rob thijssen
e479351d82
Creates assets/strategy/<name>/ folders for all 13 strategies following the emmanuel-ma/mtf pattern: versioned JSON files and a readme per strategy. Tier 1 — DSL improvements (7 strategies get a new version): - simple-trend v2: ADX(14) > 25 regime gate - buy-2-factors v2: ADX(14) > 20 completes the originally-intended 3-factor gate - ichimoku v2: Chikou Span check + cloud-colour filter (Span A > Span B) - bull-market-support-band v2: event_count bull confirmation (≥35/50 bars above SMA100) - supertrend v3: ADX(14) > 25 regime gate - gaussian-channel v3: cross_over/cross_under replaces persistent compare on band breaks - stochastic-keltner v3: proper cross_over(stoch_k, 20) replaces manual two-bar simulation Tier 2 — folders + readmes only, no revision needed (6 strategies): hodl, momentum-cascade, money-line, trend-detector, hull-suite, supertrend-fusion common.rs updated with 7 new seed functions using include_str! for the revised versions; existing inline json!() seeds unchanged for historical comparison. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
1.2 KiB
1.2 KiB
Money Line
A dynamic support/resistance line derived from volume-weighted price action. The 20-period rolling VWAP acts as a "money line" — price crossing above it with volume confirmation indicates institutional buying interest.
Versions
| Version | File | Notes |
|---|---|---|
| v2 | v2.json | VWAP(20) crossover with volume spike confirmation |
Logic
Money line: VWAP(20) = sum(close × volume, 20) / sum(volume, 20)
Entry: close cross_over VWAP(20) AND volume > 1.5 × SMA(volume, 20).
Exit: close cross_under VWAP(20).
Indicators
- Rolling VWAP (20-bar window) built from
apply_func(sum)andbin_op SMA(volume, 20)— average volume for spike detection
Data requirements
- 1h candles recommended (volume data required).
- Minimum warmup: 20 candles for VWAP and volume SMA.
Known limitations
- Rolling VWAP resets every 20 bars; it is not a session VWAP (which resets at the start of each trading day). Session VWAP requires a reset condition not expressible in the DSL.
- Volume spikes (1.5× average) can trigger false entries during liquidation events.