@tradejs/strategies 2.0.6 → 2.0.7

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$g: {
+declare const config$h: {
     readonly ENV: "BACKTEST";
     readonly INTERVAL: Interval;
     readonly MAKE_ORDERS: true;
@@ -44,7 +44,7 @@ declare const config$g: {
     };
 };
 
-declare const config$f: {
+declare const config$g: {
     readonly ENV: "BACKTEST";
     readonly INTERVAL: Interval;
     readonly MAKE_ORDERS: true;
@@ -95,7 +95,7 @@ declare const config$f: {
     };
 };
 
-declare const config$e: {
+declare const config$f: {
     ML_ENABLED: boolean;
     MA_FAST: number;
     MA_MEDIUM: number;
@@ -194,7 +194,7 @@ declare const config$e: {
     SL_SHORT: number;
 };
 
-declare const config$d: {
+declare const config$e: {
     readonly ENV: "BACKTEST";
     readonly INTERVAL: Interval;
     readonly MAKE_ORDERS: true;
@@ -243,7 +243,7 @@ declare const config$d: {
     };
 };
 
-declare const config$c: {
+declare const config$d: {
     readonly ENV: "BACKTEST";
     readonly INTERVAL: Interval;
     readonly MAKE_ORDERS: true;
@@ -287,7 +287,9 @@ declare const config$c: {
     };
 };
 
-declare const config$b: {
+type GridRangeFilterMode = 'off' | 'block_entries' | 'block_all' | 'edge_all';
+
+declare const config$c: {
     readonly ENV: "BACKTEST";
     readonly INTERVAL: Interval;
     readonly MAKE_ORDERS: true;
@@ -333,6 +335,86 @@ declare const config$b: {
     readonly GRID_ENTRY_COOLDOWN_BARS: 8;
     readonly GRID_PROTECTION_REPRICE_ATR: 0.15;
     readonly GRID_MAX_FIGURE_POINTS: 160;
+    readonly GRID_RANGE_FILTER_MODE: GridRangeFilterMode;
+    readonly GRID_RANGE_PIVOT_LEFT_BARS: 3;
+    readonly GRID_RANGE_PIVOT_RIGHT_BARS: 3;
+    readonly GRID_RANGE_LOOKBACK_BARS: 96;
+    readonly GRID_RANGE_MIN_PIVOTS_PER_SIDE: 2;
+    readonly GRID_RANGE_MIN_WIDTH_ATR: 3;
+    readonly GRID_RANGE_MAX_WIDTH_ATR: 18;
+    readonly GRID_RANGE_MAX_CENTER_SLOPE_ATR_PER_BAR: 0.03;
+    readonly GRID_RANGE_MAX_BOUNDARY_DIVERGENCE_ATR: 1;
+    readonly GRID_RANGE_MIN_CONTAINMENT_RATIO: 0.75;
+    readonly GRID_RANGE_CONTAINMENT_TOLERANCE_ATR: 0.2;
+    readonly GRID_RANGE_EDGE_FRACTION: 0.35;
+    readonly LONG: {
+        readonly enable: true;
+        readonly direction: "LONG";
+    };
+    readonly SHORT: {
+        readonly enable: true;
+        readonly direction: "SHORT";
+    };
+};
+
+type GridClassicTakeProfitMode = 'center' | 'opposite_edge';
+type GridClassicEntryConfirmation = 'rejection' | 'close_inside' | 'either';
+declare const config$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 GRIDCLASSIC_ATR_PERIOD: 14;
+    readonly GRIDCLASSIC_PIVOT_LEFT_BARS: 3;
+    readonly GRIDCLASSIC_PIVOT_RIGHT_BARS: 3;
+    readonly GRIDCLASSIC_LOOKBACK_BARS: 96;
+    readonly GRIDCLASSIC_MIN_PIVOTS_PER_SIDE: 3;
+    readonly GRIDCLASSIC_MIN_WIDTH_ATR: 3;
+    readonly GRIDCLASSIC_MAX_WIDTH_ATR: 14;
+    readonly GRIDCLASSIC_MAX_CENTER_SLOPE_ATR_PER_BAR: 0.015;
+    readonly GRIDCLASSIC_MAX_BOUNDARY_DIVERGENCE_ATR: 0.8;
+    readonly GRIDCLASSIC_MIN_CONTAINMENT_RATIO: 0.9;
+    readonly GRIDCLASSIC_CONTAINMENT_TOLERANCE_ATR: 0.2;
+    readonly GRIDCLASSIC_BREAKOUT_TOLERANCE_ATR: 0.25;
+    readonly GRIDCLASSIC_MIN_RANGE_AGE_BARS: 32;
+    readonly GRIDCLASSIC_MAX_VOLATILITY_EXPANSION: 1.8;
+    readonly GRIDCLASSIC_MAX_CANDLE_RANGE_ATR: 3;
+    readonly GRIDCLASSIC_EDGE_ZONE_FRACTION: 0.12;
+    readonly GRIDCLASSIC_ENTRY_CONFIRMATION: GridClassicEntryConfirmation;
+    readonly GRIDCLASSIC_MIN_REJECTION_WICK_RATIO: 1.5;
+    readonly GRIDCLASSIC_LEVELS: 4;
+    readonly GRIDCLASSIC_GRID_STEP_ATR: 0.3;
+    readonly GRIDCLASSIC_GRID_STEP_RANGE_FRACTION: 0.1;
+    readonly GRIDCLASSIC_LEVEL_SIZE_DECAY: 1;
+    readonly GRIDCLASSIC_STOP_ATR_BUFFER: 1.5;
+    readonly GRIDCLASSIC_TP_MODE: GridClassicTakeProfitMode;
+    readonly GRIDCLASSIC_BREAKOUT_CONFIRM_BARS: 1;
+    readonly GRIDCLASSIC_INVALIDATION_BARS: 3;
+    readonly GRIDCLASSIC_MAX_HOLD_BARS: 192;
+    readonly GRIDCLASSIC_COOLDOWN_BARS: 16;
+    readonly GRIDCLASSIC_RISK_SLIPPAGE_BPS: 10;
+    readonly GRIDCLASSIC_PROTECTION_REPRICE_ATR: 0.15;
+    readonly GRIDCLASSIC_MAX_FIGURE_POINTS: 180;
     readonly LONG: {
         readonly enable: true;
         readonly direction: "LONG";
@@ -877,6 +959,8 @@ declare const doubleTapAiAdapter: StrategyAiAdapter;
 
