{ "$defs": { "ADXIndicatorSignalRef": { "additionalProperties": false, "description": "ADX with access to +DI / -DI directional indicators.\n\nThe ADX indicator computes three series internally: the composite ADX\n(trend strength) plus the Plus Directional Indicator (+DI) and Minus\nDirectional Indicator (-DI). Use ``output`` to select which series:\n\n - ``adx`` (default): composite Wilder ADX, 0-100 trend strength.\n - ``plus_di``: +DI, upward directional movement strength.\n - ``minus_di``: -DI, downward directional movement strength.\n\n``plus_di > minus_di`` indicates an up-trending directional bias;\n``plus_di < minus_di`` indicates a down-trending bias.", "properties": { "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "indicator": { "const": "adx_di", "default": "adx_di", "title": "Indicator", "type": "string" }, "output": { "default": "adx", "enum": [ "adx", "plus_di", "minus_di" ], "title": "Output", "type": "string" }, "period": { "default": 14, "maximum": 500, "minimum": 2, "title": "Period", "type": "integer" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "type": { "const": "indicator", "default": "indicator", "title": "Type", "type": "string" } }, "title": "ADXIndicatorSignalRef", "type": "object" }, "AVWAPIndicatorSignalRef": { "additionalProperties": false, "description": "Anchored VWAP \u2014 VWAP anchored to a specific session/week/month/custom point.\n\nMirrors the IR ``AnchoredVWAP`` model: ``anchor`` selects the canonical\nanchor boundary; ``anchor_datetime`` (ISO 8601 string) supplies the custom\nanchor instant when ``anchor=\"custom\"``.\n\nUse ``vwap`` for the simple session-anchored case; use ``avwap`` when you\nneed week/month/ytd/custom anchors or the ``std_dev`` band output.", "properties": { "anchor": { "default": "session", "enum": [ "session", "session_open", "week", "week_open", "month", "month_start", "ytd", "custom" ], "title": "Anchor", "type": "string" }, "anchor_datetime": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "title": "Anchor Datetime" }, "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "indicator": { "const": "avwap", "default": "avwap", "title": "Indicator", "type": "string" }, "output": { "default": "value", "enum": [ "value", "std_dev" ], "title": "Output", "type": "string" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "type": { "const": "indicator", "default": "indicator", "title": "Type", "type": "string" } }, "title": "AVWAPIndicatorSignalRef", "type": "object" }, "AdIndicatorSignalRef": { "additionalProperties": false, "properties": { "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "indicator": { "const": "ad", "default": "ad", "title": "Indicator", "type": "string" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "type": { "const": "indicator", "default": "indicator", "title": "Type", "type": "string" } }, "title": "AdIndicatorSignalRef", "type": "object" }, "AllOfCondition": { "additionalProperties": false, "description": "Logical AND -- all child conditions must be true.", "properties": { "child_names": { "anyOf": [ { "items": { "anyOf": [ { "type": "string" }, { "type": "null" } ] }, "type": "array" }, { "type": "null" } ], "default": null, "title": "Child Names" }, "conditions": { "items": { "discriminator": { "mapping": { "allOf": "#/$defs/AllOfCondition", "always_true": "#/$defs/AlwaysTrueCondition", "anyOf": "#/$defs/AnyOfCondition", "at_least": "#/$defs/AtLeastCondition", "at_time": "#/$defs/AtTimeCondition", "avwap_reversion": "#/$defs/AvwapReversionCondition", "band_distance": "#/$defs/BandDistanceCondition", "band_edge": "#/$defs/BandEdgeCondition", "band_level": "#/$defs/BandLevelCondition", "band_reentry": "#/$defs/BandReentryCondition", "breakout": "#/$defs/BreakoutCondition", "breakout_retest": "#/$defs/BreakoutRetestCondition", "calendar_schedule": "#/$defs/CalendarScheduleCondition", "candle_pattern": "#/$defs/CandlePatternCondition", "compare": "#/$defs/CompareCondition", "consecutive": "#/$defs/ConsecutiveCondition", "cross": "#/$defs/CrossSignalCondition", "cross_sectional_percentile": "#/$defs/CrossSectionalPercentileCondition", "cross_sectional_zscore": "#/$defs/ZScoreCondition", "divergence": "#/$defs/DivergenceCondition", "eod_flatten": "#/$defs/EodFlattenCondition", "event": "#/$defs/EventCondition", "fixed_targets": "#/$defs/FixedTargetsCondition", "flag_pattern": "#/$defs/FlagPatternCondition", "fvg": "#/$defs/FairValueGapCondition", "gap": "#/$defs/GapCondition", "gap_pct": "#/$defs/GapPctCondition", "in_set": "#/$defs/InSetCondition", "intermarket": "#/$defs/IntermarketCondition", "iv_rank": "#/$defs/IVRankCondition", "liquidity_sweep": "#/$defs/LiquiditySweepCondition", "not": "#/$defs/NotCondition", "order_block": "#/$defs/OrderBlockCondition", "ote": "#/$defs/OTECondition", "pcr_volume": "#/$defs/PCRVolumeCondition", "pennant_pattern": "#/$defs/PennantPatternCondition", "price_level_cross": "#/$defs/PriceLevelCrossCondition", "price_level_touch": "#/$defs/PriceLevelTouchCondition", "rank": "#/$defs/RankCondition", "regime_filter": "#/$defs/RegimeFilterCondition", "ret_pct": "#/$defs/RetPctCondition", "sequence": "#/$defs/SequenceCondition", "sibling_compare": "#/$defs/SiblingCompareCondition", "skew_25d": "#/$defs/SkewCondition", "spread": "#/$defs/SpreadCondition", "squeeze": "#/$defs/SqueezeCondition", "term_30_90": "#/$defs/TermStructureCondition", "time_filter": "#/$defs/TimeFilterCondition", "trailing_breakout": "#/$defs/TrailingBreakoutCondition", "trailing_state": "#/$defs/TrailingStateCondition", "trailing_stop": "#/$defs/TrailingStopCondition", "transition": "#/$defs/TransitionCondition", "trend_adx": "#/$defs/TrendADXCondition", "trend_ma_relation": "#/$defs/TrendMARelationCondition", "vol_atr_pct": "#/$defs/VolATRPctCondition", "vol_bb_width": "#/$defs/VolBBWidthCondition", "volume_pctile": "#/$defs/VolumePctileCondition", "volume_ratio": "#/$defs/VolumeRatioCondition" }, "propertyName": "type" }, "oneOf": [ { "$ref": "#/$defs/RegimeFilterCondition" }, { "$ref": "#/$defs/TrendADXCondition" }, { "$ref": "#/$defs/TrendMARelationCondition" }, { "$ref": "#/$defs/VolATRPctCondition" }, { "$ref": "#/$defs/VolBBWidthCondition" }, { "$ref": "#/$defs/VolumeRatioCondition" }, { "$ref": "#/$defs/VolumePctileCondition" }, { "$ref": "#/$defs/PriceLevelTouchCondition" }, { "$ref": "#/$defs/PriceLevelCrossCondition" }, { "$ref": "#/$defs/LiquiditySweepCondition" }, { "$ref": "#/$defs/FairValueGapCondition" }, { "$ref": "#/$defs/OrderBlockCondition" }, { "$ref": "#/$defs/OTECondition" }, { "$ref": "#/$defs/RetPctCondition" }, { "$ref": "#/$defs/GapPctCondition" }, { "$ref": "#/$defs/FlagPatternCondition" }, { "$ref": "#/$defs/PennantPatternCondition" }, { "$ref": "#/$defs/BandEdgeCondition" }, { "$ref": "#/$defs/BandLevelCondition" }, { "$ref": "#/$defs/BandDistanceCondition" }, { "$ref": "#/$defs/BandReentryCondition" }, { "$ref": "#/$defs/BreakoutCondition" }, { "$ref": "#/$defs/SqueezeCondition" }, { "$ref": "#/$defs/TimeFilterCondition" }, { "$ref": "#/$defs/EodFlattenCondition" }, { "$ref": "#/$defs/AtTimeCondition" }, { "$ref": "#/$defs/CrossSignalCondition" }, { "$ref": "#/$defs/TransitionCondition" }, { "$ref": "#/$defs/InSetCondition" }, { "$ref": "#/$defs/CompareCondition" }, { "$ref": "#/$defs/TrailingStateCondition" }, { "$ref": "#/$defs/SpreadCondition" }, { "$ref": "#/$defs/EventCondition" }, { "$ref": "#/$defs/GapCondition" }, { "$ref": "#/$defs/TrailingBreakoutCondition" }, { "$ref": "#/$defs/BreakoutRetestCondition" }, { "$ref": "#/$defs/AvwapReversionCondition" }, { "$ref": "#/$defs/FixedTargetsCondition" }, { "$ref": "#/$defs/TrailingStopCondition" }, { "$ref": "#/$defs/DivergenceCondition" }, { "$ref": "#/$defs/IntermarketCondition" }, { "$ref": "#/$defs/CandlePatternCondition" }, { "$ref": "#/$defs/CalendarScheduleCondition" }, { "$ref": "#/$defs/AlwaysTrueCondition" }, { "$ref": "#/$defs/IVRankCondition" }, { "$ref": "#/$defs/PCRVolumeCondition" }, { "$ref": "#/$defs/SkewCondition" }, { "$ref": "#/$defs/TermStructureCondition" }, { "$ref": "#/$defs/RankCondition" }, { "$ref": "#/$defs/CrossSectionalPercentileCondition" }, { "$ref": "#/$defs/ZScoreCondition" }, { "$ref": "#/$defs/SiblingCompareCondition" }, { "$ref": "#/$defs/AllOfCondition" }, { "$ref": "#/$defs/AnyOfCondition" }, { "$ref": "#/$defs/NotCondition" }, { "$ref": "#/$defs/AtLeastCondition" }, { "$ref": "#/$defs/SequenceCondition" }, { "$ref": "#/$defs/ConsecutiveCondition" } ] }, "minItems": 1, "title": "Conditions", "type": "array" }, "type": { "const": "allOf", "default": "allOf", "title": "Type", "type": "string" } }, "required": [ "conditions" ], "title": "AllOfCondition", "type": "object" }, "AlwaysTrueCondition": { "additionalProperties": false, "description": "Always true -- fires on every bar. Use as a no-op placeholder or unconditional trigger.", "properties": { "type": { "const": "always_true", "default": "always_true", "title": "Type", "type": "string" } }, "title": "AlwaysTrueCondition", "type": "object" }, "AnchorSignalRef": { "additionalProperties": false, "properties": { "anchor_field": { "enum": [ "open", "high", "low", "close", "mid", "range" ], "title": "Anchor Field", "type": "string" }, "anchor_id": { "title": "Anchor Id", "type": "string" }, "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "type": { "const": "anchor", "default": "anchor", "title": "Type", "type": "string" } }, "required": [ "anchor_id", "anchor_field" ], "title": "AnchorSignalRef", "type": "object" }, "AnyOfCondition": { "additionalProperties": false, "description": "Logical OR -- at least one child condition must be true.", "properties": { "child_names": { "anyOf": [ { "items": { "anyOf": [ { "type": "string" }, { "type": "null" } ] }, "type": "array" }, { "type": "null" } ], "default": null, "title": "Child Names" }, "conditions": { "items": { "discriminator": { "mapping": { "allOf": "#/$defs/AllOfCondition", "always_true": "#/$defs/AlwaysTrueCondition", "anyOf": "#/$defs/AnyOfCondition", "at_least": "#/$defs/AtLeastCondition", "at_time": "#/$defs/AtTimeCondition", "avwap_reversion": "#/$defs/AvwapReversionCondition", "band_distance": "#/$defs/BandDistanceCondition", "band_edge": "#/$defs/BandEdgeCondition", "band_level": "#/$defs/BandLevelCondition", "band_reentry": "#/$defs/BandReentryCondition", "breakout": "#/$defs/BreakoutCondition", "breakout_retest": "#/$defs/BreakoutRetestCondition", "calendar_schedule": "#/$defs/CalendarScheduleCondition", "candle_pattern": "#/$defs/CandlePatternCondition", "compare": "#/$defs/CompareCondition", "consecutive": "#/$defs/ConsecutiveCondition", "cross": "#/$defs/CrossSignalCondition", "cross_sectional_percentile": "#/$defs/CrossSectionalPercentileCondition", "cross_sectional_zscore": "#/$defs/ZScoreCondition", "divergence": "#/$defs/DivergenceCondition", "eod_flatten": "#/$defs/EodFlattenCondition", "event": "#/$defs/EventCondition", "fixed_targets": "#/$defs/FixedTargetsCondition", "flag_pattern": "#/$defs/FlagPatternCondition", "fvg": "#/$defs/FairValueGapCondition", "gap": "#/$defs/GapCondition", "gap_pct": "#/$defs/GapPctCondition", "in_set": "#/$defs/InSetCondition", "intermarket": "#/$defs/IntermarketCondition", "iv_rank": "#/$defs/IVRankCondition", "liquidity_sweep": "#/$defs/LiquiditySweepCondition", "not": "#/$defs/NotCondition", "order_block": "#/$defs/OrderBlockCondition", "ote": "#/$defs/OTECondition", "pcr_volume": "#/$defs/PCRVolumeCondition", "pennant_pattern": "#/$defs/PennantPatternCondition", "price_level_cross": "#/$defs/PriceLevelCrossCondition", "price_level_touch": "#/$defs/PriceLevelTouchCondition", "rank": "#/$defs/RankCondition", "regime_filter": "#/$defs/RegimeFilterCondition", "ret_pct": "#/$defs/RetPctCondition", "sequence": "#/$defs/SequenceCondition", "sibling_compare": "#/$defs/SiblingCompareCondition", "skew_25d": "#/$defs/SkewCondition", "spread": "#/$defs/SpreadCondition", "squeeze": "#/$defs/SqueezeCondition", "term_30_90": "#/$defs/TermStructureCondition", "time_filter": "#/$defs/TimeFilterCondition", "trailing_breakout": "#/$defs/TrailingBreakoutCondition", "trailing_state": "#/$defs/TrailingStateCondition", "trailing_stop": "#/$defs/TrailingStopCondition", "transition": "#/$defs/TransitionCondition", "trend_adx": "#/$defs/TrendADXCondition", "trend_ma_relation": "#/$defs/TrendMARelationCondition", "vol_atr_pct": "#/$defs/VolATRPctCondition", "vol_bb_width": "#/$defs/VolBBWidthCondition", "volume_pctile": "#/$defs/VolumePctileCondition", "volume_ratio": "#/$defs/VolumeRatioCondition" }, "propertyName": "type" }, "oneOf": [ { "$ref": "#/$defs/RegimeFilterCondition" }, { "$ref": "#/$defs/TrendADXCondition" }, { "$ref": "#/$defs/TrendMARelationCondition" }, { "$ref": "#/$defs/VolATRPctCondition" }, { "$ref": "#/$defs/VolBBWidthCondition" }, { "$ref": "#/$defs/VolumeRatioCondition" }, { "$ref": "#/$defs/VolumePctileCondition" }, { "$ref": "#/$defs/PriceLevelTouchCondition" }, { "$ref": "#/$defs/PriceLevelCrossCondition" }, { "$ref": "#/$defs/LiquiditySweepCondition" }, { "$ref": "#/$defs/FairValueGapCondition" }, { "$ref": "#/$defs/OrderBlockCondition" }, { "$ref": "#/$defs/OTECondition" }, { "$ref": "#/$defs/RetPctCondition" }, { "$ref": "#/$defs/GapPctCondition" }, { "$ref": "#/$defs/FlagPatternCondition" }, { "$ref": "#/$defs/PennantPatternCondition" }, { "$ref": "#/$defs/BandEdgeCondition" }, { "$ref": "#/$defs/BandLevelCondition" }, { "$ref": "#/$defs/BandDistanceCondition" }, { "$ref": "#/$defs/BandReentryCondition" }, { "$ref": "#/$defs/BreakoutCondition" }, { "$ref": "#/$defs/SqueezeCondition" }, { "$ref": "#/$defs/TimeFilterCondition" }, { "$ref": "#/$defs/EodFlattenCondition" }, { "$ref": "#/$defs/AtTimeCondition" }, { "$ref": "#/$defs/CrossSignalCondition" }, { "$ref": "#/$defs/TransitionCondition" }, { "$ref": "#/$defs/InSetCondition" }, { "$ref": "#/$defs/CompareCondition" }, { "$ref": "#/$defs/TrailingStateCondition" }, { "$ref": "#/$defs/SpreadCondition" }, { "$ref": "#/$defs/EventCondition" }, { "$ref": "#/$defs/GapCondition" }, { "$ref": "#/$defs/TrailingBreakoutCondition" }, { "$ref": "#/$defs/BreakoutRetestCondition" }, { "$ref": "#/$defs/AvwapReversionCondition" }, { "$ref": "#/$defs/FixedTargetsCondition" }, { "$ref": "#/$defs/TrailingStopCondition" }, { "$ref": "#/$defs/DivergenceCondition" }, { "$ref": "#/$defs/IntermarketCondition" }, { "$ref": "#/$defs/CandlePatternCondition" }, { "$ref": "#/$defs/CalendarScheduleCondition" }, { "$ref": "#/$defs/AlwaysTrueCondition" }, { "$ref": "#/$defs/IVRankCondition" }, { "$ref": "#/$defs/PCRVolumeCondition" }, { "$ref": "#/$defs/SkewCondition" }, { "$ref": "#/$defs/TermStructureCondition" }, { "$ref": "#/$defs/RankCondition" }, { "$ref": "#/$defs/CrossSectionalPercentileCondition" }, { "$ref": "#/$defs/ZScoreCondition" }, { "$ref": "#/$defs/SiblingCompareCondition" }, { "$ref": "#/$defs/AllOfCondition" }, { "$ref": "#/$defs/AnyOfCondition" }, { "$ref": "#/$defs/NotCondition" }, { "$ref": "#/$defs/AtLeastCondition" }, { "$ref": "#/$defs/SequenceCondition" }, { "$ref": "#/$defs/ConsecutiveCondition" } ] }, "minItems": 