@tradejs/strategy-double-tap 3.0.0

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Files changed (7) hide show
  1. package/LICENSE +96 -0
  2. package/README.md +34 -0
  3. package/dist/index.cjs +1677 -0
  4. package/dist/index.d.cts +90 -0
  5. package/dist/index.d.ts +90 -0
  6. package/dist/index.js +1653 -0
  7. package/package.json +65 -0
package/dist/index.d.cts ADDED
@@ -0,0 +1,90 @@
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+ import { StrategyConfig, Interval, BacktestPriceMode, Direction, StrategyRegistryEntry, StrategyManifest, StrategyAiAdapter } from '@tradejs/types';
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+
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+ interface DoubleTapSideConfig {
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+ enable: boolean;
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+ direction: Direction;
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+ minRiskRatio: number;
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+ }
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+ type DoubleTapEntryMode = "breakout" | "close_acceptance" | "retest";
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+ declare const config: {
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+ readonly ENV: "BACKTEST";
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+ readonly INTERVAL: Interval;
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+ readonly MAKE_ORDERS: true;
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+ readonly CLOSE_OPPOSITE_POSITIONS: false;
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+ readonly BACKTEST_PRICE_MODE: "open";
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+ readonly AI_ENABLED: false;
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+ readonly AI_MODE: "llm";
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+ readonly ML_ENABLED: false;
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+ readonly ML_THRESHOLD: 0.1;
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+ readonly MIN_AI_QUALITY: 4;
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+ readonly FEE_PERCENT: 0.001;
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+ readonly MAX_LOSS_VALUE: 10;
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+ readonly MA_FAST: 14;
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+ readonly MA_MEDIUM: 49;
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+ readonly MA_SLOW: 50;
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+ readonly OBV_SMA: 10;
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+ readonly ATR: 14;
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+ readonly ATR_PCT_SHORT: 7;
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+ readonly ATR_PCT_LONG: 30;
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+ readonly BB: 20;
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+ readonly BB_STD: 2;
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+ readonly MACD_FAST: 12;
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+ readonly MACD_SLOW: 26;
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+ readonly MACD_SIGNAL: 9;
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+ readonly DOUBLETAP_PIVOT_LENGTH: 35;
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+ readonly DOUBLETAP_PIVOT_TOLERANCE_PCT: 12;
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+ readonly DOUBLETAP_TARGET_FIB_PCT: 180;
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+ readonly DOUBLETAP_STOP_FIB_PCT: 0;
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+ readonly DOUBLETAP_MIN_PATTERN_HEIGHT_PCT: 0.2;
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+ readonly DOUBLETAP_MIN_PATTERN_HEIGHT_ATR: 1;
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+ readonly DOUBLETAP_ATR_PERIOD: 14;
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+ readonly DOUBLETAP_MIN_TAP_SPACING_BARS: 3;
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+ readonly DOUBLETAP_MAX_PATTERN_AGE_BARS: 180;
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+ readonly DOUBLETAP_MIN_LEG_SYMMETRY_RATIO: 0.25;
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+ readonly DOUBLETAP_MIN_BREAKOUT_DISTANCE_ATR: 0.05;
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+ readonly DOUBLETAP_MAX_BREAKOUT_DISTANCE_HEIGHT_RATIO: 0.8;
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+ readonly DOUBLETAP_MAX_BREAKOUT_DISTANCE_PCT: 0.8;
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+ readonly DOUBLETAP_ENTRY_MODE: DoubleTapEntryMode;
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+ readonly DOUBLETAP_CONFIRMATION_MAX_BARS: 2;
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+ readonly DOUBLETAP_MAX_ENTRY_CONFIRMATION_BARS: 0;
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+ readonly DOUBLETAP_MAX_ENTRY_CONFIRMATION_BARS_LONG: 1;
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+ readonly DOUBLETAP_MAX_ENTRY_CONFIRMATION_BARS_SHORT: 0;
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+ readonly DOUBLETAP_MAX_BB_WIDTH_PCT: 0;
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+ readonly DOUBLETAP_MAX_BB_WIDTH_PCT_LONG: 0;
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+ readonly DOUBLETAP_MAX_BB_WIDTH_PCT_SHORT: 6;
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+ readonly DOUBLETAP_RETEST_MAX_BARS: 4;
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+ readonly DOUBLETAP_RETEST_TOLERANCE_ATR: 0.25;