 declare const gridAiAdapter: StrategyAiAdapter;
 
+declare const gridClassicAiAdapter: StrategyAiAdapter;
+
 declare const liquidityTailsAiAdapter: StrategyAiAdapter;
 
 declare const liquidityZonesAiAdapter: StrategyAiAdapter;
@@ -898,4 +982,4 @@ declare const _default: {
     strategyEntries: StrategyRegistryEntry[];
 };
 
-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$1 as volumeDivergenceDefaultConfig, volumeDivergenceMlAdapter };
+export { adaptiveMomentumRibbonAiAdapter, config$h as adaptiveMomentumRibbonDefaultConfig, adaptiveMomentumRibbonMlAdapter, adaptiveTrendChannelAiAdapter, config$g as adaptiveTrendChannelDefaultConfig, config$f as breakoutDefaultConfig, _default as default, doubleTapAiAdapter, config$d as doubleTapDefaultConfig, getBuiltInStrategyDefaultConfig, gridAiAdapter, gridClassicAiAdapter, config$b as gridClassicDefaultConfig, config$c as gridDefaultConfig, liquidityTailsAiAdapter, config$8 as liquidityTailsDefaultConfig, liquidityZonesAiAdapter, config$7 as liquidityZonesDefaultConfig, maStrategyAiAdapter, config$a as maStrategyDefaultConfig, maStrategyMlAdapter, marketFlushReversalAiAdapter, config$e 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$g: {
+declare const config$h: {
     readonly ENV: "BACKTEST";
     readonly INTERVAL: Interval;
     readonly MAKE_ORDERS: true;
@@ -44,7 +44,7 @@ declare const config$g: {
     };
 };
 