1, "title": "Conditions", "type": "array" }, "type": { "const": "anyOf", "default": "anyOf", "title": "Type", "type": "string" } }, "required": [ "conditions" ], "title": "AnyOfCondition", "type": "object" }, "AroonIndicatorSignalRef": { "additionalProperties": false, "properties": { "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "indicator": { "const": "aroon", "default": "aroon", "title": "Indicator", "type": "string" }, "line": { "enum": [ "up", "down" ], "title": "Line", "type": "string" }, "period": { "maximum": 500, "minimum": 2, "title": "Period", "type": "integer" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "type": { "const": "indicator", "default": "indicator", "title": "Type", "type": "string" } }, "required": [ "period", "line" ], "title": "AroonIndicatorSignalRef", "type": "object" }, "AtLeastCondition": { "additionalProperties": false, "description": "At-least-N -- true when min_true or more child conditions are true.", "properties": { "child_names": { "anyOf": [ { "items": { "anyOf": [ { "type": "string" }, { "type": "null" } ] }, "type": "array" }, { "type": "null" } ], "default": null, "title": "Child Names" }, "conditions": { "items": { "discriminator": { "mapping": { "allOf": "#/$defs/AllOfCondition", "always_true": "#/$defs/AlwaysTrueCondition", "anyOf": "#/$defs/AnyOfCondition", "at_least": "#/$defs/AtLeastCondition", "at_time": "#/$defs/AtTimeCondition", "avwap_reversion": "#/$defs/AvwapReversionCondition", "band_distance": "#/$defs/BandDistanceCondition", "band_edge": "#/$defs/BandEdgeCondition", "band_level": "#/$defs/BandLevelCondition", "band_reentry": "#/$defs/BandReentryCondition", "breakout": "#/$defs/BreakoutCondition", "breakout_retest": "#/$defs/BreakoutRetestCondition", "calendar_schedule": "#/$defs/CalendarScheduleCondition", "candle_pattern": "#/$defs/CandlePatternCondition", "compare": "#/$defs/CompareCondition", "consecutive": "#/$defs/ConsecutiveCondition", "cross": "#/$defs/CrossSignalCondition", "cross_sectional_percentile": "#/$defs/CrossSectionalPercentileCondition", "cross_sectional_zscore": "#/$defs/ZScoreCondition", "divergence": "#/$defs/DivergenceCondition", "eod_flatten": "#/$defs/EodFlattenCondition", "event": "#/$defs/EventCondition", "fixed_targets": "#/$defs/FixedTargetsCondition", "flag_pattern": "#/$defs/FlagPatternCondition", "fvg": "#/$defs/FairValueGapCondition", "gap": "#/$defs/GapCondition", "gap_pct": "#/$defs/GapPctCondition", "in_set": "#/$defs/InSetCondition", "intermarket": "#/$defs/IntermarketCondition", "iv_rank": "#/$defs/IVRankCondition", "liquidity_sweep": "#/$defs/LiquiditySweepCondition", "not": "#/$defs/NotCondition", "order_block": "#/$defs/OrderBlockCondition", "ote": "#/$defs/OTECondition", "pcr_volume": "#/$defs/PCRVolumeCondition", "pennant_pattern": "#/$defs/PennantPatternCondition", "price_level_cross": "#/$defs/PriceLevelCrossCondition", "price_level_touch": "#/$defs/PriceLevelTouchCondition", "rank": "#/$defs/RankCondition", "regime_filter": "#/$defs/RegimeFilterCondition", "ret_pct": "#/$defs/RetPctCondition", "sequence": "#/$defs/SequenceCondition", "sibling_compare": "#/$defs/SiblingCompareCondition", "skew_25d": "#/$defs/SkewCondition", "spread": "#/$defs/SpreadCondition", "squeeze": "#/$defs/SqueezeCondition", "term_30_90": "#/$defs/TermStructureCondition", "time_filter": "#/$defs/TimeFilterCondition", "trailing_breakout": "#/$defs/TrailingBreakoutCondition", "trailing_state": "#/$defs/TrailingStateCondition", "trailing_stop": "#/$defs/TrailingStopCondition", "transition": "#/$defs/TransitionCondition", "trend_adx": "#/$defs/TrendADXCondition", "trend_ma_relation": "#/$defs/TrendMARelationCondition", "vol_atr_pct": "#/$defs/VolATRPctCondition", "vol_bb_width": "#/$defs/VolBBWidthCondition", "volume_pctile": "#/$defs/VolumePctileCondition", "volume_ratio": "#/$defs/VolumeRatioCondition" }, "propertyName": "type" }, "oneOf": [ { "$ref": "#/$defs/RegimeFilterCondition" }, { "$ref": "#/$defs/TrendADXCondition" }, { "$ref": "#/$defs/TrendMARelationCondition" }, { "$ref": "#/$defs/VolATRPctCondition" }, { "$ref": "#/$defs/VolBBWidthCondition" }, { "$ref": "#/$defs/VolumeRatioCondition" }, { "$ref": "#/$defs/VolumePctileCondition" }, { "$ref": "#/$defs/PriceLevelTouchCondition" }, { "$ref": "#/$defs/PriceLevelCrossCondition" }, { "$ref": "#/$defs/LiquiditySweepCondition" }, { "$ref": "#/$defs/FairValueGapCondition" }, { "$ref": "#/$defs/OrderBlockCondition" }, { "$ref": "#/$defs/OTECondition" }, { "$ref": "#/$defs/RetPctCondition" }, { "$ref": "#/$defs/GapPctCondition" }, { "$ref": "#/$defs/FlagPatternCondition" }, { "$ref": "#/$defs/PennantPatternCondition" }, { "$ref": "#/$defs/BandEdgeCondition" }, { "$ref": "#/$defs/BandLevelCondition" }, { "$ref": "#/$defs/BandDistanceCondition" }, { "$ref": "#/$defs/BandReentryCondition" }, { "$ref": "#/$defs/BreakoutCondition" }, { "$ref": "#/$defs/SqueezeCondition" }, { "$ref": "#/$defs/TimeFilterCondition" }, { "$ref": "#/$defs/EodFlattenCondition" }, { "$ref": "#/$defs/AtTimeCondition" }, { "$ref": "#/$defs/CrossSignalCondition" }, { "$ref": "#/$defs/TransitionCondition" }, { "$ref": "#/$defs/InSetCondition" }, { "$ref": "#/$defs/CompareCondition" }, { "$ref": "#/$defs/TrailingStateCondition" }, { "$ref": "#/$defs/SpreadCondition" }, { "$ref": "#/$defs/EventCondition" }, { "$ref": "#/$defs/GapCondition" }, { "$ref": "#/$defs/TrailingBreakoutCondition" }, { "$ref": "#/$defs/BreakoutRetestCondition" }, { "$ref": "#/$defs/AvwapReversionCondition" }, { "$ref": "#/$defs/FixedTargetsCondition" }, { "$ref": "#/$defs/TrailingStopCondition" }, { "$ref": "#/$defs/DivergenceCondition" }, { "$ref": "#/$defs/IntermarketCondition" }, { "$ref": "#/$defs/CandlePatternCondition" }, { "$ref": "#/$defs/CalendarScheduleCondition" }, { "$ref": "#/$defs/AlwaysTrueCondition" }, { "$ref": "#/$defs/IVRankCondition" }, { "$ref": "#/$defs/PCRVolumeCondition" }, { "$ref": "#/$defs/SkewCondition" }, { "$ref": "#/$defs/TermStructureCondition" }, { "$ref": "#/$defs/RankCondition" }, { "$ref": "#/$defs/CrossSectionalPercentileCondition" }, { "$ref": "#/$defs/ZScoreCondition" }, { "$ref": "#/$defs/SiblingCompareCondition" }, { "$ref": "#/$defs/AllOfCondition" }, { "$ref": "#/$defs/AnyOfCondition" }, { "$ref": "#/$defs/NotCondition" }, { "$ref": "#/$defs/AtLeastCondition" }, { "$ref": "#/$defs/SequenceCondition" }, { "$ref": "#/$defs/ConsecutiveCondition" } ] }, "minItems": 1, "title": "Conditions", "type": "array" }, "min_true": { "maximum": 100, "minimum": 1, "title": "Min True", "type": "integer" }, "type": { "const": "at_least", "default": "at_least", "title": "Type", "type": "string" } }, "required": [ "conditions", "min_true" ], "title": "AtLeastCondition", "type": "object" }, "AtTimeCondition": { "additionalProperties": false, "description": "Execute at a specific clock time (e.g. \"buy at 10:16\").\n\nFires on the bar STARTING at the given clock time; an ordinary market order\nthen fills on the next bar, so precision equals the strategy resolution. Needs\nintraday bars \u2014 meaningless on daily/weekly bars where a single bar spans the\nwhole day. Off-grid times (e.g. 10:16 on 15-minute bars) snap to the nearest\nbar boundary at the strategy resolution and surface a warning; for an exact\nfill, run finer bars. The time is interpreted in the exchange session timezone\n(US equities: America/New_York; crypto: UTC). Session open/close times route\nto the market open/close auction.", "properties": { "time": { "description": "Clock time in HH:MM 24-hour format, interpreted in the exchange session timezone. Fires on the bar starting at this time.", "pattern": "^\\d{2}:\\d{2}$", "title": "Time", "type": "string" }, "type": { "const": "at_time", "default": "at_time", "title": "Type", "type": "string" } }, "required": [ "time" ], "title": "AtTimeCondition", "type": "object" }, "AvwapReversionCondition": { "additionalProperties": false, "description": "Trigger on anchored VWAP z-score deviation for mean-reversion trades.\n\nFires when price deviates beyond a sigma threshold from AVWAP anchored at\nsession open or month start. Use for mean-reversion entries or exits.", "properties": { "anchor": { "enum": [ "session_open", "week_open", "month_start" ], "title": "Anchor", "type": "string" }, "direction": { "enum": [ "long", "short", "exit" ], "title": "Direction", "type": "string" }, "dist_sigma": { "maximum": 10.0, "minimum": 0.1, "title": "Dist Sigma", "type": "number" }, "mode": { "default": "level", "description": "Firing mode. 'level' (default) = true every bar the z-score is beyond the threshold (CompareCondition). 'cross' = edge, fires once on the bar the z-score first crosses the threshold (CrossCondition). Not applicable to direction='exit'.", "enum": [ "level", "cross" ], "title": "Mode", "type": "string" }, "type": { "const": "avwap_reversion", "default": "avwap_reversion", "title": "Type", "type": "string" } }, "required": [ "anchor", "dist_sigma", "direction" ], "title": "AvwapReversionCondition", "type": "object" }, "BandDistanceCondition": { "additionalProperties": false, "description": "Measure distance from band mean via z-score or band multiple.\n\nFires when price is sufficiently far from the band center. Use for\nmean-reversion entries (extended from band) or trend filters.", "properties": { "band": { "$ref": "#/$defs/BandSpec" }, "firing": { "default": "level", "description": "Firing mode. 'level' (default) = true every bar the distance threshold holds. 'cross' = edge, fires once on the bar price first moves beyond the threshold distance from the band.", "enum": [ "level", "cross" ], "title": "Firing", "type": "string" }, "mode": { "enum": [ "z", "band_mult" ], "title": "Mode", "type": "string" }, "side": { "enum": [ "away_upper", "away_lower" ], "title": "Side", "type": "string" }, "thresh": { "maximum": 5.0, "minimum": 0.1, "title": "Thresh", "type": "number" }, "type": { "const": "band_distance", "default": "band_distance", "title": "Type", "type": "string" } }, "required": [ "band", "side", "mode", "thresh" ], "title": "BandDistanceCondition", "type": "object" }, "BandEdgeCondition": { "additionalProperties": false, "description": "Detect price touching or crossing a band edge (upper, lower, or mid).\n\nFires when price interacts with the specified edge of a Bollinger, Keltner,\nor Donchian band. Events: touch (reaches edge), cross_in (enters from outside),\ncross_out (exits to outside).", "properties": { "band": { "$ref": "#/$defs/BandSpec" }, "edge": { "enum": [ "upper", "lower", "mid" ], "title": "Edge", "type": "string" }, "event": { "enum": [ "touch", "cross_in", "cross_out" ], "title": "Event", "type": "string" }, "type": { "const": "band_edge", "default": "band_edge", "title": "Type", "type": "string" } }, "required": [ "band", "edge", "event" ], "title": "BandEdgeCondition", "type": "object" }, "BandLevelCondition": { "additionalProperties": false, "description": "Level (while-X-holds) band event: price is currently inside or outside a band.\n\nComplements ``BandEdgeCondition`` which fires on edge events\n(touch / cross_in / cross_out). This primitive fires on every bar the\nlevel condition holds, which is the natural shape for gating (e.g.,\n\"while price is outside upper band, suppress entries\") without needing\nmanual reentry / state composition.\n\nOps:\n - ``inside``: price is strictly between lower and upper band\n (lower < close < upper).\n - ``outside_above``: close > upper band.\n - ``outside_below``: close < lower band.\n - ``outside``: close > upper band OR close < lower band.\n\nSupported band kinds: bollinger, keltner, donchian.\n\nFor edge/onset semantics (firing once when price crosses the band edge), use\n``BandEdgeCondition`` with ``event='cross_in'`` or ``'cross_out'``, or\n``BandReentryCondition``.", "properties": { "band": { "$ref": "#/$defs/BandSpec" }, "op": { "enum": [ "inside", "outside_above", "outside_below", "outside" ], "title": "Op", "type": "string" }, "type": { "const": "band_level", "default": "band_level", "title": "Type", "type": "string" } }, "required": [ "band", "op" ], "title": "BandLevelCondition", "type": "object" }, "BandReentryCondition": { "additionalProperties": false, "description": "Detect price re-entering a band after being outside.\n\nFires when price was outside the specified band edge and comes back inside.\nUse for mean-reversion entries after an overextension.", "properties": { "band": { "$ref": "#/$defs/BandSpec" }, "edge": { "enum": [ "upper", "lower" ], "title": "Edge", "type": "string" }, "type": { "const": "band_reentry", "default": "band_reentry", "title": "Type", "type": "string" } }, "required": [ "band", "edge" ], "title": "BandReentryCondition", "type": "object" }, "BandSpec": { "additionalProperties": false, "description": "Band specification for technical indicators.\n\nIMPORTANT: 'length' is in BARS, not days. Effective lookback horizon =\ntf \u00d7 length (e.g., 720 bars \u00d7 1h \u2248 30 days, 24 bars \u00d7 1h \u2248 1 day).\nMaximum length is 400 bars.", "properties": { "anchor": { "anyOf": [ { "enum": [ "session", "week", "month" ], "type": "string" }, { "type": "null" } ], "default": null, "description": "Anchor point for AVWAP-based bands (session/week/month supported)", "title": "Anchor" }, "band": { "enum": [ "bollinger", "keltner", "donchian", "vwap_band" ], "title": "Band", "type": "string" }, "length": { "description": "Number of BARS for lookback. Must be >=1 for bollinger/keltner/donchian; vwap_band is anchor-driven and accepts 0.", "maximum": 400, "minimum": 0, "title": "Length", "type": "integer" }, "mult": { "default": 2.0, "description": "Standard deviation multiplier", "maximum": 5.0, "minimum": 0.1, "title": "Mult", "type": "number" } }, "required": [ "band", "length" ], "title": "BandSpec", "type": "object" }, "BinaryExprSignalRef": { "additionalProperties": false, "description": "Binary expression over two SignalRef operands.