonly ENV: "BACKTEST";
     readonly INTERVAL: Interval;
@@ -329,7 +385,7 @@ declare const config$9: {
     readonly AI_MODE: "llm";
     readonly ML_ENABLED: false;
     readonly ML_THRESHOLD: 0.1;
-    readonly MIN_AI_QUALITY: 3;
+    readonly MIN_AI_QUALITY: 4;
     readonly FEE_PERCENT: 0.001;
     readonly MAX_LOSS_VALUE: 10;
     readonly MA_FAST: 14;
@@ -346,25 +402,25 @@ declare const config$9: {
     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_ALPHA_24H: 4;
+    readonly RR_MIN_RATIO_RETURN_24H: 1;
+    readonly RR_MIN_RELATIVE_STRENGTH_1H: 4;
     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_ATR_MULT: 2.4;
     readonly RR_STOP_BUFFER_PCT: 0.05;
-    readonly RR_TARGET_R_MULT: 2.5;
-    readonly RR_EXIT_ON_OPPOSITE_ROTATION: true;
+    readonly RR_TARGET_R_MULT: 1.5;
+    readonly RR_EXIT_ON_OPPOSITE_ROTATION: false;
     readonly LONG: {
         readonly enable: true;
         readonly direction: "LONG";
-        readonly minRiskRatio: 1.5;
+        readonly minRiskRatio: 1.2;
     };
     readonly SHORT: {
         readonly enable: true;
         readonly direction: "SHORT";
-        readonly minRiskRatio: 1.5;
+        readonly minRiskRatio: 1.2;
     };
 };
 
@@ -819,6 +875,8 @@ declare const trendShiftAiAdapter: StrategyAiAdapter;
 
 declare const doubleTapAiAdapter: StrategyAiAdapter;
 
+declare const gridAiAdapter: StrategyAiAdapter;
+
 declare const liquidityTailsAiAdapter: StrategyAiAdapter;
 
 declare const liquidityZonesAiAdapter: StrategyAiAdapter;
@@ -840,4 +898,4 @@ declare const _default: {
     strategyEntries: StrategyRegistryEntry[];
 };
 
-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$1 as volumeDivergenceDefaultConfig, volumeDivergenceMlAdapter };
+export { adaptiveMomentumRibbonAiAdapter, config$g as adaptiveMomentumRibbonDefaultConfig, adaptiveMomentumRibbonMlAdapter, adaptiveTrendChannelAiAdapter, config$f as adaptiveTrendChannelDefaultConfig, config$e as breakoutDefaultConfig, _default as default, doubleTapAiAdapter, config$c as doubleTapDefaultConfig, getBuiltInStrategyDefaultConfig, gridAiAdapter, config$b as gridDefaultConfig, liquidityTailsAiAdapter, config$8 as liquidityTailsDefaultConfig, liquidityZonesAiAdapter, config$7 as liquidityZonesDefaultConfig, maStrategyAiAdapter, config$a as maStrategyDefaultConfig, maStrategyMlAdapter, marketFlushReversalAiAdapter, config$d 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 };

package/dist/index.d.ts

@@ -1,7 +1,7 @@
 import { Interval, TrendLineOptions, StrategyAiAdapter, StrategyMlAdapter, StrategyRegistryEntry, StrategyConfig } from '@tradejs/types';
 
 type AdaptiveMomentumRibbonKcMaType = 'SMA' | 'EMA' | 'SMMA (RMA)' | 'WMA' | 'VWMA';
-declare const config$f: {
+declare const config$g: {
     readonly ENV: "BACKTEST";
     readonly INTERVAL: Interval;
     readonly MAKE_ORDERS: true;
@@ -44,7 +44,7 @@ declare const config$f: {
     };
 };
 
-declare const config$e: {
+declare const config$f: {
     readonly ENV: "BACKTEST";
     readonly INTERVAL: Interval;
     readonly MAKE_ORDERS: true;
@@ -95,7 +95,7 @@ declare const config$e: {
     };
 };
 
-declare const config$d: {
+declare const config$e: {
     ML_ENABLED: boolean;
     MA_FAST: number;
     MA_MEDIUM: number;
@@ -194,7 +194,7 @@ declare const config$d: {
     SL_SHORT: number;
 };
 
-declare const config$c: {
+declare const config$d: {
     readonly ENV: "BACKTEST";
     readonly INTERVAL: Interval;
     readonly MAKE_ORDERS: true;
@@ -243,7 +243,7 @@ declare const config$c: {
     };
 };
 
-declare const config$b: {
+declare const config$c: {
     readonly ENV: "BACKTEST";
     readonly INTERVAL: Interval;
     readonly MAKE_ORDERS: true;
@@ -287,6 +287,62 @@ declare const config$b: {
     };
 };
 
