Built-In Strategy Catalog
@tradejs/base installs 23 packages that provide 24 strategy implementations.
They are inspectable starting points, not trading recommendations or validated
parameter sets. Test every strategy with your own market, data source, costs,
timeframe, liquidity, and risk limits.
TrendLine and ReverseTrendLine share @tradejs/strategy-trend-line; each other
strategy has its own package.
Trend, Momentum, and Breakout
- TrendLine — breakout through a trendline fitted to swing highs or lows.
- ReverseTrendLine — rejection or reversal around a fitted support/resistance line.
- TrendFollow — trend continuation with a trailing stop line.
- TrendShift — directional change after a dynamic trend-band flip.
- Breakout — weighted confirmation of long or short breakout conditions.
- Flag — continuation after a strong pole, compact counter-trend channel, and directional breakout.
- AdaptiveTrendChannel — direction change in an adaptive channel with a structural stop at its boundary.
- AdaptiveMomentumRibbon — momentum-ribbon signal with Keltner bias and structural invalidation.
- MaStrategy — fast/slow moving-average crossover.
- VolatilityCompressionBreakout — range expansion after low ATR and Bollinger-width ranks.
- RelativeRotation — relative strength and rotation of a symbol versus BTC.
Price Structure, Liquidity, and Reversal
- DoubleTap — double top/bottom structure followed by a breakout or breakdown.
- CupAndHandle — bullish cup-and-handle or bearish inverted cup with a measured target.
- HeadAndShoulders — standard or inverse head-and-shoulders neckline breakout.
- Dragon — reversal from four pivots confirmed at a projected trendline from head to hump.
- Gartley — harmonic XABCD reversal validated by Fibonacci ratios and a confirmed break of B.
- LiquidityTails — reaction after a retest of a zone formed by large candle wicks.
- LiquidityZones — reaction at liquidity zones derived from swing highs and lows.
- StructureZones — reaction or transition breakout at market-structure zones.
- MarketFlushReversal — rejection after broad market liquidation or pressure.
- VolumeDivergence — reversal based on divergence between price pivots and normalized-volume pivots.
Position Building and External Context
- Grid — directional pullback or breakout-retest entries with staged additions inside one risk budget.
- GridClassic — horizontal-range mean reversion, breakout continuation, or optional failed-breakout reversal.
- HyperliquidConsensus — direction derived from the position-aware flow of configured Hyperliquid accounts.
How to Evaluate a Strategy
Each reference page explains the decision sequence, exits, required data, configuration fields, output, and example commands. The diagrams are schematic and show logic rather than historical performance.
Before comparing results, identify:
- the market hypothesis and regime the strategy is intended for;
- the required candles and optional context data;
- entry, invalidation, exit, and position-sizing rules;
- turnover, expected holding period, and execution sensitivity;
- parameters selected before the test and the independent validation plan.
For configuration and execution, see Define a backtest parameter grid, How backtests work, and How live signals work.