\n\nProvided alongside UnaryExprSignalRef so tests / flat-Condition authors can\nbuild composite expressions like ``abs(close - 100)``. Compiles to a binary\nIRExpression.", "properties": { "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "left": { "discriminator": { "mapping": { "anchor": "#/$defs/AnchorSignalRef", "binary_expr": "#/$defs/BinaryExprSignalRef", "constant": "#/$defs/ConstantSignalRef", "dist_from_vwap": "#/$defs/DistFromVWAPSignalRef", "entry_bar": "#/$defs/EntryBarSignalRef", "equity": "#/$defs/EquitySignalRef", "event_field": "#/$defs/EventFieldSignalRef", "gap_pct": "#/$defs/GapPctValueRef", "indicator": { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, "iv": "#/$defs/IVSignalRef", "iv_rank": "#/$defs/IVRankSignalRef", "live_position": "#/$defs/LivePositionSignalRef", "named_zone": "#/$defs/NamedZoneSignalRef", "pcr_vol": "#/$defs/PCRVolSignalRef", "percentile": "#/$defs/PercentileSignalRef", "prev_bar": "#/$defs/PrevBarSignalRef", "price": "#/$defs/PriceSignalRef", "rolling_max": "#/$defs/RollingMaxSignalRef", "rolling_min": "#/$defs/RollingMinSignalRef", "rolling_stats": "#/$defs/RollingStatsSignalRef", "sequence_step": "#/$defs/SequenceStepSignalRef", "session": "#/$defs/SessionSignalRef", "shared_signal": "#/$defs/SharedSignalSignalRef", "skew": "#/$defs/SkewSignalRef", "swing": "#/$defs/SwingSignalRef", "term_structure": "#/$defs/TermStructureSignalRef", "time": "#/$defs/TimeSignalRef", "trade_history": "#/$defs/TradeHistorySignalRef", "triggering_zone": "#/$defs/TriggeringZoneSignalRef", "unary_expr": "#/$defs/UnaryExprSignalRef", "volume": "#/$defs/VolumeSignalRef" }, "propertyName": "type" }, "oneOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ], "title": "Left" }, "op": { "enum": [ "+", "-", "*", "/", "max", "min" ], "title": "Op", "type": "string" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "right": { "discriminator": { "mapping": { "anchor": "#/$defs/AnchorSignalRef", "binary_expr": "#/$defs/BinaryExprSignalRef", "constant": "#/$defs/ConstantSignalRef", "dist_from_vwap": "#/$defs/DistFromVWAPSignalRef", "entry_bar": "#/$defs/EntryBarSignalRef", "equity": "#/$defs/EquitySignalRef", "event_field": "#/$defs/EventFieldSignalRef", "gap_pct": "#/$defs/GapPctValueRef", "indicator": { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, "iv": "#/$defs/IVSignalRef", "iv_rank": "#/$defs/IVRankSignalRef", "live_position": "#/$defs/LivePositionSignalRef", "named_zone": "#/$defs/NamedZoneSignalRef", "pcr_vol": "#/$defs/PCRVolSignalRef", "percentile": "#/$defs/PercentileSignalRef", "prev_bar": "#/$defs/PrevBarSignalRef", "price": "#/$defs/PriceSignalRef", "rolling_max": "#/$defs/RollingMaxSignalRef", "rolling_min": "#/$defs/RollingMinSignalRef", "rolling_stats": "#/$defs/RollingStatsSignalRef", "sequence_step": "#/$defs/SequenceStepSignalRef", "session": "#/$defs/SessionSignalRef", "shared_signal": "#/$defs/SharedSignalSignalRef", "skew": "#/$defs/SkewSignalRef", "swing": "#/$defs/SwingSignalRef", "term_structure": "#/$defs/TermStructureSignalRef", "time": "#/$defs/TimeSignalRef", "trade_history": "#/$defs/TradeHistorySignalRef", "triggering_zone": "#/$defs/TriggeringZoneSignalRef", "unary_expr": "#/$defs/UnaryExprSignalRef", "volume": "#/$defs/VolumeSignalRef" }, "propertyName": "type" }, "oneOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ], "title": "Right" }, "type": { "const": "binary_expr", "default": "binary_expr", "title": "Type", "type": "string" } }, "required": [ "op", "left", "right" ], "title": "BinaryExprSignalRef", "type": "object" }, "BollingerSignalRef": { "additionalProperties": false, "description": "Bollinger Bands \u2014 select band edge or derived property.\n\nOutputs:\n - upper / middle / lower: price-level bands\n - bandwidth: (upper - lower) / middle * 100\n - stddev: population standard deviation over the window", "properties": { "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "indicator": { "const": "bollinger", "default": "bollinger", "title": "Indicator", "type": "string" }, "multiplier": { "default": 2.0, "maximum": 10.0, "minimum": 0.1, "title": "Multiplier", "type": "number" }, "output": { "enum": [ "upper", "middle", "lower", "bandwidth", "stddev" ], "title": "Output", "type": "string" }, "period": { "default": 20, "maximum": 500, "minimum": 2, "title": "Period", "type": "integer" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "type": { "const": "indicator", "default": "indicator", "title": "Type", "type": "string" } }, "required": [ "output" ], "title": "BollingerSignalRef", "type": "object" }, "BreakoutCondition": { "additionalProperties": false, "description": "Price above N-bar high/low \u2014 level/state-based, true on every bar while condition holds.\n\nFires on every bar where price exceeds the highest high (or lowest low) of the last N bars.\nThis is a persistent state condition, not a transition. For an edge-based version that fires\nonce on the bar the crossing occurs, use cross with rhs={type:swing}.", "properties": { "buffer_bps": { "default": 0, "maximum": 200, "minimum": 0, "title": "Buffer Bps", "type": "number" }, "direction": { "default": "above", "description": "Breakout direction: 'above' = price > N-bar high, 'below' = price < N-bar low", "enum": [ "above", "below" ], "title": "Direction", "type": "string" }, "lookback_bars": { "maximum": 1000, "minimum": 2, "title": "Lookback Bars", "type": "integer" }, "mode": { "default": "cross", "description": "Firing mode. 'cross' (default) = edge, fires once on the bar close first crosses the prior N-bar extreme (CrossCondition). 'level' = true every bar close is beyond the prior N-bar extreme (CompareCondition).", "enum": [ "level", "cross" ], "title": "Mode", "type": "string" }, "type": { "const": "breakout", "default": "breakout", "title": "Type", "type": "string" } }, "required": [ "lookback_bars" ], "title": "BreakoutCondition", "type": "object" }, "BreakoutRetestCondition": { "additionalProperties": false, "description": "Detect a breakout followed by a pullback retest within N bars.\n\nCompiles to a sequence: Donchian channel breakout, then ATR-based pullback.\nUse for confirmed breakout entries that wait for a retest of the breakout level.", "properties": { "break_lookback_bars": { "default": 20, "maximum": 500, "minimum": 5, "title": "Break Lookback Bars", "type": "integer" }, "direction": { "enum": [ "long", "short" ], "title": "Direction", "type": "string" }, "pullback_depth_atr": { "default": 1.0, "maximum": 10.0, "minimum": 0.1, "title": "Pullback Depth Atr", "type": "number" }, "retest_window": { "default": 20, "maximum": 100, "minimum": 1, "title": "Retest Window", "type": "integer" }, "type": { "const": "breakout_retest", "default": "breakout_retest", "title": "Type", "type": "string" } }, "required": [ "direction" ], "title": "BreakoutRetestCondition", "type": "object" }, "CalendarScheduleCondition": { "additionalProperties": false, "description": "Fire on a periodic calendar schedule (daily, weekly, biweekly, monthly, quarterly).\n\nUse for DCA / recurring-buy entries that trigger at regular intervals\nregardless of price action.", "properties": { "day": { "anyOf": [ { "enum": [ "monday", "tuesday", "wednesday", "thursday", "friday", "saturday", "sunday" ], "type": "string" }, { "type": "null" } ], "default": null, "description": "Day of week (required for '1w' and '2w' schedules)", "title": "Day" }, "every": { "description": "Calendar interval. '2w' = 14 days from last target weekday.", "enum": [ "1d", "1w", "2w", "1m", "3m" ], "title": "Every", "type": "string" }, "time": { "anyOf": [ { "pattern": "^\\d{2}:\\d{2}$", "type": "string" }, { "type": "null" } ], "default": null, "description": "Time of day in HH:MM format (in tz timezone)", "title": "Time" }, "type": { "const": "calendar_schedule", "default": "calendar_schedule", "title": "Type", "type": "string" }, "tz": { "default": "UTC", "description": "Timezone for schedule calculation", "title": "Tz", "type": "string" } }, "required": [ "every" ], "title": "CalendarScheduleCondition", "type": "object" }, "CandlePatternCondition": { "additionalProperties": false, "description": "Detect candlestick patterns (hammer, engulfing, doji, morning star, etc.).\n\nFires on the bar where the pattern completes. Supports single-bar, two-bar,\nand three-bar patterns with optional quality filters. Use for reversal or continuation entries.", "properties": { "atr_period": { "default": 14, "description": "ATR period for min_range_atr filter", "maximum": 100, "minimum": 5, "title": "Atr Period", "type": "integer" }, "max_body_pct": { "anyOf": [ { "maximum": 1.0, "minimum": 0.0, "type": "number" }, { "type": "null" } ], "default": null, "description": "Max body as fraction of total range. Hammer default: 0.33, Doji default: 0.1", "title": "Max Body Pct" }, "max_opposite_wick_pct": { "anyOf": [ { "maximum": 1.0, "minimum": 0.0, "type": "number" }, { "type": "null" } ], "default": null, "description": "Max wick on the opposite side as fraction of range. Default: 0.1. Only applies to hammer/shooting_star/inverted_hammer.", "title": "Max Opposite Wick Pct" }, "min_body_pct": { "anyOf": [ { "maximum": 1.0, "minimum": 0.0, "type": "number" }, { "type": "null" } ], "default": null, "description": "Min body as fraction of total range. Engulfing default: 0.5", "title": "Min Body Pct" }, "min_range_atr": { "anyOf": [ { "minimum": 0.0, "type": "number" }, { "type": "null" } ], "default": null, "description": "Min candle range as multiple of ATR. Filters noise candles. Default: 0.5", "title": "Min Range Atr" }, "min_wick_ratio": { "anyOf": [ { "minimum": 0.0, "type": "number" }, { "type": "null" } ], "default": null, "description": "Min lower (hammer) or upper (shooting_star) wick as multiple of body. Default: 2.0. Only applies to hammer/shooting_star/inverted_hammer.", "title": "Min Wick Ratio" }, "pattern": { "description": "Candlestick pattern to detect. Single-bar: hammer, inverted_hammer, shooting_star, doji, dragonfly_doji, gravestone_doji, spinning_top, marubozu. Two-bar: bullish_engulfing, bearish_engulfing, harami, harami_cross, inside_bar. Three-bar: morning_star, evening_star, piercing_line, dark_cloud_cover, three_white_soldiers, three_black_crows.", "enum": [ "hammer", "inverted_hammer", "shooting_star", "doji", "dragonfly_doji", "gravestone_doji", "spinning_top", "marubozu", "bullish_engulfing", "bearish_engulfing", "harami", "harami_cross", "inside_bar", "morning_star", "evening_star", "piercing_line", "dark_cloud_cover", "three_white_soldiers", "three_black_crows" ], "title": "Pattern", "type": "string" }, "type": { "const": "candle_pattern", "default": "candle_pattern", "title": "Type", "type": "string" } }, "required": [ "pattern" ], "title": "CandlePatternCondition", "type": "object" }, "CandlestickSignalRef": { "additionalProperties": false, "description": "Candlestick pattern recognition as a numeric signal value (VIB-1316).\n\nEmits a per-bar value in ``{-1.0, 0.0, +1.0}`` indicating a bearish\npattern hit, no hit, or a bullish pattern hit respectively. Routes\nthrough the same engine routine (``_update_candlestick``) as\n``CandlePatternSpec`` so the two paths agree on every bar.\n\nUse this SignalRef when you need the pattern value as an operand in a\n``compare`` or ``cross`` condition (e.g. ``candlestick(doji) == 1``).\nFor role-shaped entry/exit semantics with quality filters, prefer\n``CandlePatternSpec`` as the top-level ConditionSpec.", "properties": { "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "indicator": { "const": "candlestick", "default": "candlestick", "title": "Indicator", "type": "string" }, "pattern": { "enum": [ "hammer", "inverted_hammer", "shooting_star", "doji", "dragonfly_doji", "gravestone_doji", "spinning_top", "marubozu", "bullish_engulfing", "bearish_engulfing", "harami", "harami_cross", "inside_bar", "morning_star", "evening_star", "piercing_line", "dark_cloud_cover", "three_white_soldiers", "three_black_crows" ], "title": "Pattern", "type": "string" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "type": { "const": "indicator", "default": "indicator", "title": "Type", "type": "string" } }, "required": [ "pattern" ], "title": "CandlestickSignalRef", "type": "object" }, "CciDivergenceIndicator": { "additionalProperties": false, "description": "Commodity Channel Index parameters for divergence detection.", "properties": { "indicator_type": { "const": "CCI", "default": "CCI", "title": "Indicator Type", "type": "string" }, "period": { "default": 14, "description": "CCI period", "maximum": 500, "minimum": 2, "title": "Period", "type": "integer" }, "type": { "const": "CCI", "default": "CCI", "title": "Type", "type": "string" } }, "title": "CciDivergenceIndicator", "type": "object" }, "CompareCondition": { "additionalProperties": false, "description": "Compare two signals with a relational operator (>, >=, <, <=, ==, !=).\n\nTrue on every bar where the comparison holds. Use for threshold checks like\n\"close > 100\", \"RSI > 70\", or \"EMA(20) > EMA(50)\".", "properties": { "lhs": { "description": "Left-hand signal (e.g., close, ema(20))", "discriminator": { "mapping": { "anchor": "#/$defs/AnchorSignalRef", "binary_expr": "#/$defs/BinaryExprSignalRef", "constant": "#/$defs/ConstantSignalRef", "dist_from_vwap": "#/$defs/DistFromVWAPSignalRef", "entry_bar": "#/$defs/EntryBarSignalRef", "equity": "#/$defs/EquitySignalRef", "event_field": "#/$defs/EventFieldSignalRef", "gap_pct": "#/$defs/GapPctValueRef", "indicator": { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, "iv": "#/$defs/IVSignalRef", "iv_rank": "#/$defs/IVRankSignalRef", "live_position": "#/$defs/LivePositionSignalRef", "named_zone": "#/$defs/NamedZoneSignalRef", "pcr_vol": "#/$defs/PCRVolSignalRef", "percentile": "#/$defs/PercentileSignalRef", "prev_bar": "#/$defs/PrevBarSignalRef", "price": "#/$defs/PriceSignalRef", "rolling_max": "#/$defs/RollingMaxSignalRef", "rolling_min": "#/$defs/RollingMinSignalRef", "rolling_stats": "#/$defs/RollingStatsSignalRef", "sequence_step": "#/$defs/SequenceStepSignalRef", "session": "#/$defs/SessionSignalRef", "shared_signal": "#/$defs/SharedSignalSignalRef", "skew": "#/$defs/SkewSignalRef", "swing": "#/$defs/SwingSignalRef", "term_structure": "#/$defs/TermStructureSignalRef", "time": "#/$defs/TimeSignalRef", "trade_history": "#/$defs/TradeHistorySignalRef", "triggering_zone": "#/$defs/TriggeringZoneSignalRef", "unary_expr": "#/$defs/UnaryExprSignalRef", "volume": "#/$defs/VolumeSignalRef" }, "propertyName": "type" }, "oneOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ], "title": "Lhs" }, "mode": { "default": "level", "description": "Firing mode. 