TrendLine

TrendLine is a built-in TypeScript strategy from @tradejs/strategy-trend-line that opens trades on trendline breakouts with risk guards.

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. Builds trendlines from highs/lows via createTrendlineEngine.
2. Selects the best line (lows first, otherwise highs).
3. Runs guards: no line, open position exists, cooldown, excessive volatility.
4. Selects side config:

• HIGHS for resistance breakout
• LOWS for support breakout

5. Computes TP/SL/qty via strategyApi.getDirectionalTpSlPrices.
6. Validates minRiskRatio and MAX_CORRELATION.
7. Returns entry with figures and trendline metadata.

Exits

core.ts does not implement active position management. Position lifecycle is handled by TP/SL and shared runtime/order execution.

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, TRENDLINE_STOP_BASE_PCT, TRENDLINE_TARGET_R_MULT	Estimate one-way fees, slippage, and market impact, size positions, and set the stop distance and target R multiple.
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, LEVEL_LOOKBACK, LEVEL_DELAY	Set the lookback periods used by market context and signal filters.
Line geometry	TRENDLINE.minTouches, TRENDLINE.offset, TRENDLINE.epsilon, TRENDLINE.epsilonOffset	Define pivot spacing, required touches, and price tolerance for fitted lines.
Break quality	TRENDLINE_MIN_BREAK_ATR_RATIO, TRENDLINE_MAX_BREAK_ATR_RATIO, TRENDLINE_WEAK_BREAK_MAX_ATR_RATIO, TRENDLINE_WEAK_BREAK_MIN_VOLUME_REL20	Require a meaningful line break and apply a stricter volume rule to weak breaks.
Volume	TRENDLINE_MIN_VOLUME_REL20, TRENDLINE_MIN_VOLUME_REL20_LONG, TRENDLINE_MIN_VOLUME_REL20_SHORT	Require minimum relative volume globally or by direction.
Volatility	TRENDLINE_MAX_BB_WIDTH_PCT, TRENDLINE_MAX_BB_WIDTH_PCT_LONG, TRENDLINE_MAX_BB_WIDTH_PCT_SHORT	Reject entries when Bollinger Band width exceeds the global or directional limit.
Alignment and timing	TRENDLINE_REQUIRE_SLOPE_ALIGNMENT, TRENDLINE_REQUIRE_BTC_BIAS_ALIGNMENT, TRENDLINE_ALLOWED_ENTRY_TIMINGS	Optionally align the line slope and BTC bias, and choose accepted detector states.
Direction policy	HIGHS.*, LOWS.*	Enable high- or low-line breakouts and set their direction and minimum risk/reward ratio.

Indicators Used (What Each One Means)

• correlation — correlation between asset and BTC; used as the runtime risk guard (MAX_CORRELATION).
• trendLine (derived geometry, not a base indicator) — selected line from trendline engine; this drives entry direction/placement.

Signal Payload

figures:

• lines[] — selected trendline
• points[] — trendline points/touches

additionalIndicators:

• touches
• distance
• trendLine

Example Runtime Config

{
  "ENV": "CRON",
  "INTERVAL": "15",
  "MAKE_ORDERS": true,
  "CLOSE_OPPOSITE_POSITIONS": false,
  "TRENDLINE": {
    "minTouches": 4,
    "offset": 3,
    "epsilon": 0.003,
    "epsilonOffset": 0.004
  },
  "HIGHS": {
    "enable": true,
    "direction": "LONG",
    "TP": 4,
    "SL": 1.3,
    "minRiskRatio": 2
  },
  "LOWS": {
    "enable": true,
    "direction": "SHORT",
    "TP": 4,
    "SL": 1.3,
    "minRiskRatio": 2
  }
}

Run

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