Version: Next 🚧

Entry Conditions Schema

This document provides the complete schema reference for the entryConditions configuration object. Entry conditions define when the algorithm should open new trading positions.

Overview

Entry conditions are Step 3 of algorithm configuration. They control:

Position type (long, short, or both)
Logical combination of conditions (AND/OR)
Individual condition rules
Confirmation requirements
Time filters
Re-entry settings

Schema Structure

interface EntryConditions {
  positionType: 'long' | 'short' | 'both'
  logicalOperator: 'AND' | 'OR'
  confirmationCandles: number
  conditions: Condition[]
  candlestickPatterns?: CandlestickPattern[]
  timeFilters?: TimeFilters
  reEntry?: ReEntrySettings
  multiTimeframe?: MultiTimeframeConfig
}

Core Fields

`positionType`

Type: enum
Required: Yes
Values:
- long - Only open long (buy) positions
- short - Only open short (sell) positions
- both - Open both long and short positions
Example: "both"

Use Cases:

long - Bullish strategies, trending up markets
short - Bearish strategies, trending down markets
both - Neutral strategies, range-bound markets

`logicalOperator`

Type: enum
Required: Yes
Values:
- AND - All conditions must be true
- OR - At least one condition must be true
Example: "AND"

Truth Tables:

AND Logic:

Condition 1	Condition 2	Result
True	True	✅ Enter
True	False	❌ No Entry
False	True	❌ No Entry
False	False	❌ No Entry

OR Logic:

Condition 1	Condition 2	Result
True	True	✅ Enter
True	False	✅ Enter
False	True	✅ Enter
False	False	❌ No Entry

`confirmationCandles`

Type: number
Required: Yes
Range: 0 to 10
Description: Number of candles condition must remain true before entry
Default: 0 (immediate entry)
Example: 1

Purpose: Reduces false signals by requiring conditions to persist.

Trade-off:

Higher value = Fewer false signals, but delayed entries
Lower value = Faster entries, but more false signals

Example:

{
  "confirmationCandles": 2
}

Condition must be true for 2 consecutive candles before entering.

`conditions`

Type: Condition[]
Required: Yes
Minimum: 1 condition
Description: Array of condition rules that generate entry signals
See: Condition Types

Condition Types

There are three types of conditions:

1. Indicator vs Value

Compare an indicator to a fixed value.

interface IndicatorValueCondition {
  type: 'indicator_value'
  indicator: Indicator
  operator: ComparisonOperator
  value: number
}

Example:

{
  "type": "indicator_value",
  "indicator": {
    "type": "RSI",
    "period": 14
  },
  "operator": "above",
  "value": 50
}

Enters when RSI(14) is above 50.

2. Indicator vs Indicator

Compare two indicators.

interface IndicatorIndicatorCondition {
  type: 'indicator_indicator'
  indicator1: Indicator
  operator: ComparisonOperator
  indicator2: Indicator
}

Example:

{
  "type": "indicator_indicator",
  "indicator1": {
    "type": "EMA",
    "period": 9
  },
  "operator": "crosses_above",
  "indicator2": {
    "type": "EMA",
    "period": 21
  }
}

Enters when EMA(9) crosses above EMA(21).

3. Price vs Indicator

Compare price to an indicator.

interface PriceIndicatorCondition {
  type: 'price_indicator'
  priceType: 'open' | 'high' | 'low' | 'close'
  operator: ComparisonOperator
  indicator: Indicator
}

Example:

{
  "type": "price_indicator",
  "priceType": "close",
  "operator": "above",
  "indicator": {
    "type": "SMA",
    "period": 200
  }
}

Enters when close price is above SMA(200).