'level' (default) = true every bar the comparison holds. 'cross' = edge, fires once on the bar the left-hand side first crosses the right-hand side in the op direction.", "enum": [ "level", "cross" ], "title": "Mode", "type": "string" }, "op": { "description": "Comparison operator", "enum": [ ">", ">=", "<", "<=", "==", "!=" ], "title": "Op", "type": "string" }, "rhs": { "anyOf": [ { "discriminator": { "mapping": { "anchor": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "binary_expr": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "constant": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "dist_from_vwap": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "entry_bar": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "equity": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "event_field": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "gap_pct": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "indicator": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "iv": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "iv_rank": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "live_position": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": 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"#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "named_zone": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "pcr_vol": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "percentile": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "prev_bar": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "price": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": 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"#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "rolling_max": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "rolling_min": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "rolling_stats": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "sequence_step": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "session": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "shared_signal": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "skew": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "swing": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "term_structure": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "time": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": 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"#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "trade_history": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "triggering_zone": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "unary_expr": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "volume": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] } }, "propertyName": "type" }, "oneOf": [ { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] } ] }, { "type": "number" } ], "description": "Right-hand signal or constant", "title": "Rhs" }, "type": { "const": "compare", "default": "compare", "title": "Type", "type": "string" } }, "required": [ "lhs", "op", "rhs" ], "title": "CompareCondition", "type": "object" }, "ConditionSequenceStep": { "additionalProperties": false, "properties": { "cond": { "discriminator": { "mapping": { "allOf": "#/$defs/AllOfCondition", "always_true": "#/$defs/AlwaysTrueCondition", "anyOf": "#/$defs/AnyOfCondition", "at_least": "#/$defs/AtLeastCondition", "at_time": "#/$defs/AtTimeCondition", "avwap_reversion": "#/$defs/AvwapReversionCondition", "band_distance": "#/$defs/BandDistanceCondition", "band_edge": "#/$defs/BandEdgeCondition", "band_level": "#/$defs/BandLevelCondition", "band_reentry": "#/$defs/BandReentryCondition", "breakout": "#/$defs/BreakoutCondition", "breakout_retest": "#/$defs/BreakoutRetestCondition", "calendar_schedule": "#/$defs/CalendarScheduleCondition", "candle_pattern": "#/$defs/CandlePatternCondition", "compare": "#/$defs/CompareCondition", "consecutive": "#/$defs/ConsecutiveCondition", "cross": "#/$defs/CrossSignalCondition", "cross_sectional_percentile": "#/$defs/CrossSectionalPercentileCondition", "cross_sectional_zscore": "#/$defs/ZScoreCondition", "divergence": "#/$defs/DivergenceCondition", "eod_flatten": "#/$defs/EodFlattenCondition", "event": "#/$defs/EventCondition", "fixed_targets": "#/$defs/FixedTargetsCondition", "flag_pattern": "#/$defs/FlagPatternCondition", "fvg": "#/$defs/FairValueGapCondition", "gap": "#/$defs/GapCondition", "gap_pct": "#/$defs/GapPctCondition", "in_set": "#/$defs/InSetCondition", "intermarket": "#/$defs/IntermarketCondition", "iv_rank": "#/$defs/IVRankCondition", "liquidity_sweep": "#/$defs/LiquiditySweepCondition", "not": "#/$defs/NotCondition", "order_block": "#/$defs/OrderBlockCondition", "ote": "#/$defs/OTECondition", "pcr_volume": "#/$defs/PCRVolumeCondition", "pennant_pattern": "#/$defs/PennantPatternCondition", "price_level_cross": "#/$defs/PriceLevelCrossCondition", "price_level_touch": "#/$defs/PriceLevelTouchCondition", "rank": "#/$defs/RankCondition", "regime_filter": "#/$defs/RegimeFilterCondition", "ret_pct": "#/$defs/RetPctCondition", "sequence": "#/$defs/SequenceCondition", "sibling_compare": "#/$defs/SiblingCompareCondition", "skew_25d": "#/$defs/SkewCondition", "spread": "#/$defs/SpreadCondition", "squeeze": "#/$defs/SqueezeCondition", "term_30_90": "#/$defs/TermStructureCondition", "time_filter": "#/$defs/TimeFilterCondition", "trailing_breakout": "#/$defs/TrailingBreakoutCondition", "trailing_state": "#/$defs/TrailingStateCondition", "trailing_stop": "#/$defs/TrailingStopCondition", "transition": "#/$defs/TransitionCondition", "trend_adx": "#/$defs/TrendADXCondition", "trend_ma_relation": "#/$defs/TrendMARelationCondition", "vol_atr_pct": "#/$defs/VolATRPctCondition", "vol_bb_width": "#/$defs/VolBBWidthCondition", "volume_pctile": "#/$defs/VolumePctileCondition", "volume_ratio": "#/$defs/VolumeRatioCondition" }, "propertyName": "type" }, "oneOf": [ { "$ref": "#/$defs/RegimeFilterCondition" }, { "$ref": "#/$defs/TrendADXCondition" }, { "$ref": "#/$defs/TrendMARelationCondition" }, { "$ref": "#/$defs/VolATRPctCondition" }, { "$ref": "#/$defs/VolBBWidthCondition" }, { "$ref": "#/$defs/VolumeRatioCondition" }, { "$ref": "#/$defs/VolumePctileCondition" }, { "$ref": "#/$defs/PriceLevelTouchCondition" }, { "$ref": "#/$defs/PriceLevelCrossCondition" }, { "$ref": "#/$defs/LiquiditySweepCondition" }, { "$ref": "#/$defs/FairValueGapCondition" }, { "$ref": "#/$defs/OrderBlockCondition" }, { "$ref": "#/$defs/OTECondition" }, { "$ref": "#/$defs/RetPctCondition" }, { "$ref": "#/$defs/GapPctCondition" }, { "$ref": "#/$defs/FlagPatternCondition" }, { "$ref": "#/$defs/PennantPatternCondition" }, { "$ref": "#/$defs/BandEdgeCondition" }, { "$ref": "#/$defs/BandLevelCondition" }, { "$ref": "#/$defs/BandDistanceCondition" }, { "$ref": "#/$defs/BandReentryCondition" }, { "$ref": "#/$defs/BreakoutCondition" }, { "$ref": "#/$defs/SqueezeCondition" }, { "$ref": "#/$defs/TimeFilterCondition" }, { "$ref": "#/$defs/EodFlattenCondition" }, { "$ref": "#/$defs/AtTimeCondition" }, { "$ref": "#/$defs/CrossSignalCondition" }, { "$ref": "#/$defs/TransitionCondition" }, { "$ref": "#/$defs/InSetCondition" }, { "$ref": "#/$defs/CompareCondition" }, { "$ref": "#/$defs/TrailingStateCondition" }, { "$ref": "#/$defs/SpreadCondition" }, { "$ref": "#/$defs/EventCondition" }, { "$ref": "#/$defs/GapCondition" }, { "$ref": "#/$defs/TrailingBreakoutCondition" }, { "$ref": "#/$defs/BreakoutRetestCondition" }, { "$ref": "#/$defs/AvwapReversionCondition" }, { "$ref": "#/$defs/FixedTargetsCondition" }, { "$ref": "#/$defs/TrailingStopCondition" }, { "$ref": "#/$defs/DivergenceCondition" }, { "$ref": "#/$defs/IntermarketCondition" }, { "$ref": "#/$defs/CandlePatternCondition" }, { "$ref": "#/$defs/CalendarScheduleCondition" }, { "$ref": "#/$defs/AlwaysTrueCondition" }, { "$ref": "#/$defs/IVRankCondition" }, { "$ref": "#/$defs/PCRVolumeCondition" }, { "$ref": "#/$defs/SkewCondition" }, { "$ref": "#/$defs/TermStructureCondition" }, { "$ref": "#/$defs/RankCondition" }, { "$ref": "#/$defs/CrossSectionalPercentileCondition" }, { "$ref": "#/$defs/ZScoreCondition" }, { "$ref": "#/$defs/SiblingCompareCondition" }, { "$ref": "#/$defs/AllOfCondition" }, { "$ref": "#/$defs/AnyOfCondition" }, { "$ref": "#/$defs/NotCondition" }, { "$ref": "#/$defs/AtLeastCondition" }, { "$ref": "#/$defs/SequenceCondition" }, { "$ref": "#/$defs/ConsecutiveCondition" } ], "title": "Cond" }, "hold_bars": { "anyOf": [ { "maximum": 5000, "minimum": 1, "type": "integer" }, { "type": "null" } ], "default": null, "title": "Hold Bars" }, "id": { "anyOf": [ { "minLength": 1, "type": "string" }, { "type": "null" } ], "default": null, "description": "Explicit step id for SequenceStepRef lookup. Defaults to 'step_{index}' (e.g. step_0, step_1) when absent.", "title": "Id" }, "within_bars": { "anyOf": [ { "maximum": 5000, "minimum": 1, "type": "integer" }, { "type": "null" } ], "default": null, "title": "Within Bars" } }, "required": [ "cond" ], "title": "ConditionSequenceStep", "type": "object" }, "ConsecutiveCondition": { "additionalProperties": false, "description": "N-of-M bar counter -- true when inner condition holds for min_true bars in a window.", "properties": { "child_name": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "title": "Child Name" }, "condition": { "discriminator": { "mapping": { "allOf": "#/$defs/AllOfCondition", "always_true": "#/$defs/AlwaysTrueCondition", "anyOf": "#/$defs/AnyOfCondition", "at_least": "#/$defs/AtLeastCondition", "at_time": "#/$defs/AtTimeCondition", "avwap_reversion": "#/$defs/AvwapReversionCondition", "band_distance": "#/$defs/BandDistanceCondition", "band_edge": "#/$defs/BandEdgeCondition", "band_level": "#/$defs/BandLevelCondition", "band_reentry": "#/$defs/BandReentryCondition", "breakout": "#/$defs/BreakoutCondition", "breakout_retest": "#/$defs/BreakoutRetestCondition", "calendar_schedule": "#/$defs/CalendarScheduleCondition", "candle_pattern": "#/$defs/CandlePatternCondition", "compare": "#/$defs/CompareCondition", "consecutive": "#/$defs/ConsecutiveCondition", "cross": "#/$defs/CrossSignalCondition", "cross_sectional_percentile": "#/$defs/CrossSectionalPercentileCondition", "cross_sectional_zscore": "#/$defs/ZScoreCondition", "divergence": "#/$defs/DivergenceCondition", "eod_flatten": "#/$defs/EodFlattenCondition", "event": "#/$defs/EventCondition", "fixed_targets": "#/$defs/FixedTargetsCondition", "flag_pattern": "#/$defs/FlagPatternCondition", "fvg": "#/$defs/FairValueGapCondition", "gap": "#/$defs/GapCondition", "gap_pct": "#/$defs/GapPctCondition", "in_set": "#/$defs/InSetCondition", "intermarket": "#/$defs/IntermarketCondition", "iv_rank": "#/$defs/IVRankCondition", "liquidity_sweep": "#/$defs/LiquiditySweepCondition", "not": "#/$defs/NotCondition", "order_block": "#/$defs/OrderBlockCondition", "ote": "#/$defs/OTECondition", "pcr_volume": "#/$defs/PCRVolumeCondition", "pennant_pattern": "#/$defs/PennantPatternCondition", "price_level_cross": "#/$defs/PriceLevelCrossCondition", "price_level_touch": "#/$defs/PriceLevelTouchCondition", "rank": "#/$defs/RankCondition", "regime_filter": "#/$defs/RegimeFilterCondition", "ret_pct": "#/$defs/RetPctCondition", "sequence": "#/$defs/SequenceCondition", "sibling_compare": "#/$defs/SiblingCompareCondition", "skew_25d": "#/$defs/SkewCondition", "spread": "#/$defs/SpreadCondition", "squeeze": "#/$defs/SqueezeCondition", "term_30_90": "#/$defs/TermStructureCondition", "time_filter": "#/$defs/TimeFilterCondition", "trailing_breakout": "#/$defs/TrailingBreakoutCondition", "trailing_state": "#/$defs/TrailingStateCondition", "trailing_stop": "#/$defs/TrailingStopCondition", "transition": "#/$defs/TransitionCondition", "trend_adx": "#/$defs/TrendADXCondition", "trend_ma_relation": "#/$defs/TrendMARelationCondition", "vol_atr_pct": "#/$defs/VolATRPctCondition", "vol_bb_width": "#/$defs/VolBBWidthCondition", "volume_pctile": "#/$defs/VolumePctileCondition", "volume_ratio": "#/$defs/VolumeRatioCondition" }, "propertyName": "type" }, "oneOf": [ { "$ref": "#/$defs/RegimeFilterCondition" }, { "$ref": "#/$defs/TrendADXCondition" }, { "$ref": "#/$defs/TrendMARelationCondition" }, { "$ref": "#/$defs/VolATRPctCondition" }, { "$ref": "#/$defs/VolBBWidthCondition" }, { "$ref": "#/$defs/VolumeRatioCondition" }, { "$ref": "#/$defs/VolumePctileCondition" }, { "$ref": "#/$defs/PriceLevelTouchCondition" }, { "$ref": "#/$defs/PriceLevelCrossCondition" }, { "$ref": "#/$defs/LiquiditySweepCondition" }, { "$ref": "#/$defs/FairValueGapCondition" }, { "$ref": "#/$defs/OrderBlockCondition" }, { "$ref": "#/$defs/OTECondition" }, { "$ref": "#/$defs/RetPctCondition" }, { "$ref": "#/$defs/GapPctCondition" }, { "$ref": "#/$defs/FlagPatternCondition" }, { "$ref": "#/$defs/PennantPatternCondition" }, { "$ref": "#/$defs/BandEdgeCondition" }, { "$ref": "#/$defs/BandLevelCondition" }, { "$ref": "#/$defs/BandDistanceCondition" }, { "$ref": "#/$defs/BandReentryCondition" }, { "$ref": "#/$defs/BreakoutCondition" }, { "$ref": "#/$defs/SqueezeCondition" }, { "$ref": "#/$defs/TimeFilterCondition" }, { "$ref": "#/$defs/EodFlattenCondition" }, { "$ref": "#/$defs/AtTimeCondition" }, { "$ref": "#/$defs/CrossSignalCondition" }, { "$ref": "#/$defs/TransitionCondition" }, { "$ref": "#/$defs/InSetCondition" }, { "$ref": "#/$defs/CompareCondition" }, { "$ref": "#/$defs/TrailingStateCondition" }, { "$ref": "#/$defs/SpreadCondition" }, { "$ref": "#/$defs/EventCondition" }, { "$ref": "#/$defs/GapCondition" }, { "$ref": "#/$defs/TrailingBreakoutCondition" }, { "$ref": "#/$defs/BreakoutRetestCondition" }, { "$ref": "#/$defs/AvwapReversionCondition" }, { "$ref": "#/$defs/FixedTargetsCondition" }, { "$ref": "#/$defs/TrailingStopCondition" }, { "$ref": "#/$defs/DivergenceCondition" }, { "$ref": "#/$defs/IntermarketCondition" }, { "$ref": "#/$defs/CandlePatternCondition" }, { "$ref": "#/$defs/CalendarScheduleCondition" }, { "$ref": "#/$defs/AlwaysTrueCondition" }, { "$ref": "#/$defs/IVRankCondition" }, { "$ref": "#/$defs/PCRVolumeCondition" }, { "$ref": "#/$defs/SkewCondition" }, { "$ref": "#/$defs/TermStructureCondition" }, { "$ref": "#/$defs/RankCondition" }, { "$ref": "#/$defs/CrossSectionalPercentileCondition" }, { "$ref": "#/$defs/ZScoreCondition" }, { "$ref": "#/$defs/SiblingCompareCondition" }, { "$ref": "#/$defs/AllOfCondition" }, { "$ref": "#/$defs/AnyOfCondition" }, { "$ref": "#/$defs/NotCondition" }, { "$ref": "#/$defs/AtLeastCondition" }, { "$ref": "#/$defs/SequenceCondition" }, { "$ref": "#/$defs/ConsecutiveCondition" } ], "title": "Condition" }, "min_true": { "maximum": 