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Breakout

Breakout is a built-in TypeScript strategy from @tradejs/strategies with weighted signal scoring for long/short breakout scenarios.

Entry Logic​

On each bar, strategy computes boolean signals and opens a position only if:

  • required signals (required: true) are satisfied
  • total score is >= REQUIRED_SCORE_*

Long and short use separate signal maps (SIGNALS_LONG, SIGNALS_SHORT).

Exits​

With an open position, strategy closes when:

  • opposite open signal appears (CLOSE_POSITION_BY_OPEN_SIGNAL)
  • MA trend flips against position (CLOSE_POSITION_BY_SMA)

Otherwise returns POSITION_HELD.

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 for execution.
  • ML_ENABLED — enables ML enrichment.
  • ML_THRESHOLD — ML threshold in runtime policy.

Scoring Parameters​

  • SIGNALS_LONG — long signal map (weight, required).
  • SIGNALS_SHORT — short signal map (weight, required).
  • REQUIRED_SCORE_LONG — minimum score to open long.
  • REQUIRED_SCORE_SHORT — minimum score to open short.

Position/Risk Parameters​

  • LIMIT — position size in quote currency (qty = LIMIT / currentPrice).
  • TP_LONG[] — long take-profit ladder (profit, rate).
  • TP_SHORT[] — short take-profit ladder (profit, rate).
  • SL_LONG — long stop-loss (ratio).
  • SL_SHORT — short stop-loss (ratio).
  • ATR_OPEN — volatility threshold multiplier for VOLATILE signal.

Indicator Period Parameters​

  • MA_FAST — fast MA period.
  • MA_SLOW — slow MA period.
  • OBV_SMA — OBV SMA period.
  • ATR — ATR period.
  • BB — Bollinger Bands period.
  • BB_STD — Bollinger Bands multiplier.
  • LEVEL_LOOKBACK — local level lookback window.
  • LEVEL_DELAY — local level confirmation delay.

Parameters Present but Not Used by Current core.ts​

  • ATR_PERIOD
  • BB_PERIOD
  • BB_STDDEV
  • ATR_CLOSE
  • OBV_SMA_PERIOD
  • BREAKOUT_LOOKBACK_DELAY
  • BREAKOUT_LOOKBACK

Indicators Used (What Each One Means)​

Used in Signal Logic​

  • maFast, maSlow — trend direction checks.
  • obv, smaObv — OBV vs OBV-SMA checks.
  • atr — volatility threshold calculation.
  • bbUpper, bbLower — Bollinger breakout checks.
  • highLevel, lowLevel — local breakout/breakdown levels.
  • prevCandle — previous candle for high/low/close comparisons.

Used in Payload​

  • correlation — included in indicators for analysis/ML.

Signal Payload​

additionalIndicators:

  • highLevel, lowLevel
  • signals (all boolean checks)

figures is currently empty (buildBreakoutFigures() returns {}).

Example Runtime Config​

{
  "ENV": "CRON",
  "INTERVAL": "15",
  "LIMIT": 100,
  "ATR_OPEN": 0.5,
  "REQUIRED_SCORE_LONG": 7,
  "REQUIRED_SCORE_SHORT": 7,
  "TP_LONG": [
    { "profit": 0.1, "rate": 0.25 },
    { "profit": 0.15, "rate": 0.5 }
  ],
  "TP_SHORT": [
    { "profit": 0.05, "rate": 0.25 },
    { "profit": 0.1, "rate": 0.5 }
  ],
  "SL_LONG": 0.06,
  "SL_SHORT": 0.03
}

Run​

npx @tradejs/cli backtest --user root --config Breakout:base --connector bybit --timeframe 15
npx @tradejs/cli signals --user root --timeframe 15