Indicator Structure

interface Indicator {
  type: IndicatorType
  period?: number
  // Indicator-specific parameters
  fastPeriod?: number      // MACD
  slowPeriod?: number      // MACD
  signalPeriod?: number    // MACD
  stdDev?: number          // Bollinger Bands
  kPeriod?: number         // Stochastic
  dPeriod?: number         // Stochastic
}

Supported Indicators

Moving Averages

SMA - Simple Moving Average
- Parameters: period (5-200)
EMA - Exponential Moving Average
- Parameters: period (5-200)
WMA - Weighted Moving Average
- Parameters: period (5-200)

Momentum Indicators

RSI - Relative Strength Index
- Parameters: period (5-50, default 14)
Stochastic - Stochastic Oscillator
- Parameters: kPeriod (5-50, default 14), dPeriod (3-10, default 3)
CCI - Commodity Channel Index
- Parameters: period (5-50, default 20)

Trend Indicators

MACD - Moving Average Convergence Divergence
- Parameters: fastPeriod (5-50, default 12), slowPeriod (10-100, default 26), signalPeriod (5-20, default 9)
ADX - Average Directional Index
- Parameters: period (5-50, default 14)
ParabolicSAR - Parabolic Stop and Reverse
- Parameters: acceleration (0.01-0.1, default 0.02), maximum (0.1-0.5, default 0.2)

Volatility Indicators

BollingerBands - Bollinger Bands
- Parameters: period (10-50, default 20), stdDev (1-3, default 2)
ATR - Average True Range
- Parameters: period (5-50, default 14)
KeltnerChannels - Keltner Channels
- Parameters: period (10-50, default 20), atrPeriod (5-50, default 10)

Volume Indicators

Volume - Trading Volume
- No parameters
OBV - On-Balance Volume
- No parameters
VWAP - Volume Weighted Average Price
- No parameters

Comparison Operators

`operator`

Type: enum
Required: Yes
Values:
- above - Greater than
- below - Less than
- equals - Equal to (with tolerance)
- crosses_above - Crosses from below to above
- crosses_below - Crosses from above to below
- greater_than_equal - Greater than or equal
- less_than_equal - Less than or equal

Cross Detection

Crossover operators require previous candle data:

crosses_above:

Previous: value1 &lt;= value2
Current:  value1 > value2

crosses_below:

Previous: value1 >= value2
Current:  value1 < value2

Candlestick Patterns

Optional array of candlestick patterns to detect.

interface CandlestickPattern {
  pattern: PatternType
  direction?: 'bullish' | 'bearish' | 'any'
}

Supported Patterns

Single-Candle Patterns

hammer - Bullish reversal (long lower wick)
shooting_star - Bearish reversal (long upper wick)
doji - Indecision (very small body)
marubozu - Strong trend (no wicks)
spinning_top - Indecision (small body, wicks both sides)

Two-Candle Patterns

bullish_engulfing - Bullish reversal
bearish_engulfing - Bearish reversal

Three-Candle Patterns

morning_star - Bullish reversal
evening_star - Bearish reversal

Example:

{
  "candlestickPatterns": [
    {
      "pattern": "hammer",
      "direction": "bullish"
    },
    {
      "pattern": "bullish_engulfing"
    }
  ]
}

Time Filters

Optional time-based filtering for entries.

interface TimeFilters {
  tradingHours?: {
    start: string    // HH:MM format
    end: string      // HH:MM format
  }
  tradingDays?: string[]  // ['monday', 'tuesday', ...]
  timezone?: string       // IANA timezone
}

`tradingHours`

Type: object
Required: No
Description: Restrict trading to specific hours
Format: 24-hour time (HH:MM)

Example:

{
  "tradingHours": {
    "start": "09:30",
    "end": "15:00"
  }
}

Only enter trades between 9:30 AM and 3:00 PM.

`tradingDays`

Type: string[]
Required: No
Values: monday, tuesday, wednesday, thursday, friday, saturday, sunday
Description: Days of week to allow trading

Example:

{
  "tradingDays": ["monday", "tuesday", "wednesday", "thursday", "friday"]
}

Only trade on weekdays.