100, "minimum": 1, "title": "Min True", "type": "integer" }, "strict": { "default": true, "title": "Strict", "type": "boolean" }, "type": { "const": "consecutive", "default": "consecutive", "title": "Type", "type": "string" }, "window_bars": { "maximum": 100, "minimum": 1, "title": "Window Bars", "type": "integer" } }, "required": [ "condition", "min_true", "window_bars" ], "title": "ConsecutiveCondition", "type": "object" }, "ConstantSignalRef": { "additionalProperties": false, "properties": { "type": { "const": "constant", "default": "constant", "title": "Type", "type": "string" }, "value": { "title": "Value", "type": "number" } }, "required": [ "value" ], "title": "ConstantSignalRef", "type": "object" }, "CrossSectionalPercentileCondition": { "additionalProperties": false, "description": "Cross-sectional percentile of ``source`` among portfolio siblings on\nthe current bar, compared to ``value`` with ``op``. Percentile is in\n``[0.0, 1.0]``. Semantic alias for :class:`RankCondition` with explicit\npercentile interpretation (distinct from the rolling single-sleeve\n``PercentileRef`` which ranks within history). Requires a multi-sleeve\nportfolio strategy (VIB-1743).", "properties": { "op": { "enum": [ ">", ">=", "<", "<=", "between", "==", "!=" ], "title": "Op", "type": "string" }, "source": { "description": "Per-sleeve scalar whose cross-sectional percentile rank is computed against portfolio siblings on the current bar. E.g. {'type': 'indicator', 'indicator': 'roc', 'period': 20}.", "discriminator": { "mapping": { "anchor": "#/$defs/AnchorSignalRef", "binary_expr": "#/$defs/BinaryExprSignalRef", "constant": "#/$defs/ConstantSignalRef", "dist_from_vwap": "#/$defs/DistFromVWAPSignalRef", "entry_bar": "#/$defs/EntryBarSignalRef", "equity": "#/$defs/EquitySignalRef", "event_field": "#/$defs/EventFieldSignalRef", "gap_pct": "#/$defs/GapPctValueRef", "indicator": { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, "iv": "#/$defs/IVSignalRef", "iv_rank": "#/$defs/IVRankSignalRef", "live_position": "#/$defs/LivePositionSignalRef", "named_zone": "#/$defs/NamedZoneSignalRef", "pcr_vol": "#/$defs/PCRVolSignalRef", "percentile": "#/$defs/PercentileSignalRef", "prev_bar": "#/$defs/PrevBarSignalRef", "price": "#/$defs/PriceSignalRef", "rolling_max": "#/$defs/RollingMaxSignalRef", "rolling_min": "#/$defs/RollingMinSignalRef", "rolling_stats": "#/$defs/RollingStatsSignalRef", "sequence_step": "#/$defs/SequenceStepSignalRef", "session": "#/$defs/SessionSignalRef", "shared_signal": "#/$defs/SharedSignalSignalRef", "skew": "#/$defs/SkewSignalRef", "swing": "#/$defs/SwingSignalRef", "term_structure": "#/$defs/TermStructureSignalRef", "time": "#/$defs/TimeSignalRef", "trade_history": "#/$defs/TradeHistorySignalRef", "triggering_zone": "#/$defs/TriggeringZoneSignalRef", "unary_expr": "#/$defs/UnaryExprSignalRef", "volume": "#/$defs/VolumeSignalRef" }, "propertyName": "type" }, "oneOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ], "title": "Source" }, "type": { "const": "cross_sectional_percentile", "default": "cross_sectional_percentile", "title": "Type", "type": "string" }, "value": { "description": "Threshold percentile in [0.0, 1.0]. 0.9 = top decile, 0.1 = bottom decile, 0.5 = median.", "title": "Value", "type": "number" } }, "required": [ "source", "op", "value" ], "title": "CrossSectionalPercentileCondition", "type": "object" }, "CrossSignalCondition": { "additionalProperties": false, "description": "Fires once on the bar where one signal crosses another (edge-based, not state).\n\nSupports any signal type on lhs and rhs \u2014 not just indicator-vs-indicator:\n- EMA/RSI/price crossing an indicator level (e.g., EMA 12 cross_above EMA 26)\n- Close crossing a swing high/low (e.g., edge-based breakout at prior swing high)\n- Close crossing a percentile level (e.g., price crosses 20-bar high)\n- Close crossing a rolling max/min (e.g., close cross_above rolling_max(high, 20))\n\nFor level-based (persistent) conditions use compare. For N-bar high/low breakouts\nthat fire every bar use breakout. Use cross+swing for edge-based breakouts.", "properties": { "confirm": { "default": "close_only", "enum": [ "close_only", "intrabar" ], "title": "Confirm", "type": "string" }, "direction": { "enum": [ "above", "below" ], "title": "Direction", "type": "string" }, "lhs": { "description": "Left-hand signal (e.g., ema(20), close)", "discriminator": { "mapping": { "anchor": "#/$defs/AnchorSignalRef", "binary_expr": "#/$defs/BinaryExprSignalRef", "constant": "#/$defs/ConstantSignalRef", "dist_from_vwap": "#/$defs/DistFromVWAPSignalRef", "entry_bar": "#/$defs/EntryBarSignalRef", "equity": "#/$defs/EquitySignalRef", "event_field": "#/$defs/EventFieldSignalRef", "gap_pct": "#/$defs/GapPctValueRef", "indicator": { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, "iv": "#/$defs/IVSignalRef", "iv_rank": "#/$defs/IVRankSignalRef", "live_position": "#/$defs/LivePositionSignalRef", "named_zone": "#/$defs/NamedZoneSignalRef", "pcr_vol": "#/$defs/PCRVolSignalRef", "percentile": "#/$defs/PercentileSignalRef", "prev_bar": "#/$defs/PrevBarSignalRef", "price": "#/$defs/PriceSignalRef", "rolling_max": "#/$defs/RollingMaxSignalRef", "rolling_min": "#/$defs/RollingMinSignalRef", "rolling_stats": "#/$defs/RollingStatsSignalRef", "sequence_step": "#/$defs/SequenceStepSignalRef", "session": "#/$defs/SessionSignalRef", "shared_signal": "#/$defs/SharedSignalSignalRef", "skew": "#/$defs/SkewSignalRef", "swing": "#/$defs/SwingSignalRef", "term_structure": "#/$defs/TermStructureSignalRef", "time": "#/$defs/TimeSignalRef", "trade_history": "#/$defs/TradeHistorySignalRef", "triggering_zone": "#/$defs/TriggeringZoneSignalRef", "unary_expr": "#/$defs/UnaryExprSignalRef", "volume": "#/$defs/VolumeSignalRef" }, "propertyName": "type" }, "oneOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ], "title": "Lhs" }, "lookback_bars": { "default": 1, "maximum": 10, "minimum": 1, "title": "Lookback Bars", "type": "integer" }, "rhs": { "anyOf": [ { "discriminator": { "mapping": { "anchor": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": 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"#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "event_field": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "gap_pct": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "indicator": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "iv": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "iv_rank": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "live_position": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "named_zone": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", 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"#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "pcr_vol": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "percentile": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "prev_bar": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "price": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "rolling_max": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", 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"#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": 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"donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "rolling_stats": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "sequence_step": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "session": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "shared_signal": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "skew": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "swing": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "term_structure": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "time": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": 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"#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": 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"#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": 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"#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": 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"#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "unary_expr": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", 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"#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "volume": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] } }, "propertyName": "type" }, "oneOf": [ { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] } ] }, { "type": "number" } ], "description": "Right-hand signal or constant", "title": "Rhs" }, "type": { "const": "cross", "default": "cross", "title": "Type", "type": "string" } }, "required": [ "lhs", "rhs", "direction" ], "title": "CrossSignalCondition", "type": "object" }, "CustomEventSelector": { "additionalProperties": false, "description": "Select a user-registered custom event type.\n\nCustom events are registered via the API and referenced by event_type_id.\nThe event_type_id must correspond to an active EventType in Firestore.\n\nExample:\n {\"type\": \"custom\", \"event_type_id\": \"my-llm-signal\"}", "properties": { "event_type_id": { "description": "ID of the custom event type (must be registered and active)", "title": "Event Type Id", "type": "string" }, "type": { "const": "custom", "default": "custom", "title": "Type", "type": "string" } }, "required": [ "event_type_id" ], "title": "CustomEventSelector", "type": "object" }, "DistFromVWAPSignalRef": { "additionalProperties": false, "properties": { "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "type": { "const": "dist_from_vwap", "default": "dist_from_vwap", "title": "Type", "type": "string" } }, "title": "DistFromVWAPSignalRef", "type": "object" }, "DivergenceCondition": { "additionalProperties": false, "description": "Detect price/indicator divergence (bullish or bearish).\n\nBullish: price makes lower low while indicator makes higher low.\nBearish: price makes higher high while indicator makes lower high.\nUse for reversal entries at trend exhaustion points.\n\nSupported indicators:\n- RSI: {\"indicator_type\": \"RSI\", \"period\": 14}\n- MACD: {\"indicator_type\": \"MACD\", \"fast_period\": 12, \"slow_period\": 26, \"signal_period\": 9}\n- STO: {\"indicator_type\": \"STO\", \"period\": 14}\n- CCI: {\"indicator_type\": \"CCI\", \"period\": 14}\n- OBV: {\"indicator_type\": \"OBV\"}", "properties": { "divergence_type": { "default": "bullish", "enum": [ "bullish", "bearish" ], "title": "Divergence Type", "type": "string" }, "indicator": { "discriminator": { "mapping": { "CCI": "#/$defs/CciDivergenceIndicator", "MACD": "#/$defs/MacdDivergenceIndicator", "OBV": "#/$defs/ObvDivergenceIndicator", "RSI": "#/$defs/RsiDivergenceIndicator", "STO": "#/$defs/StoDivergenceIndicator" }, "propertyName": "indicator_type" }, "oneOf": [ { "$ref": "#/$defs/RsiDivergenceIndicator" }, { "$ref": "#/$defs/MacdDivergenceIndicator" }, { "$ref": "#/$defs/StoDivergenceIndicator" }, { "$ref": "#/$defs/CciDivergenceIndicator" }, { "$ref": "#/$defs/ObvDivergenceIndicator" } ], "title": "Indicator" }, "strength": { "default": 5, "maximum": 20, "minimum": 1, "title": "Strength", "type": "integer" }, "type": { "const": "divergence", "default": "divergence", "title": "Type", "type": "string" } }, "title": "DivergenceCondition", "type": "object" }, "DonchianSignalRef": { "additionalProperties": false, "description": "Donchian Channel \u2014 rolling max/min over `period` bars; **excludes the current bar** (differs from most charting platforms which include it).\n\nNote: this engine excludes the current bar so that a close-exceeds-upper\nbreakout signal is meaningful (the current bar cannot contaminate its own\nband). Most charting platforms plot Donchian bands *including* the current\nbar \u2014 strategies ported from those platforms will see the breakout-bar\nupper/lower differ by one bar of high/low data. See\n``docs/indicator-conventions.md``.", "properties": { "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "indicator": { "const": "donchian", "default": "donchian", "title": "Indicator", "type": "string" }, "output": { "enum": [ "upper", "middle", "lower" ], "title": "Output", "type": "string" }, "period": { "default": 20, "maximum": 500, "minimum": 2, "title": "Period", "type": "integer" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "type": { "const": "indicator", "default": "indicator", "title": "Type", "type": "string" } }, "required": [ "output" ], "title": "DonchianSignalRef", "type": "object" }, "EntryBarSignalRef": { "additionalProperties": false, "description": "Reference to a field of the signal bar for the currently-open position.\n\nAuto-captured by the engine when a position opens. Returns NaN when no\nposition is open. Clears on position close. Use for ORB-style \"stop out\nbelow the signal-bar low\" without AnchorDefinition's silent-latching bug.