-declare const config$f: {
+declare const config$g: {
     readonly ENV: "BACKTEST";
     readonly INTERVAL: Interval;
     readonly MAKE_ORDERS: true;
@@ -95,7 +95,7 @@ declare const config$f: {
     };
 };
 
-declare const config$e: {
+declare const config$f: {
     ML_ENABLED: boolean;
     MA_FAST: number;
     MA_MEDIUM: number;
@@ -194,7 +194,7 @@ declare const config$e: {
     SL_SHORT: number;
 };
 
-declare const config$d: {
+declare const config$e: {
     readonly ENV: "BACKTEST";
     readonly INTERVAL: Interval;
     readonly MAKE_ORDERS: true;
@@ -243,7 +243,7 @@ declare const config$d: {
     };
 };
 
-declare const config$c: {
+declare const config$d: {
     readonly ENV: "BACKTEST";
     readonly INTERVAL: Interval;
     readonly MAKE_ORDERS: true;
@@ -287,7 +287,9 @@ declare const config$c: {
     };
 };
 
-declare const config$b: {
+type GridRangeFilterMode = 'off' | 'block_entries' | 'block_all' | 'edge_all';
+
+declare const config$c: {
     readonly ENV: "BACKTEST";
     readonly INTERVAL: Interval;
     readonly MAKE_ORDERS: true;
@@ -333,6 +335,86 @@ declare const config$b: {
     readonly GRID_ENTRY_COOLDOWN_BARS: 8;
     readonly GRID_PROTECTION_REPRICE_ATR: 0.15;
     readonly GRID_MAX_FIGURE_POINTS: 160;
+    readonly GRID_RANGE_FILTER_MODE: GridRangeFilterMode;
+    readonly GRID_RANGE_PIVOT_LEFT_BARS: 3;
+    readonly GRID_RANGE_PIVOT_RIGHT_BARS: 3;
+    readonly GRID_RANGE_LOOKBACK_BARS: 96;
+    readonly GRID_RANGE_MIN_PIVOTS_PER_SIDE: 2;
+    readonly GRID_RANGE_MIN_WIDTH_ATR: 3;
+    readonly GRID_RANGE_MAX_WIDTH_ATR: 18;
+    readonly GRID_RANGE_MAX_CENTER_SLOPE_ATR_PER_BAR: 0.03;
+    readonly GRID_RANGE_MAX_BOUNDARY_DIVERGENCE_ATR: 1;
+    readonly GRID_RANGE_MIN_CONTAINMENT_RATIO: 0.75;
+    readonly GRID_RANGE_CONTAINMENT_TOLERANCE_ATR: 0.2;
+    readonly GRID_RANGE_EDGE_FRACTION: 0.35;
+    readonly LONG: {
+        readonly enable: true;
+        readonly direction: "LONG";
+    };
+    readonly SHORT: {
+        readonly enable: true;
+        readonly direction: "SHORT";
+    };
+};
+
+type GridClassicTakeProfitMode = 'center' | 'opposite_edge';
+type GridClassicEntryConfirmation = 'rejection' | 'close_inside' | 'either';
+declare const config$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 GRIDCLASSIC_ATR_PERIOD: 14;
+    readonly GRIDCLASSIC_PIVOT_LEFT_BARS: 3;
+    readonly GRIDCLASSIC_PIVOT_RIGHT_BARS: 3;
+    readonly GRIDCLASSIC_LOOKBACK_BARS: 96;
+    readonly GRIDCLASSIC_MIN_PIVOTS_PER_SIDE: 3;
+    readonly GRIDCLASSIC_MIN_WIDTH_ATR: 3;
+    readonly GRIDCLASSIC_MAX_WIDTH_ATR: 14;
+    readonly GRIDCLASSIC_MAX_CENTER_SLOPE_ATR_PER_BAR: 0.015;
+    readonly GRIDCLASSIC_MAX_BOUNDARY_DIVERGENCE_ATR: 0.8;
+    readonly GRIDCLASSIC_MIN_CONTAINMENT_RATIO: 0.9;
+    readonly GRIDCLASSIC_CONTAINMENT_TOLERANCE_ATR: 0.2;
+    readonly GRIDCLASSIC_BREAKOUT_TOLERANCE_ATR: 0.25;
+    readonly GRIDCLASSIC_MIN_RANGE_AGE_BARS: 32;
+    readonly GRIDCLASSIC_MAX_VOLATILITY_EXPANSION: 1.8;
+    readonly GRIDCLASSIC_MAX_CANDLE_RANGE_ATR: 3;
+    readonly GRIDCLASSIC_EDGE_ZONE_FRACTION: 0.12;
+    readonly GRIDCLASSIC_ENTRY_CONFIRMATION: GridClassicEntryConfirmation;
+    readonly GRIDCLASSIC_MIN_REJECTION_WICK_RATIO: 1.5;
+    readonly GRIDCLASSIC_LEVELS: 4;
+    readonly GRIDCLASSIC_GRID_STEP_ATR: 0.3;
+    readonly GRIDCLASSIC_GRID_STEP_RANGE_FRACTION: 0.1;
+    readonly GRIDCLASSIC_LEVEL_SIZE_DECAY: 1;
+    readonly GRIDCLASSIC_STOP_ATR_BUFFER: 1.5;
+    readonly GRIDCLASSIC_TP_MODE: GridClassicTakeProfitMode;
+    readonly GRIDCLASSIC_BREAKOUT_CONFIRM_BARS: 1;
+    readonly GRIDCLASSIC_INVALIDATION_BARS: 3;
+    readonly GRIDCLASSIC_MAX_HOLD_BARS: 192;
+    readonly GRIDCLASSIC_COOLDOWN_BARS: 16;
+    readonly GRIDCLASSIC_RISK_SLIPPAGE_BPS: 10;
+    readonly GRIDCLASSIC_PROTECTION_REPRICE_ATR: 0.15;
+    readonly GRIDCLASSIC_MAX_FIGURE_POINTS: 180;
     readonly LONG: {
         readonly enable: true;
         readonly direction: "LONG";
@@ -877,6 +959,8 @@ declare const doubleTapAiAdapter: StrategyAiAdapter;
 
