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StructureZones

StructureZones is a built-in TypeScript strategy from @tradejs/strategies.

It researches market-structure zones built from swing points, then trades reactions or transition breakouts from those zones.

Entry Logic​

  1. Replays candles through createStructureZonesEngine(...).
  2. Reads runtimeState.signal and runtimeState.snapshot.
  3. Skips until a structure-zone signal exists.
  4. Selects LONG or SHORT side config from signal direction.
  5. Places the stop outside the signal zone, using ATR and percent buffers.
  6. Computes target from STRUCTURE_ZONES_TARGET_R_MULT.
  7. Sizes quantity from MAX_LOSS_VALUE / riskDistance, with FEE_PERCENT buffer.
  8. Returns entry with structure-zone figures and structureZonesContext.

Entry codes are based on the signal kind and direction:

  • STRUCTURE_ZONES_<KIND>_LONG
  • STRUCTURE_ZONES_<KIND>_SHORT

Exits​

When a position exists:

  • STRUCTURE_ZONES_OPPOSITE_SIGNAL_EXIT when STRUCTURE_ZONES_EXIT_ON_OPPOSITE_SIGNAL=true and the engine emits an opposite signal.
  • otherwise POSITION_EXISTS.

Config Parameters​

Zone model:

  • STRUCTURE_ZONES_PIVOT_LENGTH
  • STRUCTURE_ZONES_ATR_LENGTH
  • STRUCTURE_ZONES_MIN_SWING_ATR
  • STRUCTURE_ZONES_ZONE_WIDTH_ATR
  • STRUCTURE_ZONES_ACCEPT_BARS
  • STRUCTURE_ZONES_REACTION_CLOSE_BEYOND_ZONE
  • STRUCTURE_ZONES_REQUIRE_REACTION_BODY
  • STRUCTURE_ZONES_TRADE_TRANSITION_BREAKOUTS
  • STRUCTURE_ZONES_STOP_ZONE_BUFFER_MULT
  • STRUCTURE_ZONES_STOP_BUFFER_PCT
  • STRUCTURE_ZONES_TARGET_R_MULT
  • STRUCTURE_ZONES_EXIT_ON_OPPOSITE_SIGNAL
  • STRUCTURE_ZONES_MAX_FIGURE_POINTS

Shared groups:

  • runtime: ENV, INTERVAL, MAKE_ORDERS, BACKTEST_PRICE_MODE
  • AI/ML: AI_ENABLED, AI_MODE, MIN_AI_QUALITY, ML_ENABLED, ML_THRESHOLD
  • risk: FEE_PERCENT, MAX_LOSS_VALUE, LONG.*, SHORT.*
  • shared indicators: MA, OBV, ATR, BB, MACD fields

Signal Payload​

The strategy stores:

  • additionalIndicators.structureZonesContext
  • zone, signal, stop, and target figures from buildStructureZonesFigures(...)
  • orderPlan.stopLossPrice
  • one take-profit at the computed target

Common Skip Reasons​

  • NO_STRUCTURE_ZONE_SIGNAL
  • POSITION_EXISTS
  • DEV_TRADE_COOLDOWN
  • STRATEGY_DISABLED
  • INVALID_STOP
  • INVALID_QTY
  • RISK_RATIO:<value>

Validation Notes​

Keep zone detection causal and inspect chart artifacts before trusting aggregate metrics. STRUCTURE_ZONES_TRADE_TRANSITION_BREAKOUTS changes the strategy surface, so compare it as a separate experiment.

Related: