Gartley
Gartley is a harmonic reversal strategy from @tradejs/strategy-gartley. It
detects bullish and bearish five-pivot XABCD patterns and validates their
Fibonacci ratios before entry.
Visual overview
The illustrations are schematic, not market data. Exact ratios, confirmation rules, and risk parameters come from the active strategy config.
Entry logic
- Finds alternating XABCD pivots with sufficient XA height and leg length.
- Checks the AB, BC, CD, AD, and AB≈CD ratio ranges.
- Confirms D and waits for a break of B in the reversal direction.
- Applies direction-specific trend filters.
- Uses the configured XA projections to place the target and stop.
Exits
The position closes at its computed stop or target. When
GARTLEY_EXIT_ON_OPPOSITE_PATTERN is enabled, a confirmed opposite pattern can
also close it.
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, GARTLEY_TARGET_XA_FIB_PCT, GARTLEY_STOP_XA_FIB_PCT, GARTLEY_EXIT_ON_OPPOSITE_PATTERN | Estimate one-way fees, slippage, and market impact, size positions, project the target and stop from XA, 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, GARTLEY_ATR_PERIOD | Set the lookback periods used by market context, direction filters, and pattern normalization. |
| Pivot search | GARTLEY_PIVOT_LENGTH, GARTLEY_MIN_LEG_BARS, GARTLEY_MAX_PATTERN_AGE_BARS, GARTLEY_MAX_BREAKOUT_AFTER_D_BARS | Define pivot confirmation, minimum leg duration, pattern age, and the time allowed to break B after D. |
| AB and BC ratios | GARTLEY_MIN_AB_RETRACEMENT_RATIO, GARTLEY_MAX_AB_RETRACEMENT_RATIO, GARTLEY_MIN_BC_RETRACEMENT_RATIO, GARTLEY_MAX_BC_RETRACEMENT_RATIO | Set the accepted AB/XA and BC/AB retracement ranges. |
| CD and AD ratios | GARTLEY_MIN_CD_EXTENSION_RATIO, GARTLEY_MAX_CD_EXTENSION_RATIO, GARTLEY_MIN_AD_RETRACEMENT_RATIO, GARTLEY_MAX_AD_RETRACEMENT_RATIO, GARTLEY_MAX_AB_CD_DEVIATION_PCT | Set the accepted CD/BC and AD/XA ranges and maximum AB-to-CD length mismatch. |
| Pattern size | GARTLEY_MIN_XA_HEIGHT_PCT, GARTLEY_MIN_XA_HEIGHT_ATR | Require a minimum XA height in price-percent and ATR units. |
| Entry timing | GARTLEY_MIN_BREAKOUT_DISTANCE_ATR, GARTLEY_MAX_BREAKOUT_DISTANCE_XA_RATIO, GARTLEY_ENTRY_MODE, GARTLEY_CONFIRMATION_MAX_BARS, GARTLEY_RETEST_MAX_BARS, GARTLEY_RETEST_TOLERANCE_ATR | Define a valid break of B and the confirmation or retest window. |
| Direction filters | GARTLEY_LONG_REQUIRE_POSITIVE_MACD_HISTOGRAM, GARTLEY_SHORT_REQUIRE_PRICE_BELOW_MA_SLOW | Optionally require bullish MACD momentum for long entries and price below the slow average for short entries. |
| Direction policy | LONG.*, SHORT.* | Enable each direction and set its order direction and minimum risk/reward ratio. |
Signal payload
The signal contains the XABCD pivots, harmonic ratios, confirmation state, computed stop and target, and chart figures for the detected pattern.
Run
npx @tradejs/cli backtest --user root --config Gartley:base --connector bybit --timeframe 15
npx @tradejs/cli signals --user root --timeframe 15