`timezone`

Type: string
Required: No
Default: "Asia/Kolkata"
Description: IANA timezone for time filters
Example: "Asia/Kolkata"

Re-Entry Settings

Optional settings to control re-entering after exits.

interface ReEntrySettings {
  cooldownMinutes: number    // 0 to 1440
  maxReEntries: number       // 0 to 10
}

`cooldownMinutes`

Type: number
Required: Yes (if reEntry is defined)
Range: 0 to 1440 (24 hours)
Description: Minutes to wait after exit before re-entering
Example: 30

`maxReEntries`

Type: number
Required: Yes (if reEntry is defined)
Range: 0 to 10
Description: Maximum number of re-entries for same symbol in same day
Example: 3

Example:

{
  "reEntry": {
    "cooldownMinutes": 30,
    "maxReEntries": 3
  }
}

Wait 30 minutes after exit, maximum 3 re-entries per day.

Multi-Timeframe Configuration

Optional higher timeframe confirmation.

interface MultiTimeframeConfig {
  enabled: boolean
  higherTimeframe: Timeframe
  conditions: Condition[]
  confirmationRequired: boolean
  onMisalignment: 'skip_entry' | 'alert_only' | 'enter_anyway'
}

`enabled`

Type: boolean
Required: Yes
Description: Whether multi-timeframe analysis is enabled
Example: true

`higherTimeframe`

Type: enum
Required: Yes (if enabled is true)
Values: 5m, 15m, 30m, 1h, 2h, 4h, 1d, 1w
Description: Higher timeframe for confirmation
Example: "1h"

`conditions`

Type: Condition[]
Required: Yes (if enabled is true)
Description: Conditions to check on higher timeframe
See: Condition Types

`confirmationRequired`

Type: boolean
Required: Yes (if enabled is true)
Description: Whether higher timeframe must confirm
Example: true

`onMisalignment`

Type: enum
Required: Yes (if enabled is true)
Values:
- skip_entry - Don't enter if timeframes disagree
- alert_only - Enter but send alert
- enter_anyway - Enter regardless
Example: "skip_entry"

Example:

{
  "multiTimeframe": {
    "enabled": true,
    "higherTimeframe": "1h",
    "conditions": [
      {
        "type": "indicator_value",
        "indicator": {
          "type": "EMA",
          "period": 50
        },
        "operator": "above",
        "value": 0
      }
    ],
    "confirmationRequired": true,
    "onMisalignment": "skip_entry"
  }
}

Complete Examples

Simple RSI Strategy

{
  "positionType": "long",
  "logicalOperator": "AND",
  "confirmationCandles": 0,
  "conditions": [
    {
      "type": "indicator_value",
      "indicator": {
        "type": "RSI",
        "period": 14
      },
      "operator": "below",
      "value": 30
    }
  ]
}

EMA Crossover with Volume

{
  "positionType": "both",
  "logicalOperator": "AND",
  "confirmationCandles": 1,
  "conditions": [
    {
      "type": "indicator_indicator",
      "indicator1": {
        "type": "EMA",
        "period": 9
      },
      "operator": "crosses_above",
      "indicator2": {
        "type": "EMA",
        "period": 21
      }
    },
    {
      "type": "indicator_indicator",
      "indicator1": {
        "type": "Volume"
      },
      "operator": "above",
      "indicator2": {
        "type": "SMA",
        "period": 20
      }
    }
  ]
}

Multi-Condition with Time Filter

{
  "positionType": "long",
  "logicalOperator": "AND",
  "confirmationCandles": 2,
  "conditions": [
    {
      "type": "price_indicator",
      "priceType": "close",
      "operator": "above",
      "indicator": {
        "type": "SMA",
        "period": 200
      }
    },
    {
      "type": "indicator_value",
      "indicator": {
        "type": "RSI",
        "period": 14
      },
      "operator": "above",
      "value": 50
    },
    {
      "type": "indicator_value",
      "indicator": {
        "type": "MACD",
        "fastPeriod": 12,
        "slowPeriod": 26,
        "signalPeriod": 9
      },
      "operator": "above",
      "value": 0
    }
  ],
  "timeFilters": {
    "tradingHours": {
      "start": "09:30",
      "end": "15:00"
    },
    "tradingDays": ["monday", "tuesday", "wednesday", "thursday", "friday"]
  }
}