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+ readonly DOUBLETAP_EXIT_ON_OPPOSITE_PATTERN: true;
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+ readonly LONG: {
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+ readonly enable: true;
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+ readonly direction: "LONG";
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+ readonly minRiskRatio: 0.7;
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+ };
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+ readonly SHORT: {
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+ readonly enable: true;
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+ readonly direction: "SHORT";
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+ readonly minRiskRatio: 0.7;
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+ };
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+ };
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+ type DoubleTapConfig = StrategyConfig & Omit<typeof config, "BACKTEST_PRICE_MODE" | "LONG" | "SHORT" | "MIN_AI_QUALITY"> & {
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+ BACKTEST_PRICE_MODE: BacktestPriceMode;
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+ MIN_AI_QUALITY: number;
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+ DOUBLETAP_ENTRY_MODE: DoubleTapEntryMode;
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+ LONG: DoubleTapSideConfig;
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+ SHORT: DoubleTapSideConfig;
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+ };
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+
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+ declare const DoubleTapStrategyDefinition: StrategyRegistryEntry<DoubleTapConfig>;
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+
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+ declare const doubleTapManifest: StrategyManifest;
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+
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+ declare const doubleTapAiAdapter: StrategyAiAdapter;
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+
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+ declare const strategyEntries: StrategyRegistryEntry[];
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+ declare const getBuiltInStrategyDefaultConfig: (strategyName: string) => StrategyConfig | undefined;
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+
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+ declare const _default: {
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+ strategyEntries: StrategyRegistryEntry<any>[];
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+ };
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+
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+ export { DoubleTapStrategyDefinition, _default as default, doubleTapAiAdapter, config as doubleTapDefaultConfig, doubleTapManifest, getBuiltInStrategyDefaultConfig, strategyEntries };
package/dist/index.d.ts ADDED
@@ -0,0 +1,90 @@
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+ import { StrategyConfig, Interval, BacktestPriceMode, Direction, StrategyRegistryEntry, StrategyManifest, StrategyAiAdapter } from '@tradejs/types';
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+
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+ interface DoubleTapSideConfig {
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+ enable: boolean;
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+ direction: Direction;
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+ minRiskRatio: number;
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+ }
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+ type DoubleTapEntryMode = "breakout" | "close_acceptance" | "retest";
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+ declare const config: {
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+ readonly ENV: "BACKTEST";
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+ readonly INTERVAL: Interval;
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+ readonly MAKE_ORDERS: true;
13
+ readonly CLOSE_OPPOSITE_POSITIONS: false;
14
+ readonly BACKTEST_PRICE_MODE: "open";
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+ readonly AI_ENABLED: false;
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+ readonly AI_MODE: "llm";
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+ readonly ML_ENABLED: false;
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+ readonly ML_THRESHOLD: 0.1;
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+ readonly MIN_AI_QUALITY: 4;
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+ readonly FEE_PERCENT: 0.001;
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+ readonly MAX_LOSS_VALUE: 10;
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+ readonly MA_FAST: 14;
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+ readonly MA_MEDIUM: 49;
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+ readonly MA_SLOW: 50;
25
+ readonly OBV_SMA: 10;
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+ readonly ATR: 14;
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+ readonly ATR_PCT_SHORT: 7;
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+ readonly ATR_PCT_LONG: 30;
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+ readonly BB: 20;
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+ readonly BB_STD: 2;
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+ readonly MACD_FAST: 12;
