One post tagged with "helpers"

Problem statement​

Tournament helpers across strategies drifted in naming, fields, and gating logic, which complicates maintenance and AI authoring. We need a single, consistent blueprint that AI can follow to produce “ideal” helpers: normalized indicators, uniform scoring in [0–1], clear validation gates with reasons/metadata, telemetry for dashboards, and compatibility with consumer-side leniency.

Inconsistencies observed​

• Indicator proxies: some helpers use ema_21 for EMA20 and ema_55 for EMA50; others use exact. Standardize via a mapping layer.
• Volume fields: some compute volumeUsd = volume*price, others reference volume.volumeUsd implicitly. Use analysis.volume.volumeUsd everywhere.
• Validation styles: flat required/optional vs state-machine (primed→confirmed) vs rescue logic; unify gating semantics.
• Risk guards: SL-distance/liquidity floors exist in some, absent in others; define universal hard no-gos.
• Scoring: component weights/normalizations vary; ensure 0–1 ramps with weights summing to 1, plus bounded bonuses.
• Naming drift: isBullishAlignment vs hasEmaAlignment; hasSqueeze vs isSqueeze; pick one convention.
• Reasons/metadata: different phrasing and missing numeric context; standardize reasons.passed/failed/warnings plus numeric metadata.
• Timeframe usage: H4/H1/D1 presence inconsistent; ensure helpers declare and use configured timeframes.

Guide for AI: “Ideal tournament helper” blueprint​

• Core contract

  • transform(multiTimeframeAnalysis, symbol) → Analysis
  • validate(Analysis) → { action: 'VALID'|'INVALID', confidence: number, reasons: {passed[], failed[], warnings[]}, metadata: Record<string, number> }
  • generateTPSL(Analysis, entryPrice) → { entryPrice, stopLossPrice, takeProfitLevels[], reasoning, metadata }
  • createValidationPrompt(Analysis, entryPrice) → string
  • createComparisonPrompt(AnalysisA, AnalysisB, entryA, entryB) → string
  • Analysis must include:
    • context: { symbol, currentPrice, analysisTimestamp }
    • volume: { currentVolume, volumeSma, volumeUsd, volumeRatio }
    • trend: { adx, plusDi, minusDi, isBullishBias | isBearishBias }
    • momentum: rsi, macd (values + slopes as needed)
    • ema: { ema20, ema50, isBullishAlignment | isBearishAlignment }
    • vwap/cvd/swing/volatility as needed by the strategy
    • states: optional flags for gating (e.g., isSqueeze, isPrimed, isConfirmed)
    • scoring: components + totalScore (0–1)

• Indicator normalization

  • Provide a mapping layer to normalize series keys:
    • ema20 = values['ema_20'] || values['ema_21']
    • ema50 = values['ema_50'] || values['ema_55']
  • Expose booleans consistently: isBullishAlignment / isBearishAlignment.

• Scoring specification

  • totalScore in [0, 1], computed as Σ weight_i * feature_i
  • Features normalized with monotonic ramps:
    • ramp(x, from, to) for linear segments; clamp to [0, 1].
    • example: ADX 20→40, RSI 50→70, MACD histogram thresholds, volume ratio 0.5→2.0.
  • Optional small, bounded bonuses/penalties (e.g., +0.03 per optional confirmation; cap totalScore at 1.0).
  • Include component scores in scoring: trendScore, momentumScore, volumeScore, structure/flow scores, optionalBonus, totalScore.

• Validation policy

  • Hard no-gos (never relaxed):
    • stablecoin, missing data, absurdly low liquidity (min volumeUsd), invalid SL band, extreme risk (e.g., SL > 10%).
  • Gating structure (consistent across tournaments):
    • core gates: AND/OR of primary conditions (e.g., (trend OR momentum) AND volume AND structure)
    • optional confirmations: contribute bonus and “rescue” logic
    • state machine (if needed): define isPrimed then isConfirmed flags from Analysis.states
  • Output:
    • action based primarily on totalScore thresholds with warnings around borders
    • reasons.passed/failed/warnings in consistent language
    • metadata with numeric component qualities

• Telemetry support

  • Emit in Analysis a gates block with values and thresholds used, e.g.:
    • gates: { volumeUsd: { value, min }, adx: { value, min }, bbWidthPct: { value, max }, slRiskPct: { value, max }, diGap: { value, min }, … }
  • Keep names stable for dashboards and leniency decisions.

• Buy/Sell symmetry

  • Mirror logic for SELL: invert EMAs, DI bias, MACD/RSI thresholds and breakout directions; keep same field names (isBearishAlignment, etc.).

• Prompt helpers

  • Always include numeric context in prompts (RSI, MACD, ADX, volume ratio, SL%, R:R) for reproducibility.
  • Use the same comparison schema across tournaments where possible; tailor only the feature list.

• Null/data safety

  • Default missing numeric inputs to 0, but record failures in reasons; never throw during transform for non-critical gaps.
  • Validate presence of required timeframes per config.

• Leniency compatibility

  • Ensure Analysis provides:
    • context.currentPrice
    • volume.volumeUsd (or components so the consumer can compute it)
    • scoring.totalScore
    • optional states (e.g., isPrimed) to make leniency meaningful for stateful strategies.
  • Consumer handles leniency; helpers just expose consistent fields.

• Naming conventions

  • Booleans start with is/has
  • Scores end with Score; totals as totalScore
  • CamelCase keys; units implicit unless ambiguous (use pct for percentages).

• Minimal skeleton example

export function transformForX(mta, symbol): XAnalysis {
  // normalize indicators + compute features
  return {
    context: { symbol, currentPrice, analysisTimestamp: new Date() },
    volume: { currentVolume, volumeSma, volumeUsd, volumeRatio },
    trend: { adx, plusDi, minusDi, isBullishBias },
    momentum: { rsi: { value, slope }, macd: { histogram, slope } },
    ema: { ema20, ema50, isBullishAlignment },
    states: { isSqueeze, isPrimed, isConfirmed },
    scoring: { trendScore, momentumScore, volumeScore, optionalBonus, totalScore },
    gates: { volumeUsd: { value: volumeUsd, min: 1_000_000 }, adx: { value: adx, min: 25 } }
  };
}

export function validateForX(analysis: XAnalysis) {
  // hard no-gos → INVALID
  // core gates + scoring thresholds → VALID/INVALID + warnings
  return { action, confidence, reasons, metadata };
}

• Acceptance checklist per helper
  • Provides analysis.scoring.totalScore in [0, 1]
  • Provides context.currentPrice and volume.volumeUsd
  • Uses consistent indicator normalization
  • Emits gates info for telemetry
  • Returns validation with reasons and numeric metadata
  • Mirrors buy/sell correctly

This guide yields consistent, leniency-compatible helpers that the consumer can use uniformly, while preserving each tournament’s unique logic through standardized analysis, scoring, and gating.