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AdaptiveMomentumRibbon

AdaptiveMomentumRibbon is a built-in Pine-backed strategy from @tradejs/strategies.

Runtime injects loadPineScriptFile into core.ts, so Pine logic is maintained separately from TypeScript orchestration.

Entry Logic​

  1. core.ts loads Pine code using loadPineScriptFile('adaptiveMomentumRibbon.pine').
  2. Takes recent candles (AMR_LOOKBACK_BARS) and runs Pine via runPineScript.
  3. Reads latest plot values:
  • entryLong, entryShort
  • invalidated, activeBuy, activeSell
  • signalOsc, kcMidline, kcUpper, kcLower, invalidationLevel
  1. If both entry signals are true, strategy skips (conflict).
  2. If a position exists:
  • closes on opposite signal
  • optionally closes on invalidation (AMR_EXIT_ON_INVALIDATION)
  1. If no position and entry signal is valid:
  • applies side config (LONG or SHORT)
  • computes TP/SL/qty
  • returns entry

Exits​

  • CLOSE_BY_AMR_SIGNAL — opposite signal
  • CLOSE_BY_AMR_INVALIDATION — invalidation when AMR_EXIT_ON_INVALIDATION=true

Config Parameters (What Each One Means)​

Shared Runtime Parameters​

  • ENV — runtime mode.
  • INTERVAL — strategy timeframe.
  • MAKE_ORDERS — whether to execute orders.
  • BACKTEST_PRICE_MODE — backtest execution price mode.

AI/ML Parameters​

  • AI_ENABLED — enables AI enrichment/gating.
  • MIN_AI_QUALITY — minimum AI quality.
  • ML_ENABLED — enables ML enrichment.
  • ML_THRESHOLD — ML threshold in runtime policy.

AMR Pine Model Parameters​

  • AMR_MOMENTUM_PERIOD — Pine input Momentum Period.
  • AMR_BUTTERWORTH_SMOOTHING — Pine input Butterworth Smoothing.
  • AMR_WAIT_CLOSE — confirm signals only on closed bars.
  • AMR_SHOW_INVALIDATION_LEVELS — render invalidation levels.
  • AMR_SHOW_KELTNER_CHANNEL — render Keltner Channel.
  • AMR_KC_LENGTH — Keltner midline period.
  • AMR_KC_MA_TYPE — MA type for Keltner midline (SMA, EMA, SMMA (RMA), WMA, VWMA).
  • AMR_ATR_LENGTH — ATR period for Keltner bands.
  • AMR_ATR_MULTIPLIER — ATR multiplier for Keltner bands.

Execution/Visualization Parameters​

  • AMR_LOOKBACK_BARS — number of candles passed to Pine per calculation.
  • AMR_EXIT_ON_INVALIDATION — exit on invalidation signal.
  • AMR_LINE_PLOTS — Pine plot names mapped into figures.lines.
  • CLOSE_OPPOSITE_POSITIONS — present in shared config template, not used by current AdaptiveMomentumRibbon hook logic.

LONG Scenario Parameters​

  • LONG.enable — enable/disable long scenario.
  • LONG.direction — order direction (LONG).
  • LONG.TP — take-profit in percent.
  • LONG.SL — stop-loss in percent.

SHORT Scenario Parameters​

  • SHORT.enable — enable/disable short scenario.
  • SHORT.direction — order direction (SHORT).
  • SHORT.TP — take-profit in percent.
  • SHORT.SL — stop-loss in percent.

Indicators Used (What Each One Means)​

Pine Series Used by the Strategy​

  • entryLong, entryShort — binary entry signals.
  • activeBuy, activeSell — active buy/sell context flags.
  • invalidated — signal invalidation flag.
  • signalOsc — smoothed AMR oscillator.
  • kcMidline — Keltner center line.
  • kcUpper — Keltner upper band.
  • kcLower — Keltner lower band.
  • invalidationLevel — current invalidation level.

Lines Rendered in figures​

  • all series listed in AMR_LINE_PLOTS are exported to figures.lines
  • this allows explicit control over chart overlays in runtime/backtests

Signal Payload​

figures:

  • lines selected via AMR_LINE_PLOTS
  • entry point marker

additionalIndicators.amr:

  • entryLong, entryShort, activeBuy, activeSell, invalidated
  • signalOsc
  • Keltner values and invalidation level
  • lineValues map for selected plots

Example Runtime Config​

{
  "ENV": "CRON",
  "INTERVAL": "15",
  "AMR_LOOKBACK_BARS": 400,
  "AMR_MOMENTUM_PERIOD": 20,
  "AMR_BUTTERWORTH_SMOOTHING": 3,
  "AMR_WAIT_CLOSE": true,
  "AMR_KC_LENGTH": 20,
  "AMR_KC_MA_TYPE": "EMA",
  "AMR_ATR_LENGTH": 14,
  "AMR_ATR_MULTIPLIER": 2,
  "AMR_EXIT_ON_INVALIDATION": true,
  "AMR_LINE_PLOTS": ["kcMidline", "kcUpper", "kcLower", "invalidationLevel"],
  "LONG": { "enable": true, "direction": "LONG", "TP": 2, "SL": 1 },
  "SHORT": { "enable": true, "direction": "SHORT", "TP": 2, "SL": 1 }
}

Run​

npx @tradejs/cli backtest --user root --config AdaptiveMomentumRibbon:amr-default --connector bybit --timeframe 15
npx @tradejs/cli signals --user root --timeframe 15