Multi-Timeframe Strategy

{
  "positionType": "both",
  "logicalOperator": "AND",
  "confirmationCandles": 1,
  "conditions": [
    {
      "type": "indicator_indicator",
      "indicator1": {
        "type": "EMA",
        "period": 9
      },
      "operator": "crosses_above",
      "indicator2": {
        "type": "EMA",
        "period": 21
      }
    }
  ],
  "multiTimeframe": {
    "enabled": true,
    "higherTimeframe": "1h",
    "conditions": [
      {
        "type": "indicator_value",
        "indicator": {
          "type": "ADX",
          "period": 14
        },
        "operator": "above",
        "value": 25
      }
    ],
    "confirmationRequired": true,
    "onMisalignment": "skip_entry"
  }
}

Validation Rules

General Rules

At least one condition is required
All indicator parameters must be within valid ranges
Confirmation candles must be between 0 and 10
If multiTimeframe is enabled, all multiTimeframe fields are required

Condition Validation

Each condition must have all required fields for its type
Indicator types must be supported
Operators must be valid for the condition type
Cross operators require two values to compare

Time Filter Validation

Trading hours must be in HH:MM format
Start time must be before end time
Trading days must be valid day names
Timezone must be valid IANA timezone

Algorithm Structure - Complete algorithm schema
Exit Conditions Schema - Exit rules configuration
Comparison Operators - Detailed operator reference
Indicators Reference - All supported indicators
How to Configure Entry Conditions - Step-by-step guide

Overview​

Schema Structure​

Core Fields​

positionType​

logicalOperator​

confirmationCandles​

conditions​

Condition Types​

1. Indicator vs Value​

2. Indicator vs Indicator​

3. Price vs Indicator​

Indicator Structure​

Supported Indicators​

Moving Averages​

Momentum Indicators​

Trend Indicators​

Volatility Indicators​

Volume Indicators​

Comparison Operators​

operator​

Cross Detection​

Candlestick Patterns​

Supported Patterns​

Single-Candle Patterns​

Two-Candle Patterns​

Three-Candle Patterns​

Time Filters​

tradingHours​

tradingDays​

timezone​

Re-Entry Settings​

cooldownMinutes​

maxReEntries​

Multi-Timeframe Configuration​

enabled​

higherTimeframe​

conditions​

confirmationRequired​

onMisalignment​

Complete Examples​

Simple RSI Strategy​

EMA Crossover with Volume​

Multi-Condition with Time Filter​

Multi-Timeframe Strategy​

Validation Rules​

General Rules​

Condition Validation​

Time Filter Validation​

Related Documentation​

Overview

Schema Structure

Core Fields

`positionType`

`logicalOperator`

`confirmationCandles`

`conditions`

Condition Types

1. Indicator vs Value

2. Indicator vs Indicator

3. Price vs Indicator

Indicator Structure

Supported Indicators

Moving Averages

Momentum Indicators

Trend Indicators

Volatility Indicators

Volume Indicators

Comparison Operators

`operator`

Cross Detection

Candlestick Patterns

Supported Patterns

Single-Candle Patterns

Two-Candle Patterns

Three-Candle Patterns

Time Filters

`tradingHours`

`tradingDays`

`timezone`

Re-Entry Settings

`cooldownMinutes`

`maxReEntries`

Multi-Timeframe Configuration

`enabled`

`higherTimeframe`

`conditions`

`confirmationRequired`

`onMisalignment`

Complete Examples

Simple RSI Strategy

EMA Crossover with Volume

Multi-Condition with Time Filter

Multi-Timeframe Strategy

Validation Rules

General Rules

Condition Validation

Time Filter Validation

Related Documentation