RangeReclaim

@tradejs/strategy-range-reclaim trades a return inside the range of a closed higher-timeframe candle after a failed breakout. Version 0.1.1 is published separately from @tradejs/base. Its defaults and optional entry policies are research parameters, not validated trading recommendations.

Installation

npm install @tradejs/strategy-range-reclaim@0.1.1

Append "@tradejs/strategy-range-reclaim" to your Project's strategies list, preserving its existing preset, connectors, indicators and runtime config. Pin the installed version and keep the lockfile.

Entry and exit

The detector builds the source candle from consecutive closed execution candles. Supported execution/source interval pairs are 15/240, 15/60 and 60/240 minutes. The range becomes available at the start of the next source period; the final candle of a period cannot trade its own newly formed range.

LONG requires a low strictly below the range low followed by a close strictly inside the range. SHORT is symmetric. Confirmation may occur on the breakout candle or within RANGE_RECLAIM_WAIT_BARS additional candles. A new extreme does not extend the deadline. Crossing both boundaries, exceeding the depth limit, expiry or a source-range update cancels the pending setup.

Only one confirmed entry attempt is allowed per source range. A disabled side, an existing position, a risk rejection or an execution rejection consumes that attempt. The stop is beyond the excursion extreme with an ATR buffer. The target is the source midpoint or opposite boundary. Both remain fixed after confirmation. Position sizing and the minimum risk ratio include estimated costs.

TradeJS executes stops and targets. The strategy also requests an exit after RANGE_RECLAIM_MAX_HOLD_BARS execution intervals from the signal timestamp; missing candles do not extend that deadline. Default historical execution uses the next candle's open, so a price gap can change the signal's risk ratio.

Configuration keys

Group	Keys	Purpose
Intervals	INTERVAL, RANGE_RECLAIM_RANGE_INTERVAL	Execution/source minutes; defaults 15/240.
Confirmation	RANGE_RECLAIM_WAIT_BARS, RANGE_RECLAIM_MAX_DEPTH_RATIO	Additional waiting candles and maximum excursion as a fraction of source width; defaults 1 and 0.25.
Source age	RANGE_RECLAIM_MAX_SOURCE_AGE_BARS	Confirmation deadline after source close, in execution intervals. Default 0 disables it; equality with a positive deadline is expired.
Stop and target	RANGE_RECLAIM_ATR_LENGTH, RANGE_RECLAIM_STOP_ATR_BUFFER, RANGE_RECLAIM_TARGET	ATR length 14, stop buffer 0.1 ATR, and midpoint (default) or opposite.
Holding limit	RANGE_RECLAIM_MAX_HOLD_BARS	Default 16 execution intervals.
Admission	RANGE_RECLAIM_MAX_COST_SHARE	Maximum estimated round-trip costs divided by gross target reward. Default 0 disables it; equality with a positive cap is allowed.
Risk	MAX_LOSS_VALUE, RISK_FEE_RATE, RISK_SLIPPAGE_BPS, RISK_MARKET_IMPACT_BPS, LONG.*, SHORT.*	Loss budget, estimated costs, direction switches and minimum net risk ratios. Both sides default to enabled with minimum ratio 1.
Historical fills	BACKTEST_PRICE_MODE, BACKTEST_ENTRY_DELAY_BARS	Defaults open and 1.
Entry policy	RANGE_RECLAIM_ENTRY_POLICY	Default off; optional research policies below require 15/240.

The optional policies are purple, orange, purple-short, intersection and union. purple requires reclaim depth of at least 10% of range width. orange requires SHORT and width strictly above 6 ATR or 3475 basis points of confirmation price. purple-short adds the SHORT requirement to purple; intersection requires both rules and union either rule. They act before entry independently of AI. No separately trained AI gate ships with this package.

Data and restart behavior

Partial source periods and candle gaps prevent a valid range. A gap resets the range, pending setup and ATR. The engine rebuilds through the same candle transitions used during continuous evaluation, and repeated timestamps do not advance its state.

An open position needs its saved lifecycle checkpoint. Without an entry time, the strategy requests RANGE_RECLAIM_UNKNOWN_POSITION_AGE rather than guessing the remaining holding period. Entry figures show the source range, excursion, confirmation, stop and target; actual delayed fills are recorded by TradeJS.