\n\nFields:\n - open / high / low / close: signal-bar OHLC\n - range: high - low\n - body_high: max(open, close)\n - body_low: min(open, close)", "properties": { "entry_bar_field": { "enum": [ "open", "high", "low", "close", "range", "body_high", "body_low" ], "title": "Entry Bar Field", "type": "string" }, "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "type": { "const": "entry_bar", "default": "entry_bar", "title": "Type", "type": "string" } }, "required": [ "entry_bar_field" ], "title": "EntryBarSignalRef", "type": "object" }, "EodFlattenCondition": { "additionalProperties": false, "description": "Session end-of-day flatten exit.\n\nTrue on every bar where the current bar is within ``flatten_minutes_before_close``\nminutes of the session close. No-op for crypto (24h sessions) and pre/post-market\nbars: TimeRef(field=\"minutes_to_close\") returns NaN there, and comparisons\nwith NaN are silent-False.\n\nNaN trap: ``not(EodFlattenCondition(...))`` evaluates True outside session\n(NaN comparisons silent-False, ``not(False) = True``). Prefer composing with\nAllOf and an in-session gate instead of wrapping with NotCondition.", "properties": { "flatten_minutes_before_close": { "default": 5, "description": "Minutes before session close at which to flatten. Compiles to minutes_to_close <= flatten_minutes_before_close.", "maximum": 390, "minimum": 0, "title": "Flatten Minutes Before Close", "type": "integer" }, "type": { "const": "eod_flatten", "default": "eod_flatten", "title": "Type", "type": "string" } }, "title": "EodFlattenCondition", "type": "object" }, "EquitySignalRef": { "additionalProperties": false, "description": "VIB-1370 / VIB-1319: the sub-metric selector is named ``field``\nacross every ValueRef-style type. The legacy name ``equity_metric`` was\nremoved.", "properties": { "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "field": { "enum": [ "drawdown_pct", "current", "peak" ], "title": "Field", "type": "string" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "type": { "const": "equity", "default": "equity", "title": "Type", "type": "string" } }, "required": [ "field" ], "title": "EquitySignalRef", "type": "object" }, "EventCondition": { "additionalProperties": false, "description": "Trigger based on proximity to custom calendar events (e.g., FOMC, earnings).\n\nFires within a configurable window before/after registered event occurrences.\nUse as an entry trigger around known events or as a gate to block trading near events.", "properties": { "event": { "description": "Which event to trigger on (custom event_type_id)", "discriminator": { "mapping": { "custom": "#/$defs/CustomEventSelector", "system": "#/$defs/SystemEventSelector" }, "propertyName": "type" }, "oneOf": [ { "$ref": "#/$defs/SystemEventSelector" }, { "$ref": "#/$defs/CustomEventSelector" } ], "title": "Event" }, "mode": { "default": "within", "description": "Trigger behavior: within = condition is True inside the window, outside = condition is True outside the window (for blocking)", "enum": [ "within", "outside" ], "title": "Mode", "type": "string" }, "offset_bars": { "anyOf": [ { "maximum": 200, "minimum": 0, "type": "integer" }, { "type": "null" } ], "default": null, "description": "Bars before/after event for pre/post triggers. For in_window: PRE-event side.", "title": "Offset Bars" }, "offset_minutes": { "anyOf": [ { "maximum": 20160, "minimum": 0, "type": "integer" }, { "type": "null" } ], "default": null, "description": "Minutes before/after event for pre/post triggers (wall-clock). For in_window: PRE-event side.", "title": "Offset Minutes" }, "trigger_type": { "default": "pre_event", "description": "When to trigger relative to event: pre_event = N units before, post_event = N units after, in_window = asymmetric window from `offset_*` units before to `window_*` units after the event (window_* falls back to offset_* if omitted, giving a symmetric window). NOTE: forward-looking triggers (pre_event, in_window) on a SYSTEM event require a scheduled event with a forward release calendar (currently macro.cpi, macro.nonfarm_payrolls, macro.unemployment). Using them on any other system event (e.g. corporate.split, earnings.filing, un-scheduled macro releases) is rejected at compile time, because the platform cannot anticipate the event ahead of time \u2014 use post_event to react after it occurs. Custom events are unrestricted.", "enum": [ "pre_event", "post_event", "in_window" ], "title": "Trigger Type", "type": "string" }, "type": { "const": "event", "default": "event", "title": "Type", "type": "string" }, "window_bars": { "anyOf": [ { "maximum": 200, "minimum": 1, "type": "integer" }, { "type": "null" } ], "default": null, "description": "For in_window: POST-event side in bars. Falls back to offset_bars if omitted (symmetric window).", "title": "Window Bars" }, "window_minutes": { "anyOf": [ { "maximum": 20160, "minimum": 1, "type": "integer" }, { "type": "null" } ], "default": null, "description": "For in_window: POST-event side in minutes. Falls back to offset_minutes if omitted (symmetric window).", "title": "Window Minutes" } }, "required": [ "event" ], "title": "EventCondition", "type": "object" }, "EventFieldSignalRef": { "additionalProperties": false, "description": "Field from latest event payload.\n\nAuthoring flow:\n 1. Call list_event_types().\n 2. Pick event_type_id from a returned event type.\n 3. Pick event_field from payload_schema.fields.\n\nExample:\n {\"type\": \"event_field\", \"event_type_id\": \"macro.cpi\",\n \"event_field\": \"value\"}\n\nTo compare a release against a previous one, set occurrences_back on a\nsecond ref and subtract:\n {\"type\": \"binary_expr\", \"op\": \"-\",\n \"left\": {\"type\": \"event_field\", \"event_type_id\": \"macro.cpi\",\n \"event_field\": \"value\"},\n \"right\": {\"type\": \"event_field\", \"event_type_id\": \"macro.cpi\",\n \"event_field\": \"value\", \"occurrences_back\": 1}}", "properties": { "event_field": { "description": "Payload field from payload_schema.fields.", "title": "Event Field", "type": "string" }, "event_type_id": { "description": "Event type ID from list_event_types().", "title": "Event Type Id", "type": "string" }, "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "fill": { "default": "previous", "description": "'previous' carries forward; 'none' resolves only on the event bar.", "enum": [ "none", "previous" ], "title": "Fill", "type": "string" }, "max_age_seconds": { "anyOf": [ { "minimum": 0, "type": "integer" }, { "type": "null" } ], "default": null, "description": "Staleness limit for carried-forward values, in seconds.", "title": "Max Age Seconds" }, "occurrences_back": { "default": 0, "description": "0 = latest release; 1 = the release before it, and so on. Counted by distinct data period, so a later revision of an earlier period does not consume a step. Requires an event type whose payload declares a 'period' (the macro.*/treasury.*/market.*/energy.* release families) and fill='previous'. Resolves as missing when fewer than occurrences_back+1 releases are known.", "minimum": 0, "title": "Occurrences Back", "type": "integer" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "type": { "const": "event_field", "default": "event_field", "title": "Type", "type": "string" } }, "required": [ "event_type_id", "event_field" ], "title": "EventFieldSignalRef", "type": "object" }, "FairValueGapCondition": { "additionalProperties": false, "description": "Detect Fair Value Gap (FVG) zones -- 3-candle imbalance patterns.\n\nCreates zones in the zone registry when FVGs form. Entry triggers\nwhen price returns to an unfilled FVG zone.", "properties": { "direction": { "default": "both", "enum": [ "bullish", "bearish", "both" ], "title": "Direction", "type": "string" }, "fill_threshold": { "default": 0.5, "description": "Fill percentage (0-1) at which zone is considered filled", "maximum": 1.0, "minimum": 0.0, "title": "Fill Threshold", "type": "number" }, "max_bars": { "anyOf": [ { "minimum": 1, "type": "integer" }, { "type": "null" } ], "default": 200, "description": "Zone expiry in bars", "title": "Max Bars" }, "min_gap_pct": { "default": 0.1, "description": "Minimum gap size as % of price", "minimum": 0.0, "title": "Min Gap Pct", "type": "number" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this zone's lifecycle. Set to e.g. '4h' to create, fill, expire, and invalidate this zone on 4H bar closes. None = strategy primary timeframe.", "title": "Resolution" }, "select": { "default": "any", "description": "How to pick among matching zones at trigger time. 'any' (default) fires when any zone overlaps the bar. 'nearest'/'most_recent'/'oldest' deterministically pick one zone \u2014 required when binding execution price via TriggeringZonePriceSpec (VIB-591).", "enum": [ "nearest", "most_recent", "oldest", "any" ], "title": "Select", "type": "string" }, "type": { "const": "fvg", "default": "fvg", "title": "Type", "type": "string" } }, "title": "FairValueGapCondition", "type": "object" }, "FixedTargetsCondition": { "additionalProperties": false, "description": "Fixed take-profit, stop-loss, and time-stop exits based on entry price.\n\nFires when price hits a percentage-based TP/SL level or a bar count is reached.\nUse as an exit condition for simple bracket-style position management.", "properties": { "breakeven_buffer_pct": { "default": 0.0, "maximum": 10.0, "minimum": 0.0, "title": "Breakeven Buffer Pct", "type": "number" }, "breakeven_trigger_pct": { "anyOf": [ { "exclusiveMinimum": 0.0, "maximum": 100.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Breakeven Trigger Pct" }, "direction": { "default": "long", "enum": [ "long", "short" ], "title": "Direction", "type": "string" }, "sl_pct": { "anyOf": [ { "maximum": 100.0, "minimum": 0.1, "type": "number" }, { "type": "null" } ], "default": null, "title": "Sl Pct" }, "sl_price_ref": { "anyOf": [ { "discriminator": { "mapping": { "anchor": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": 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"#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": 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"#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "equity": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": 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"#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": 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"#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": 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"#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "indicator": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": 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"#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "iv": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": 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"#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "iv_rank": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": 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"#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "percentile": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": 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"#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": 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"#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "sequence_step": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": 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"#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "session": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": 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"#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "shared_signal": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "skew": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "swing": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "term_structure": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": 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"#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] }, "volume": { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] } }, "propertyName": "type" }, "oneOf": [ { "anyOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ] } ] }, { "type": "null" } ], "default": null, "description": "Structural stop price (absolute) resolved from a SignalRef at fill time. Mutually exclusive with sl_pct.", "title": "Sl Price Ref" }, "stop_order_id": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "ID of the stop order to use as the R-distance anchor for tp_r_multiple. Defaults to 'sl' (the stop emitted by this spec). Only valid when tp_r_multiple is set.", "title": "Stop Order Id" }, "time_stop_bars": { "anyOf": [ { "maximum": 10000, "minimum": 1, "type": "integer" }, { "type": "null" } ], "default": null, "title": "Time Stop Bars" }, "tp_pct": { "anyOf": [ { "maximum": 100.0, "minimum": 0.1, "type": "number" }, { "type": "null" } ], "default": null, "title": "Tp Pct" }, "tp_r_multiple": { "anyOf": [ { "exclusiveMinimum": 0.0, "maximum": 100.0, "type": "number" }, { "type": "null" } ], "default": null, "description": "Take-profit at N x R from the SL's risk distance. Requires a stop (sl_pct or sl_price_ref). Mutually exclusive with tp_pct and tp_tiers. Resolved at fill time.", "title": "Tp R Multiple" }, "tp_tiers": { "items": { "$ref": "#/$defs/TpTierSpec" }, "title": "Tp Tiers", "type": "array" }, "type": { "const": "fixed_targets", "default": "fixed_targets", "title": "Type", "type": "string" } }, "title": "FixedTargetsCondition", "type": "object" }, "FlagPatternCondition": { "additionalProperties": false, "description": "Flag chart pattern detection.\n\nA flag is a strong directional move (pole) followed by a shallow counter-trend\nconsolidation (flag). Breakout from the flag continues the pole direction.", "properties": { "breakout_direction": { "enum": [ "up", "down", "same" ], "title": "Breakout Direction", "type": "string" }, "consolidation_bars": { "maximum": 100, "minimum": 1, "title": "Consolidation Bars", "type": "integer" }, "min_momentum_pct": { "default": 2.0, "maximum": 20.0, "minimum": 0.5, "title": "Min Momentum Pct", "type": "number" }, "momentum_bars": { "maximum": 100, "minimum": 1, "title": "Momentum Bars", "type": "integer" }, "type": { "const": "flag_pattern", "default": "flag_pattern", "title": "Type", "type": "string" } }, "required": [ "momentum_bars", "consolidation_bars", "breakout_direction" ], "title": "FlagPatternCondition", "type": "object" }, "GapCondition": { "additionalProperties": false, "description": "Detect session opening gaps and trigger gap-fade or gap-go entries.