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+ readonly MACD_SLOW: 26;
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+ readonly MACD_SIGNAL: 9;
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+ readonly DOUBLETAP_PIVOT_LENGTH: 35;
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+ readonly DOUBLETAP_PIVOT_TOLERANCE_PCT: 12;
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+ readonly DOUBLETAP_TARGET_FIB_PCT: 180;
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+ readonly DOUBLETAP_STOP_FIB_PCT: 0;
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+ readonly DOUBLETAP_MIN_PATTERN_HEIGHT_PCT: 0.2;
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+ readonly DOUBLETAP_MIN_PATTERN_HEIGHT_ATR: 1;
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+ readonly DOUBLETAP_ATR_PERIOD: 14;
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+ readonly DOUBLETAP_MIN_TAP_SPACING_BARS: 3;
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+ readonly DOUBLETAP_MAX_PATTERN_AGE_BARS: 180;
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+ readonly DOUBLETAP_MIN_LEG_SYMMETRY_RATIO: 0.25;
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+ readonly DOUBLETAP_MIN_BREAKOUT_DISTANCE_ATR: 0.05;
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+ readonly DOUBLETAP_MAX_BREAKOUT_DISTANCE_HEIGHT_RATIO: 0.8;
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+ readonly DOUBLETAP_MAX_BREAKOUT_DISTANCE_PCT: 0.8;
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+ readonly DOUBLETAP_ENTRY_MODE: DoubleTapEntryMode;
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+ readonly DOUBLETAP_CONFIRMATION_MAX_BARS: 2;
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+ readonly DOUBLETAP_MAX_ENTRY_CONFIRMATION_BARS: 0;
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+ readonly DOUBLETAP_MAX_ENTRY_CONFIRMATION_BARS_LONG: 1;
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+ readonly DOUBLETAP_MAX_ENTRY_CONFIRMATION_BARS_SHORT: 0;
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+ readonly DOUBLETAP_MAX_BB_WIDTH_PCT: 0;
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+ readonly DOUBLETAP_MAX_BB_WIDTH_PCT_LONG: 0;
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+ readonly DOUBLETAP_MAX_BB_WIDTH_PCT_SHORT: 6;
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+ readonly DOUBLETAP_RETEST_MAX_BARS: 4;
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+ readonly DOUBLETAP_RETEST_TOLERANCE_ATR: 0.25;
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+ readonly DOUBLETAP_EXIT_ON_OPPOSITE_PATTERN: true;
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+ readonly LONG: {
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+ readonly enable: true;
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+ readonly direction: "LONG";
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+ readonly minRiskRatio: 0.7;
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+ };
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+ readonly SHORT: {
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+ readonly enable: true;
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+ readonly direction: "SHORT";
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+ readonly minRiskRatio: 0.7;
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+ };
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+ };
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+ type DoubleTapConfig = StrategyConfig & Omit<typeof config, "BACKTEST_PRICE_MODE" | "LONG" | "SHORT" | "MIN_AI_QUALITY"> & {
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+ BACKTEST_PRICE_MODE: BacktestPriceMode;
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+ MIN_AI_QUALITY: number;
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+ DOUBLETAP_ENTRY_MODE: DoubleTapEntryMode;
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+ LONG: DoubleTapSideConfig;
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+ SHORT: DoubleTapSideConfig;
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+ };
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+
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+ declare const DoubleTapStrategyDefinition: StrategyRegistryEntry<DoubleTapConfig>;
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+
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+ declare const doubleTapManifest: StrategyManifest;
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+
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+ declare const doubleTapAiAdapter: StrategyAiAdapter;
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+
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+ declare const strategyEntries: StrategyRegistryEntry[];
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+ declare const getBuiltInStrategyDefaultConfig: (strategyName: string) => StrategyConfig | undefined;
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+
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+ declare const _default: {
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+ strategyEntries: StrategyRegistryEntry<any>[];
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+ };
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+
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+ export { DoubleTapStrategyDefinition, _default as default, doubleTapAiAdapter, config as doubleTapDefaultConfig, doubleTapManifest, getBuiltInStrategyDefaultConfig, strategyEntries };