MaStrategy

MaStrategy is a built-in TypeScript strategy from @tradejs/strategy-ma-strategy based on fast/slow moving average crossover.

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. Reads indicator snapshot (maFast[], maSlow[]).
2. Detects crossover on last two values:

• bullish: fast crosses above slow
• bearish: fast crosses below slow

3. Selects side config (LONG or SHORT).
4. Computes TP/SL/qty.
5. Checks minRiskRatio, cooldown, and MAX_CORRELATION.
6. Returns entry.

Exits

If a position exists, opposite MA cross closes it with CLOSE_BY_OPPOSITE_MA_CROSS. Otherwise strategy returns POSITION_HELD.

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, TRADE_COOLDOWN_MS	Estimate one-way fees, slippage, and market impact, size positions by maximum loss, and pause between entries.
Moving averages	MA_FAST, MA_SLOW	Set the fast and slow average periods used to detect a cross.
Cross gap	MA_MIN_CROSS_GAP_ATR, MA_MIN_CROSS_GAP_ATR_LONG, MA_MIN_CROSS_GAP_ATR_SHORT, MA_MAX_CROSS_GAP_ATR, MA_MAX_CROSS_GAP_ATR_LONG, MA_MAX_CROSS_GAP_ATR_SHORT	Limit the post-cross distance between the averages in ATR units, globally or by direction.
Signal quality	MA_MIN_FAST_SLOPE_ATR, MA_REQUIRE_SLOW_SLOPE_ALIGNMENT, MA_REQUIRE_DIRECTIONAL_BODY, MA_MIN_BODY_ATR, MA_MIN_VOLUME_REL20, MA_MIN_VOLUME_REL20_LONG, MA_MIN_VOLUME_REL20_SHORT, MA_MAX_PRICE_DISTANCE_FAST_ATR	Require sufficient slope, candle direction and size, relative volume, and proximity to the fast average.
Benchmark filter	MA_MAX_CORRELATION, MA_MAX_CORRELATION_LONG, MA_MAX_CORRELATION_SHORT	Reject signals whose BTC correlation is above the global or directional limit.
Exit policy	MA_EXIT_ON_OPPOSITE_CROSS_LONG, MA_EXIT_ON_OPPOSITE_CROSS_SHORT	Choose whether an opposite average cross closes each side.
Direction policy	LONG.*, SHORT.*	Enable each direction and set its order direction, take-profit, stop-loss, and minimum risk/reward ratio.

Indicators Used (What Each One Means)

• maFast — fast MA, used for cross detection.
• maSlow — slow MA, used for cross detection.
• correlation — BTC correlation, used as risk guard.

Signal Payload

figures:

• ma-fast line
• ma-slow line
• ma-cross point

additionalIndicators:

• crossKind
• maFastPrev, maFastCurrent
• maSlowPrev, maSlowCurrent
• maGap
• correlation

Example Runtime Config

{
  "ENV": "CRON",
  "INTERVAL": "15",
  "MA_FAST": 21,
  "MA_SLOW": 55,
  "TRADE_COOLDOWN_MS": 0,
  "LONG": {
    "enable": true,
    "direction": "LONG",
    "TP": 2,
    "SL": 1,
    "minRiskRatio": 1.5
  },
  "SHORT": {
    "enable": true,
    "direction": "SHORT",
    "TP": 2,
    "SL": 1,
    "minRiskRatio": 1.5
  }
}

Run

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