\n\nFires during a configured time window when a gap is detected at session open.\nUse for intraday gap-fill or gap-continuation strategies.", "properties": { "direction": { "enum": [ "long", "short" ], "title": "Direction", "type": "string" }, "min_gap_pct": { "default": 0.5, "minimum": 0.0, "title": "Min Gap Pct", "type": "number" }, "mode": { "enum": [ "gap_fade", "gap_go" ], "title": "Mode", "type": "string" }, "session": { "enum": [ "us", "eu", "asia" ], "title": "Session", "type": "string" }, "type": { "const": "gap", "default": "gap", "title": "Type", "type": "string" }, "window_end_hour": { "anyOf": [ { "maximum": 23, "minimum": 0, "type": "integer" }, { "type": "null" } ], "default": null, "description": "Optional time-of-day filter end, in the session's local time zone. See window_start_hour for details.", "title": "Window End Hour" }, "window_end_minute": { "default": 0, "maximum": 59, "minimum": 0, "title": "Window End Minute", "type": "integer" }, "window_start_hour": { "anyOf": [ { "maximum": 23, "minimum": 0, "type": "integer" }, { "type": "null" } ], "default": null, "description": "Optional time-of-day filter, in the SESSION'S LOCAL time zone (US session = America/New_York, EU = Europe/London, Asia = Asia/Tokyo). Omit to allow firing at session open regardless of clock time. Both window_start_hour and window_end_hour must be set together to apply a window.", "title": "Window Start Hour" } }, "required": [ "session", "mode", "direction" ], "title": "GapCondition", "type": "object" }, "GapPctCondition": { "additionalProperties": false, "description": "Gap percentage from previous close.\n\nComputes (open - prev_close) / prev_close * 100. Positive values are gap-ups,\nnegative are gap-downs. Use for gap-fade or gap-continuation filters.", "properties": { "mode": { "default": "level", "description": "Firing mode. 'level' (default) = true every bar the gap percentage comparison holds. 'cross' = edge, fires once on the bar the gap% first crosses the threshold in the op direction.", "enum": [ "level", "cross" ], "title": "Mode", "type": "string" }, "op": { "enum": [ ">", ">=", "<", "<=", "between", "==", "!=" ], "title": "Op", "type": "string" }, "type": { "const": "gap_pct", "default": "gap_pct", "title": "Type", "type": "string" }, "value": { "title": "Value", "type": "number" } }, "required": [ "op", "value" ], "title": "GapPctCondition", "type": "object" }, "GapPctValueRef": { "additionalProperties": false, "description": "Gap percentage from previous bar's close.\n\nComputes ``(open - prev_close) / prev_close * 100``. Same formula the\ntop-level ``GapPctCondition`` uses; this lets the value be referenced\ninside ``compare``/``cross`` lhs/rhs so it can be combined with other\nindicators (e.g. compare gap_pct > 2.0 alongside an RSI filter).", "properties": { "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "type": { "const": "gap_pct", "default": "gap_pct", "title": "Type", "type": "string" } }, "title": "GapPctValueRef", "type": "object" }, "IVRankCondition": { "additionalProperties": false, "description": "IV Rank percentile over a lookback window.\n\nRanks current implied volatility against the last N bars.\n0 = lowest IV in window, 100 = highest.\nUse as a gate: IV Rank < 30 = low IV (calm market),\nIV Rank > 70 = high IV (volatile/fearful market).", "properties": { "lookback_bars": { "default": 252, "maximum": 5000, "minimum": 2, "title": "Lookback Bars", "type": "integer" }, "mode": { "default": "level", "description": "Firing mode. 'level' (default) = true every bar the IV rank comparison holds (CompareCondition). 'cross' = edge, fires once on the bar IV rank first crosses the threshold in the op direction (CrossCondition).", "enum": [ "level", "cross" ], "title": "Mode", "type": "string" }, "op": { "enum": [ ">", ">=", "<", "<=", "between", "==", "!=" ], "title": "Op", "type": "string" }, "type": { "const": "iv_rank", "default": "iv_rank", "title": "Type", "type": "string" }, "value": { "title": "Value", "type": "number" } }, "required": [ "op", "value" ], "title": "IVRankCondition", "type": "object" }, "IVRankSignalRef": { "additionalProperties": false, "description": "IV percentile rank over a trailing window (V1: period=30, lookback_days=252).", "properties": { "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "lookback_days": { "default": 252, "title": "Lookback Days", "type": "integer" }, "period": { "default": 30, "title": "Period", "type": "integer" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "type": { "const": "iv_rank", "default": "iv_rank", "title": "Type", "type": "string" } }, "title": "IVRankSignalRef", "type": "object" }, "IVSignalRef": { "additionalProperties": false, "description": "ATM implied volatility for a target days-to-expiration (V1: period=30).", "properties": { "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "period": { "default": 30, "title": "Period", "type": "integer" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "type": { "const": "iv", "default": "iv", "title": "Type", "type": "string" } }, "title": "IVSignalRef", "type": "object" }, "InSetCondition": { "additionalProperties": false, "description": "Membership test for discrete-valued refs: ``value \u2208 members`` (or its negation).\n\nIntended for categorical/discrete signals like ``supertrend.direction``\n(values in ``{-1, +1}``). Equivalent to ``anyOf(compare(value == m) ...)``\nbut with cleaner ergonomics and a single capture node.\n\nSemantics:\n - Evaluates once per bar from the resolved value of ``value``.\n - If ``value`` resolves to NaN/None, the condition returns False\n regardless of ``negate`` (undefined is neither in nor out of the set).\n - Numeric members are compared with tolerance 1e-9.\n - ``negate=True`` flips in-set to not-in-set.\n\nExamples:\n Direction is +1 or -1 (trend is engaged either way):\n {\"type\": \"in_set\", \"value\": {...supertrend.direction ref...},\n \"members\": [-1, 1]}\n\n Direction is NOT sideways (not zero):\n {\"type\": \"in_set\", \"value\": {...}, \"members\": [0], \"negate\": true}\n\nFor onset semantics on categorical values (fires once when a discrete ref's value\nchanges), use ``TransitionCondition`` \u2014 the discrete-valued counterpart to onset.", "properties": { "members": { "description": "Allowed values (numeric literals, compared with tolerance 1e-9).", "items": { "type": "number" }, "minItems": 1, "title": "Members", "type": "array" }, "negate": { "default": false, "description": "If True, fires when value is NOT in members.", "title": "Negate", "type": "boolean" }, "type": { "const": "in_set", "default": "in_set", "title": "Type", "type": "string" }, "value": { "description": "Value to test for set membership", "discriminator": { "mapping": { "anchor": "#/$defs/AnchorSignalRef", "binary_expr": "#/$defs/BinaryExprSignalRef", "constant": "#/$defs/ConstantSignalRef", "dist_from_vwap": "#/$defs/DistFromVWAPSignalRef", "entry_bar": "#/$defs/EntryBarSignalRef", "equity": "#/$defs/EquitySignalRef", "event_field": "#/$defs/EventFieldSignalRef", "gap_pct": "#/$defs/GapPctValueRef", "indicator": { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, "iv": "#/$defs/IVSignalRef", "iv_rank": "#/$defs/IVRankSignalRef", "live_position": "#/$defs/LivePositionSignalRef", "named_zone": "#/$defs/NamedZoneSignalRef", "pcr_vol": "#/$defs/PCRVolSignalRef", "percentile": "#/$defs/PercentileSignalRef", "prev_bar": "#/$defs/PrevBarSignalRef", "price": "#/$defs/PriceSignalRef", "rolling_max": "#/$defs/RollingMaxSignalRef", "rolling_min": "#/$defs/RollingMinSignalRef", "rolling_stats": "#/$defs/RollingStatsSignalRef", "sequence_step": "#/$defs/SequenceStepSignalRef", "session": "#/$defs/SessionSignalRef", "shared_signal": "#/$defs/SharedSignalSignalRef", "skew": "#/$defs/SkewSignalRef", "swing": "#/$defs/SwingSignalRef", "term_structure": "#/$defs/TermStructureSignalRef", "time": "#/$defs/TimeSignalRef", "trade_history": "#/$defs/TradeHistorySignalRef", "triggering_zone": "#/$defs/TriggeringZoneSignalRef", "unary_expr": "#/$defs/UnaryExprSignalRef", "volume": "#/$defs/VolumeSignalRef" }, "propertyName": "type" }, "oneOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ], "title": "Value" } }, "required": [ "value", "members" ], "title": "InSetCondition", "type": "object" }, "IntermarketAggregate": { "additionalProperties": false, "description": "Aggregation rule for multi-leader triggers.\n\nNOTE: Only \"ret_pct\" feature is currently supported in the LEAN runtime.\n\"ma_flip\" and \"band_break\" require additional indicator wiring.", "properties": { "feature": { "const": "ret_pct", "title": "Feature", "type": "string" }, "op": { "enum": [ "max", "min", "avg" ], "title": "Op", "type": "string" }, "threshold": { "title": "Threshold", "type": "number" } }, "required": [ "feature", "op", "threshold" ], "title": "IntermarketAggregate", "type": "object" }, "IntermarketCondition": { "additionalProperties": false, "description": "Trigger based on price moves in leader symbols to trade a follower symbol.", "properties": { "spec": { "discriminator": { "mapping": { "multi": "#/$defs/MultiLeaderIntermarketSpec", "single": "#/$defs/SingleLeaderIntermarketSpec" }, "propertyName": "mode" }, "oneOf": [ { "$ref": "#/$defs/SingleLeaderIntermarketSpec" }, { "$ref": "#/$defs/MultiLeaderIntermarketSpec" } ], "title": "Spec" }, "type": { "const": "intermarket", "default": "intermarket", "title": "Type", "type": "string" } }, "required": [ "spec" ], "title": "IntermarketCondition", "type": "object" }, "IntermarketEntryMap": { "additionalProperties": false, "description": "Map leader move to follower side.\n\nMomentum: {\"leader_up\": \"long\", \"leader_down\": \"short\"}.\nInverse: {\"leader_up\": \"short\", \"leader_down\": \"long\"}.\nLong-only: {\"leader_up\": \"long\", \"leader_down\": \"none\"}.", "properties": { "leader_down": { "description": "Follower side for leader-down signals: 'long', 'short', or 'none'.", "enum": [ "long", "short", "none" ], "title": "Leader Down", "type": "string" }, "leader_up": { "description": "Follower side for leader-up signals: 'long', 'short', or 'none'.", "enum": [ "long", "short", "none" ], "title": "Leader Up", "type": "string" } }, "required": [ "leader_up", "leader_down" ], "title": "IntermarketEntryMap", "type": "object" }, "KeltnerSignalRef": { "additionalProperties": false, "description": "Keltner Channel \u2014 EMA middle with ATR-based upper/lower bands.\n\nMirrors BollingerSignalRef/DonchianSignalRef. Exposes typed access to the\nthree KC band edges. ``period`` drives the EMA middle band. Set\n``atr_period`` to use a different lookback for the ATR that shapes the\nupper/lower bands (common practice is a shorter ATR than the EMA, e.g.\n``period=20, atr_period=10``). ``atr_period=None`` (default) reuses\n``period`` for ATR \u2014 historical behavior.", "properties": { "atr_period": { "anyOf": [ { "maximum": 500, "minimum": 2, "type": "integer" }, { "type": "null" } ], "default": null, "title": "Atr Period" }, "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "indicator": { "const": "keltner", "default": "keltner", "title": "Indicator", "type": "string" }, "multiplier": { "default": 2.0, "maximum": 10.0, "minimum": 0.1, "title": "Multiplier", "type": "number" }, "output": { "enum": [ "upper", "middle", "lower" ], "title": "Output", "type": "string" }, "period": { "default": 20, "maximum": 500, "minimum": 2, "title": "Period", "type": "integer" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "type": { "const": "indicator", "default": "indicator", "title": "Type", "type": "string" } }, "required": [ "output" ], "title": "KeltnerSignalRef", "type": "object" }, "LiquiditySweepCondition": { "additionalProperties": false, "description": "Detect a liquidity sweep pattern (price breaks a level then reclaims it).\n\nPrice sweeps beyond a recent high/low and then reverses back within\nreclaim_within_bars. Common stop-hunt pattern used for reversal entries.\n\ndirection:\n \"low\" \u2014 sweep below recent low, reclaim above it (bullish reversal)\n \"high\" \u2014 sweep above recent high, reclaim below it (bearish reversal)\n \"both\" \u2014 detect either sweep type", "properties": { "direction": { "default": "low", "enum": [ "low", "high", "both" ], "title": "Direction", "type": "string" }, "lookback_bars": { "default": 20, "maximum": 5000, "minimum": 1, "title": "Lookback Bars", "type": "integer" }, "reclaim_within_bars": { "default": 5, "maximum": 100, "minimum": 1, "title": "Reclaim Within Bars", "type": "integer" }, "type": { "const": "liquidity_sweep", "default": "liquidity_sweep", "title": "Type", "type": "string" } }, "title": "LiquiditySweepCondition", "type": "object" }, "LivePositionSignalRef": { "additionalProperties": false, "description": "VIB-1398 / VIB-1370 / VIB-1319: the sub-metric selector is named\n``field`` across every ValueRef-style type. The legacy name\n``position_metric`` was removed (mirrors the IR-side\n``LivePositionRef.metric \u2192 field`` rename that VIB-1394 shipped).", "properties": { "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "field": { "enum": [ "entry_price", "bars_in_position", "unrealized_pnl_pct", "unrealized_pnl_usd", "max_excursion_pct", "min_excursion_pct" ], "title": "Field", "type": "string" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "type": { "const": "live_position", "default": "live_position", "title": "Type", "type": "string" } }, "required": [ "field" ], "title": "LivePositionSignalRef", "type": "object" }, "MacdDivergenceIndicator": { "additionalProperties": false, "description": "MACD indicator parameters for divergence detection.