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MaStrategy

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

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

Exits​

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

Trading and Risk Parameters​

  • CLOSE_OPPOSITE_POSITIONS — close opposite position before opening a new one (hook-level).
  • FEE_PERCENT — fee in risk/reward calculations.
  • MAX_LOSS_VALUE — max loss value for quantity sizing.
  • MAX_CORRELATION — maximum allowed BTC correlation.
  • TRADE_COOLDOWN_MS — cooldown between trades in milliseconds.

Indicator Parameters​

  • MA_FAST — fast MA period.
  • MA_SLOW — slow MA period.

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.
  • LONG.minRiskRatio — minimum allowed risk/reward.

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.
  • SHORT.minRiskRatio — minimum allowed risk/reward.

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