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TrendLine

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

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
  1. Computes TP/SL/qty via strategyApi.getDirectionalTpSlPrices.
  2. Validates minRiskRatio and MAX_CORRELATION.
  3. 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.

Config Parameters (What Each One Means)​

Shared Runtime Parameters​

  • ENV — runtime mode (BACKTEST, CRON, LIVE, etc.).
  • INTERVAL — strategy timeframe.
  • MAKE_ORDERS — if false, orders are not executed.
  • BACKTEST_PRICE_MODE — backtest execution price mode (open/close/mid).

AI/ML Parameters​

  • AI_ENABLED — enables AI enrichment and AI gating.
  • MIN_AI_QUALITY — minimum AI quality for order execution outside BACKTEST.
  • ML_ENABLED — enables ML enrichment.
  • ML_THRESHOLD — ML threshold used by runtime policy.

Trading and Risk Parameters​

  • CLOSE_OPPOSITE_POSITIONS — close opposite position before new entry (hook-level).
  • FEE_PERCENT — fee used in risk/reward calculations.
  • MAX_LOSS_VALUE — max allowed loss value to size qty.
  • MAX_CORRELATION — max allowed correlation with BTC.

Trendline Detection Parameters​

  • TRENDLINE.minTouches — minimum touches required for a valid line.
  • TRENDLINE.offset — offset used for pivot capture.
  • TRENDLINE.epsilon — base tolerance from trendline.
  • TRENDLINE.epsilonOffset — extra tolerance for noisy markets.

HIGHS Scenario Parameters​

  • HIGHS.enable — enable/disable scenario.
  • HIGHS.direction — trade direction (LONG/SHORT).
  • HIGHS.TP — take-profit in percent.
  • HIGHS.SL — stop-loss in percent.
  • HIGHS.minRiskRatio — minimum allowed risk/reward.

LOWS Scenario Parameters​

  • LOWS.enable — enable/disable scenario.
  • LOWS.direction — trade direction (LONG/SHORT).
  • LOWS.TP — take-profit in percent.
  • LOWS.SL — stop-loss in percent.
  • LOWS.minRiskRatio — minimum allowed risk/reward.

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