swym/scout
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

fix: add hma/ma to unsupported list, clarify quantity exit semantics

Browse Source 
- 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>
This commit is contained in:
rob thijssen
2026-03-09 20:23:30 +02:00
parent 8d53d6383d
commit 9a7761b452
1 changed files with 6 additions and 3 deletions
Download Patch File Download Diff File Expand all files Collapse all files

9
src/prompts.rs
View File

@@ -78,7 +78,9 @@ Action quantity MUST be a fixed decimal string that parses as a floating-point n
e.g. `"quantity": "0.001"`. e.g. `"quantity": "0.001"`.
NEVER use an expression object for quantity — only plain decimal strings are accepted. NEVER use an expression object for quantity — only plain decimal strings are accepted.
NEVER use placeholder strings like `"ATR_SIZED"`, `"FULL_BALANCE"`, `"percent_of_balance"`, NEVER use placeholder strings like `"ATR_SIZED"`, `"FULL_BALANCE"`, `"percent_of_balance"`,
`"dynamic"`, or any non-numeric string — these will be rejected immediately. `"dynamic"`, `"all"`, or any non-numeric string — these will be rejected immediately.
To exit a position, use the SAME decimal string as the entry rule — the backtester matches
open quantity automatically. There is no "close all" concept; just repeat the entry quantity.
### Multi-timeframe ### Multi-timeframe
Any expression can reference a different timeframe via "timeframe" field. Any expression can reference a different timeframe via "timeframe" field.
@@ -163,9 +165,10 @@ Common mistakes to NEVER make:
- `adx` is a FUNC NAME, not a Condition kind. To filter for strong trends (ADX > 25): - `adx` is a FUNC NAME, not a Condition kind. To filter for strong trends (ADX > 25):
`{{"kind":"compare","left":{{"kind":"func","name":"adx","period":14}},"op":">","right":{{"kind":"literal","value":"25"}}}}` `{{"kind":"compare","left":{{"kind":"func","name":"adx","period":14}},"op":">","right":{{"kind":"literal","value":"25"}}}}`
NEVER write `{{"kind":"adx",...}}` — `adx` is not a Condition kind, it is a FuncName used inside `{{"kind":"func",...}}`. NEVER write `{{"kind":"adx",...}}` — `adx` is not a Condition kind, it is a FuncName used inside `{{"kind":"func",...}}`.
- `roc` (rate of change), `hma` (Hull MA), `vwap`, `macd`, `cci`, `stoch` are NOT supported. - `roc` (rate of change), `hma` (Hull MA), `ma` (generic), `vwap`, `macd`, `cci`, `stoch` are NOT supported.
Use `sma`, `ema`, `wma`, `rsi`, `atr`, `adx`, `supertrend`, `std_dev`, `sum`, `highest`, `lowest`, Use `sma`, `ema`, `wma`, `rsi`, `atr`, `adx`, `supertrend`, `std_dev`, `sum`, `highest`, `lowest`,
`bollinger_upper`, `bollinger_lower` only. `bollinger_upper`, `bollinger_lower` only. There is no generic `ma` — use `sma` or `ema` explicitly.
Hull MA can be approximated as: WMA(2*WMA(n/2) - WMA(n)) using `apply_func`.
## Working examples ## Working examples