fix: add hma/ma to unsupported list, clarify quantity exit semantics
- Add `hma` (Hull MA) and generic `ma` to unsupported func names — both were used by R1 and rejected by the API - Note that Hull MA can be approximated via apply_func with wma - Add `"all"` to the quantity placeholder blacklist; explain that exit rules must repeat the entry decimal — there is no "close all" concept Observed in run 2026-03-09T20:10:55: 2 iterations failed on hma/ma, 3 iterations skipped by client-side validation on quantity="all". Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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@@ -78,7 +78,9 @@ Action quantity MUST be a fixed decimal string that parses as a floating-point n
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e.g. `"quantity": "0.001"`.
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NEVER use an expression object for quantity — only plain decimal strings are accepted.
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NEVER use placeholder strings like `"ATR_SIZED"`, `"FULL_BALANCE"`, `"percent_of_balance"`,
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`"dynamic"`, or any non-numeric string — these will be rejected immediately.
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`"dynamic"`, `"all"`, or any non-numeric string — these will be rejected immediately.
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To exit a position, use the SAME decimal string as the entry rule — the backtester matches
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open quantity automatically. There is no "close all" concept; just repeat the entry quantity.
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### Multi-timeframe
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Any expression can reference a different timeframe via "timeframe" field.
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@@ -163,9 +165,10 @@ Common mistakes to NEVER make:
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- `adx` is a FUNC NAME, not a Condition kind. To filter for strong trends (ADX > 25):
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`{{"kind":"compare","left":{{"kind":"func","name":"adx","period":14}},"op":">","right":{{"kind":"literal","value":"25"}}}}`
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NEVER write `{{"kind":"adx",...}}` — `adx` is not a Condition kind, it is a FuncName used inside `{{"kind":"func",...}}`.
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- `roc` (rate of change), `hma` (Hull MA), `vwap`, `macd`, `cci`, `stoch` are NOT supported.
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- `roc` (rate of change), `hma` (Hull MA), `ma` (generic), `vwap`, `macd`, `cci`, `stoch` are NOT supported.
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Use `sma`, `ema`, `wma`, `rsi`, `atr`, `adx`, `supertrend`, `std_dev`, `sum`, `highest`, `lowest`,
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`bollinger_upper`, `bollinger_lower` only.
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`bollinger_upper`, `bollinger_lower` only. There is no generic `ma` — use `sma` or `ema` explicitly.
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Hull MA can be approximated as: WMA(2*WMA(n/2) - WMA(n)) using `apply_func`.
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## Working examples
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