 declare const gridAiAdapter: StrategyAiAdapter;
 
+declare const gridClassicAiAdapter: StrategyAiAdapter;
+
 declare const liquidityTailsAiAdapter: StrategyAiAdapter;
 
 declare const liquidityZonesAiAdapter: StrategyAiAdapter;
@@ -898,4 +982,4 @@ declare const _default: {
     strategyEntries: StrategyRegistryEntry[];
 };
 
-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$1 as volumeDivergenceDefaultConfig, volumeDivergenceMlAdapter };
+export { adaptiveMomentumRibbonAiAdapter, config$h as adaptiveMomentumRibbonDefaultConfig, adaptiveMomentumRibbonMlAdapter, adaptiveTrendChannelAiAdapter, config$g as adaptiveTrendChannelDefaultConfig, config$f as breakoutDefaultConfig, _default as default, doubleTapAiAdapter, config$d as doubleTapDefaultConfig, getBuiltInStrategyDefaultConfig, gridAiAdapter, gridClassicAiAdapter, config$b as gridClassicDefaultConfig, config$c as gridDefaultConfig, liquidityTailsAiAdapter, config$8 as liquidityTailsDefaultConfig, liquidityZonesAiAdapter, config$7 as liquidityZonesDefaultConfig, maStrategyAiAdapter, config$a as maStrategyDefaultConfig, maStrategyMlAdapter, marketFlushReversalAiAdapter, config$e 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 };