+declare const config$b: {
+    readonly ENV: "BACKTEST";
+    readonly INTERVAL: Interval;
+    readonly MAKE_ORDERS: true;
+    readonly CLOSE_OPPOSITE_POSITIONS: false;
+    readonly BACKTEST_PRICE_MODE: "open";
+    readonly AI_ENABLED: false;
+    readonly AI_MODE: "llm";
+    readonly ML_ENABLED: false;
+    readonly ML_THRESHOLD: 0.1;
+    readonly MIN_AI_QUALITY: 3;
+    readonly FEE_PERCENT: 0.001;
+    readonly MAX_LOSS_VALUE: 10;
+    readonly MA_FAST: 20;
+    readonly MA_MEDIUM: 50;
+    readonly MA_SLOW: 100;
+    readonly OBV_SMA: 10;
+    readonly ATR: 14;
+    readonly ATR_PCT_SHORT: 7;
+    readonly ATR_PCT_LONG: 30;
+    readonly BB: 20;
+    readonly BB_STD: 2;
+    readonly MACD_FAST: 12;
+    readonly MACD_SLOW: 26;
+    readonly MACD_SIGNAL: 9;
+    readonly GRID_FAST_EMA: 20;
+    readonly GRID_SLOW_EMA: 55;
+    readonly GRID_ATR_PERIOD: 14;
+    readonly GRID_TREND_SLOPE_BARS: 5;
+    readonly GRID_MIN_TREND_STRENGTH_ATR: 0.15;
+    readonly GRID_MAX_TREND_STRENGTH_ATR: 2.5;
+    readonly GRID_MIN_SLOW_SLOPE_ATR: 0.04;
+    readonly GRID_MIN_ATR_PCT: 0.15;
+    readonly GRID_MAX_ATR_PCT: 5;
+    readonly GRID_MAX_PULLBACK_BEYOND_SLOW_ATR: 0.5;
+    readonly GRID_STEP_ATR_MULT: 0.8;
+    readonly GRID_MIN_STEP_PCT: 0.35;
+    readonly GRID_STOP_ATR_MULT: 4.5;
+    readonly GRID_TAKE_PROFIT_STEP_MULT: 1;
+    readonly GRID_MAX_LEVELS: 4;
+    readonly GRID_MAX_CANDLE_RANGE_ATR: 3;
+    readonly GRID_EXIT_ON_REGIME_FLIP: true;
+    readonly GRID_EXIT_ON_VOLATILITY_SHOCK: true;
+    readonly GRID_ENTRY_COOLDOWN_BARS: 8;
+    readonly GRID_PROTECTION_REPRICE_ATR: 0.15;
+    readonly GRID_MAX_FIGURE_POINTS: 160;
+    readonly LONG: {
+        readonly enable: true;
+        readonly direction: "LONG";
+    };
+    readonly SHORT: {
+        readonly enable: true;
+        readonly direction: "SHORT";
+    };
+};
+
 declare const config$a: {
     readonly ENV: "BACKTEST";
     readonly INTERVAL: Interval;
@@ -329,7 +385,7 @@ declare const config$9: {
     readonly AI_MODE: "llm";
     readonly ML_ENABLED: false;
     readonly ML_THRESHOLD: 0.1;
-    readonly MIN_AI_QUALITY: 3;
+    readonly MIN_AI_QUALITY: 4;
     readonly FEE_PERCENT: 0.001;
     readonly MAX_LOSS_VALUE: 10;
     readonly MA_FAST: 14;
@@ -346,25 +402,25 @@ declare const config$9: {
     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_ALPHA_24H: 4;
+    readonly RR_MIN_RATIO_RETURN_24H: 1;
+    readonly RR_MIN_RELATIVE_STRENGTH_1H: 4;
     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_ATR_MULT: 2.4;
     readonly RR_STOP_BUFFER_PCT: 0.05;
-    readonly RR_TARGET_R_MULT: 2.5;
-    readonly RR_EXIT_ON_OPPOSITE_ROTATION: true;
+    readonly RR_TARGET_R_MULT: 1.5;
+    readonly RR_EXIT_ON_OPPOSITE_ROTATION: false;
     readonly LONG: {
         readonly enable: true;
         readonly direction: "LONG";
-        readonly minRiskRatio: 1.5;
+        readonly minRiskRatio: 1.2;
     };
     readonly SHORT: {
         readonly enable: true;
         readonly direction: "SHORT";
-        readonly minRiskRatio: 1.5;
+        readonly minRiskRatio: 1.2;
     };
 };
 
@@ -819,6 +875,8 @@ declare const trendShiftAiAdapter: StrategyAiAdapter;
 
 declare const doubleTapAiAdapter: StrategyAiAdapter;
 
+declare const gridAiAdapter: StrategyAiAdapter;
+
 declare const liquidityTailsAiAdapter: StrategyAiAdapter;
 
 declare const liquidityZonesAiAdapter: StrategyAiAdapter;
@@ -840,4 +898,4 @@ declare const _default: {
     strategyEntries: StrategyRegistryEntry[];
 };
 
-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$1 as volumeDivergenceDefaultConfig, volumeDivergenceMlAdapter };
+export { adaptiveMomentumRibbonAiAdapter, config$g as adaptiveMomentumRibbonDefaultConfig, adaptiveMomentumRibbonMlAdapter, adaptiveTrendChannelAiAdapter, config$f as adaptiveTrendChannelDefaultConfig, config$e as breakoutDefaultConfig, _default as default, doubleTapAiAdapter, config$c as doubleTapDefaultConfig, getBuiltInStrategyDefaultConfig, gridAiAdapter, config$b as gridDefaultConfig, liquidityTailsAiAdapter, config$8 as liquidityTailsDefaultConfig, liquidityZonesAiAdapter, config$7 as liquidityZonesDefaultConfig, maStrategyAiAdapter, config$a as maStrategyDefaultConfig, maStrategyMlAdapter, marketFlushReversalAiAdapter, config$d 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 };