Flag

Flag is a continuation strategy from @tradejs/strategy-flag. It looks for a strong directional pole, a compact counter-trend channel, and a break in the direction of the original move.

Visual overview

The illustrations are schematic, not market data. Exact thresholds, confirmation rules, and risk parameters come from the active strategy config.

Entry logic

1. Finds a sufficiently large and efficient directional pole.
2. Fits parallel boundaries to the following consolidation.
3. Checks duration, width, retracement, touch, slope, and boundary rules.
4. Waits for a breakout, close_acceptance, or retest entry.
5. Places the stop beyond the opposite boundary and projects the target from the pole length.

Exits

The position closes at its computed stop or target. When FLAG_EXIT_ON_OPPOSITE_PATTERN is enabled, a confirmed opposite flag can also close it.

Deterministic Gate

The packaged local gate admits SHORT signals only. Its frozen H2 rule rejects the weak near_support plus btc_lead combination and requires both swingAmplitudeAtr >= 4.5 and breakoutDistanceAtr >= 0.22. The existing relative-strength and channel-geometry checks must also pass.

Configuration keys

Keys are grouped by the part of the strategy they control. A value of 0 or false disables the corresponding optional filter unless stated otherwise.

Group	Keys	Purpose
Runtime	ENV, INTERVAL, MAKE_ORDERS, CLOSE_OPPOSITE_POSITIONS, BACKTEST_PRICE_MODE	Select the runtime mode, candle interval, order behavior, and backtest fill price.
AI and ML	AI_ENABLED, AI_MODE, MIN_AI_QUALITY, ML_ENABLED, ML_THRESHOLD	Control optional AI and ML enrichment and their acceptance thresholds.
Risk	RISK_FEE_RATE, RISK_SLIPPAGE_BPS, RISK_MARKET_IMPACT_BPS, MAX_LOSS_VALUE, FLAG_TARGET_POLE_RATIO, FLAG_STOP_BUFFER_ATR, FLAG_EXIT_ON_OPPOSITE_PATTERN	Estimate one-way fees, slippage, and market impact, size positions, project the target, buffer the stop, and choose the opposite-pattern exit.
Shared indicators	MA_FAST, MA_MEDIUM, MA_SLOW, OBV_SMA, ATR, ATR_PCT_SHORT, ATR_PCT_LONG, BB, BB_STD, MACD_FAST, MACD_SLOW, MACD_SIGNAL, FLAG_ATR_PERIOD	Set the lookback periods used by market context, signal filters, and flag normalization.
Pole size	FLAG_POLE_LOOKBACK_BARS, FLAG_MIN_POLE_MOVE_PCT, FLAG_MIN_POLE_MOVE_ATR, FLAG_MIN_POLE_EFFICIENCY_RATIO	Define the search window and the minimum size and directional efficiency of the pole.
Pole quality	FLAG_MIN_POLE_DIRECTIONAL_CONSISTENCY_RATIO, FLAG_MIN_POLE_DIRECTIONAL_CONSISTENCY_RATIO_LONG, FLAG_MIN_POLE_DIRECTIONAL_CONSISTENCY_RATIO_SHORT, FLAG_MAX_POLE_TERMINAL_EXPANSION_RATIO, FLAG_MAX_POLE_TERMINAL_EXPANSION_RATIO_LONG, FLAG_MAX_POLE_TERMINAL_EXPANSION_RATIO_SHORT, FLAG_POLE_TERMINAL_BARS	Limit noisy poles and excessive expansion near the pole end, globally or by direction.
Channel duration	FLAG_MIN_BARS, FLAG_MAX_BARS, FLAG_MAX_FLAG_TO_POLE_BARS_RATIO, FLAG_MAX_FLAG_TO_POLE_BARS_RATIO_LONG, FLAG_MAX_FLAG_TO_POLE_BARS_RATIO_SHORT	Set absolute and pole-relative consolidation duration limits.
Channel geometry	FLAG_PIVOT_RADIUS, FLAG_REQUIRE_FULL_PIVOT_NEIGHBORHOOD, FLAG_BOUNDARY_FIT_MODE, FLAG_MIN_TOUCHES_PER_BOUNDARY, FLAG_MIN_COUNTER_TREND_SLOPE_PCT_PER_BAR, FLAG_MAX_SLOPE_DIVERGENCE_RATIO	Define swing detection, required boundary touches, counter-trend slope, and line parallelism.
Channel size and volume	FLAG_MAX_CHANNEL_WIDTH_PCT, FLAG_MAX_CHANNEL_WIDTH_ATR, FLAG_MAX_CHANNEL_WIDTH_ATR_LONG, FLAG_MAX_CHANNEL_WIDTH_ATR_SHORT, FLAG_MAX_CHANNEL_TO_POLE_RATIO, FLAG_MAX_FLAG_TO_POLE_VOLUME_RATIO, FLAG_MAX_RETRACEMENT_RATIO, FLAG_MAX_BOUNDARY_VIOLATION_ATR	Limit channel width, volume, retracement, and temporary boundary violations.
Entry timing	FLAG_BREAKOUT_BUFFER_ATR, FLAG_MAX_BREAKOUT_DISTANCE_ATR, FLAG_MAX_BREAKOUT_DISTANCE_ATR_SHORT, FLAG_ENTRY_MODE, FLAG_CONFIRMATION_MAX_BARS, FLAG_RETEST_MAX_BARS, FLAG_RETEST_TOLERANCE_ATR	Define a valid break and the confirmation or retest window.
Direction policy	LONG.*, SHORT.*	Enable each direction and set its order direction and minimum risk/reward ratio.

FLAG_REQUIRE_FULL_PIVOT_NEIGHBORHOOD=true requires both sides of each pivot inside the flag. FLAG_BOUNDARY_FIT_MODE accepts only least_squares. The SHORT breakout-distance cap inherits FLAG_MAX_BREAKOUT_DISTANCE_ATR when FLAG_MAX_BREAKOUT_DISTANCE_ATR_SHORT is negative (default -1); 0 disables only the SHORT cap, and a positive value sets its own ATR limit.

Signal payload

The signal contains pole and channel geometry, boundary lines, breakout state, the computed stop and target, and chart figures for the detected pattern.

Run

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