\n\nUses the MACD histogram (fast EMA - slow EMA) as the divergence series.", "properties": { "fast_period": { "default": 12, "description": "Fast EMA period", "maximum": 200, "minimum": 2, "title": "Fast Period", "type": "integer" }, "indicator_type": { "const": "MACD", "default": "MACD", "title": "Indicator Type", "type": "string" }, "signal_period": { "default": 9, "description": "Signal line period", "maximum": 50, "minimum": 2, "title": "Signal Period", "type": "integer" }, "slow_period": { "default": 26, "description": "Slow EMA period", "maximum": 200, "minimum": 2, "title": "Slow Period", "type": "integer" }, "type": { "const": "MACD", "default": "MACD", "title": "Type", "type": "string" } }, "title": "MacdDivergenceIndicator", "type": "object" }, "MacdIndicatorSignalRef": { "additionalProperties": false, "properties": { "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "fast_period": { "maximum": 500, "minimum": 1, "title": "Fast Period", "type": "integer" }, "indicator": { "enum": [ "macd", "macd_signal", "macd_histogram" ], "title": "Indicator", "type": "string" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "signal_period": { "maximum": 500, "minimum": 1, "title": "Signal Period", "type": "integer" }, "slow_period": { "maximum": 500, "minimum": 2, "title": "Slow Period", "type": "integer" }, "type": { "const": "indicator", "default": "indicator", "title": "Type", "type": "string" } }, "required": [ "indicator", "fast_period", "slow_period", "signal_period" ], "title": "MacdIndicatorSignalRef", "type": "object" }, "MultiLeaderIntermarketSpec": { "additionalProperties": false, "description": "Multi-leader intermarket trigger.", "properties": { "entry_side_map": { "$ref": "#/$defs/IntermarketEntryMap", "description": "Map leader_up/leader_down to follower 'long', 'short', or 'none'." }, "follower_symbol": { "description": "Follower symbol traded using entry_side_map.", "title": "Follower Symbol", "type": "string" }, "leader_aggregate": { "$ref": "#/$defs/IntermarketAggregate" }, "leaders": { "items": { "type": "string" }, "minItems": 1, "title": "Leaders", "type": "array" }, "mode": { "const": "multi", "default": "multi", "title": "Mode", "type": "string" }, "window_bars": { "description": "Leader movement lookback window, in bars.", "maximum": 1000, "minimum": 1, "title": "Window Bars", "type": "integer" } }, "required": [ "follower_symbol", "window_bars", "entry_side_map", "leaders", "leader_aggregate" ], "title": "MultiLeaderIntermarketSpec", "type": "object" }, "NamedZoneSignalRef": { "additionalProperties": false, "properties": { "factor": { "anyOf": [ { "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "type": { "const": "named_zone", "default": "named_zone", "title": "Type", "type": "string" }, "zone_field": { "enum": [ "upper", "lower", "mid" ], "title": "Zone Field", "type": "string" }, "zone_id": { "title": "Zone Id", "type": "string" } }, "required": [ "zone_id", "zone_field" ], "title": "NamedZoneSignalRef", "type": "object" }, "NotCondition": { "additionalProperties": false, "description": "Logical NOT -- inverts the inner condition.", "properties": { "child_name": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "title": "Child Name" }, "not": { "discriminator": { "mapping": { "allOf": "#/$defs/AllOfCondition", "always_true": "#/$defs/AlwaysTrueCondition", "anyOf": "#/$defs/AnyOfCondition", "at_least": "#/$defs/AtLeastCondition", "at_time": "#/$defs/AtTimeCondition", "avwap_reversion": "#/$defs/AvwapReversionCondition", "band_distance": "#/$defs/BandDistanceCondition", "band_edge": "#/$defs/BandEdgeCondition", "band_level": "#/$defs/BandLevelCondition", "band_reentry": "#/$defs/BandReentryCondition", "breakout": "#/$defs/BreakoutCondition", "breakout_retest": "#/$defs/BreakoutRetestCondition", "calendar_schedule": "#/$defs/CalendarScheduleCondition", "candle_pattern": "#/$defs/CandlePatternCondition", "compare": "#/$defs/CompareCondition", "consecutive": "#/$defs/ConsecutiveCondition", "cross": "#/$defs/CrossSignalCondition", "cross_sectional_percentile": "#/$defs/CrossSectionalPercentileCondition", "cross_sectional_zscore": "#/$defs/ZScoreCondition", "divergence": "#/$defs/DivergenceCondition", "eod_flatten": "#/$defs/EodFlattenCondition", "event": "#/$defs/EventCondition", "fixed_targets": "#/$defs/FixedTargetsCondition", "flag_pattern": "#/$defs/FlagPatternCondition", "fvg": "#/$defs/FairValueGapCondition", "gap": "#/$defs/GapCondition", "gap_pct": "#/$defs/GapPctCondition", "in_set": "#/$defs/InSetCondition", "intermarket": "#/$defs/IntermarketCondition", "iv_rank": "#/$defs/IVRankCondition", "liquidity_sweep": "#/$defs/LiquiditySweepCondition", "not": "#/$defs/NotCondition", "order_block": "#/$defs/OrderBlockCondition", "ote": "#/$defs/OTECondition", "pcr_volume": "#/$defs/PCRVolumeCondition", "pennant_pattern": "#/$defs/PennantPatternCondition", "price_level_cross": "#/$defs/PriceLevelCrossCondition", "price_level_touch": "#/$defs/PriceLevelTouchCondition", "rank": "#/$defs/RankCondition", "regime_filter": "#/$defs/RegimeFilterCondition", "ret_pct": "#/$defs/RetPctCondition", "sequence": "#/$defs/SequenceCondition", "sibling_compare": "#/$defs/SiblingCompareCondition", "skew_25d": "#/$defs/SkewCondition", "spread": "#/$defs/SpreadCondition", "squeeze": "#/$defs/SqueezeCondition", "term_30_90": "#/$defs/TermStructureCondition", "time_filter": "#/$defs/TimeFilterCondition", "trailing_breakout": "#/$defs/TrailingBreakoutCondition", "trailing_state": "#/$defs/TrailingStateCondition", "trailing_stop": "#/$defs/TrailingStopCondition", "transition": "#/$defs/TransitionCondition", "trend_adx": "#/$defs/TrendADXCondition", "trend_ma_relation": "#/$defs/TrendMARelationCondition", "vol_atr_pct": "#/$defs/VolATRPctCondition", "vol_bb_width": "#/$defs/VolBBWidthCondition", "volume_pctile": "#/$defs/VolumePctileCondition", "volume_ratio": "#/$defs/VolumeRatioCondition" }, "propertyName": "type" }, "oneOf": [ { "$ref": "#/$defs/RegimeFilterCondition" }, { "$ref": "#/$defs/TrendADXCondition" }, { "$ref": "#/$defs/TrendMARelationCondition" }, { "$ref": "#/$defs/VolATRPctCondition" }, { "$ref": "#/$defs/VolBBWidthCondition" }, { "$ref": "#/$defs/VolumeRatioCondition" }, { "$ref": "#/$defs/VolumePctileCondition" }, { "$ref": "#/$defs/PriceLevelTouchCondition" }, { "$ref": "#/$defs/PriceLevelCrossCondition" }, { "$ref": "#/$defs/LiquiditySweepCondition" }, { "$ref": "#/$defs/FairValueGapCondition" }, { "$ref": "#/$defs/OrderBlockCondition" }, { "$ref": "#/$defs/OTECondition" }, { "$ref": "#/$defs/RetPctCondition" }, { "$ref": "#/$defs/GapPctCondition" }, { "$ref": "#/$defs/FlagPatternCondition" }, { "$ref": "#/$defs/PennantPatternCondition" }, { "$ref": "#/$defs/BandEdgeCondition" }, { "$ref": "#/$defs/BandLevelCondition" }, { "$ref": "#/$defs/BandDistanceCondition" }, { "$ref": "#/$defs/BandReentryCondition" }, { "$ref": "#/$defs/BreakoutCondition" }, { "$ref": "#/$defs/SqueezeCondition" }, { "$ref": "#/$defs/TimeFilterCondition" }, { "$ref": "#/$defs/EodFlattenCondition" }, { "$ref": "#/$defs/AtTimeCondition" }, { "$ref": "#/$defs/CrossSignalCondition" }, { "$ref": "#/$defs/TransitionCondition" }, { "$ref": "#/$defs/InSetCondition" }, { "$ref": "#/$defs/CompareCondition" }, { "$ref": "#/$defs/TrailingStateCondition" }, { "$ref": "#/$defs/SpreadCondition" }, { "$ref": "#/$defs/EventCondition" }, { "$ref": "#/$defs/GapCondition" }, { "$ref": "#/$defs/TrailingBreakoutCondition" }, { "$ref": "#/$defs/BreakoutRetestCondition" }, { "$ref": "#/$defs/AvwapReversionCondition" }, { "$ref": "#/$defs/FixedTargetsCondition" }, { "$ref": "#/$defs/TrailingStopCondition" }, { "$ref": "#/$defs/DivergenceCondition" }, { "$ref": "#/$defs/IntermarketCondition" }, { "$ref": "#/$defs/CandlePatternCondition" }, { "$ref": "#/$defs/CalendarScheduleCondition" }, { "$ref": "#/$defs/AlwaysTrueCondition" }, { "$ref": "#/$defs/IVRankCondition" }, { "$ref": "#/$defs/PCRVolumeCondition" }, { "$ref": "#/$defs/SkewCondition" }, { "$ref": "#/$defs/TermStructureCondition" }, { "$ref": "#/$defs/RankCondition" }, { "$ref": "#/$defs/CrossSectionalPercentileCondition" }, { "$ref": "#/$defs/ZScoreCondition" }, { "$ref": "#/$defs/SiblingCompareCondition" }, { "$ref": "#/$defs/AllOfCondition" }, { "$ref": "#/$defs/AnyOfCondition" }, { "$ref": "#/$defs/NotCondition" }, { "$ref": "#/$defs/AtLeastCondition" }, { "$ref": "#/$defs/SequenceCondition" }, { "$ref": "#/$defs/ConsecutiveCondition" } ], "title": "Not" }, "type": { "const": "not", "default": "not", "title": "Type", "type": "string" } }, "required": [ "not" ], "title": "NotCondition", "type": "object" }, "OBVIndicatorSignalRef": { "additionalProperties": false, "properties": { "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "indicator": { "const": "obv", "default": "obv", "title": "Indicator", "type": "string" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "type": { "const": "indicator", "default": "indicator", "title": "Type", "type": "string" } }, "title": "OBVIndicatorSignalRef", "type": "object" }, "OTECondition": { "additionalProperties": false, "description": "Optimal Trade Entry -- Fibonacci retracement zone between swing points.\n\nCreates a zone between two Fibonacci levels (default 61.8%-78.6%) of the\nmost recent swing high to swing low range. Entry triggers when price\nretraces into this zone.", "properties": { "direction": { "default": "both", "enum": [ "bullish", "bearish", "both" ], "title": "Direction", "type": "string" }, "fib_lower": { "default": 0.786, "description": "Lower fib level (deeper retracement)", "maximum": 1.0, "minimum": 0.0, "title": "Fib Lower", "type": "number" }, "fib_upper": { "default": 0.618, "description": "Upper fib level (closer to origin, shallower retracement)", "maximum": 1.0, "minimum": 0.0, "title": "Fib Upper", "type": "number" }, "fill_threshold": { "default": 0.5, "description": "Fill percentage (0-1) at which zone is considered filled", "maximum": 1.0, "minimum": 0.0, "title": "Fill Threshold", "type": "number" }, "max_bars": { "anyOf": [ { "minimum": 1, "type": "integer" }, { "type": "null" } ], "default": 100, "description": "Zone expiry in bars", "title": "Max Bars" }, "select": { "default": "any", "description": "How to pick among matching zones at trigger time. 'any' (default) fires when any zone overlaps the bar. 'nearest'/'most_recent'/'oldest' deterministically pick one zone \u2014 required when binding execution price via TriggeringZonePriceSpec (VIB-591).", "enum": [ "nearest", "most_recent", "oldest", "any" ], "title": "Select", "type": "string" }, "swing_strength": { "default": 5, "description": "Bars on each side to confirm swing point", "maximum": 50, "minimum": 2, "title": "Swing Strength", "type": "integer" }, "type": { "const": "ote", "default": "ote", "title": "Type", "type": "string" } }, "title": "OTECondition", "type": "object" }, "ObvDivergenceIndicator": { "additionalProperties": false, "description": "On-Balance Volume \u2014 no parameters required.", "properties": { "indicator_type": { "const": "OBV", "default": "OBV", "title": "Indicator Type", "type": "string" }, "type": { "const": "OBV", "default": "OBV", "title": "Type", "type": "string" } }, "title": "ObvDivergenceIndicator", "type": "object" }, "OrderBlockCondition": { "additionalProperties": false, "description": "Detect Order Block zones -- last opposing candle before a displacement move.\n\nTracks the most recent opposing candle (bearish before bullish move, or vice versa).\nWhen a displacement candle fires (large body, small wicks), creates a zone from the\nopposing candle body range. Entry triggers when price returns to the zone.", "properties": { "direction": { "default": "both", "enum": [ "bullish", "bearish", "both" ], "title": "Direction", "type": "string" }, "fill_threshold": { "default": 0.5, "description": "Fill percentage (0-1) at which zone is considered filled", "maximum": 1.0, "minimum": 0.0, "title": "Fill Threshold", "type": "number" }, "max_bars": { "anyOf": [ { "minimum": 1, "type": "integer" }, { "type": "null" } ], "default": 200, "description": "Zone expiry in bars", "title": "Max Bars" }, "min_body_pct": { "anyOf": [ { "maximum": 1.0, "minimum": 0.0, "type": "number" }, { "type": "null" } ], "default": null, "description": "Optional displacement-body filter. Require the displacement candle's body |close-open| to be at least this fraction of its full range (high-low). None disables the filter (default-preserving). Setting this also activates canonical-mode consume-after-fire.", "title": "Min Body Pct" }, "min_displacement_atr": { "anyOf": [ { "exclusiveMinimum": 0.0, "type": "number" }, { "type": "null" } ], "default": null, "description": "Optional displacement strength filter, in ATR(14) multiples. The displacement candle body must satisfy |close-open| >= mult * ATR(14). None disables the filter (default-preserving). Setting this also activates canonical-mode consume-after-fire.", "title": "Min Displacement Atr" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Higher-timeframe override for zone lifecycle. Set to '4h' to detect OBs on 4H bars. None = strategy timeframe.", "title": "Resolution" }, "select": { "default": "any", "description": "How to pick among matching zones at trigger time. 'any' (default) fires when any zone overlaps the bar. 'nearest'/'most_recent'/'oldest' deterministically pick one zone \u2014 required when binding execution price via TriggeringZonePriceSpec (VIB-591).", "enum": [ "nearest", "most_recent", "oldest", "any" ], "title": "Select", "type": "string" }, "type": { "const": "order_block", "default": "order_block", "title": "Type", "type": "string" }, "use_wicks": { "default": true, "description": "Zone bounds source for the opposing candle. Default True preserves current behavior (full high/low including wicks). False switches to canonical SMC body bounds (max(open,close)/min(open,close)) and activates consume-after-fire so only one zone fires per setup.", "title": "Use Wicks", "type": "boolean" } }, "title": "OrderBlockCondition", "type": "object" }, "PCRVolSignalRef": { "additionalProperties": false, "description": "Put/call ratio by intraday volume.", "properties": { "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "type": { "const": "pcr_vol", "default": "pcr_vol", "title": "Type", "type": "string" } }, "title": "PCRVolSignalRef", "type": "object" }, "PCRVolumeCondition": { "additionalProperties": false, "description": "Put/call ratio by intraday volume.\n\n>1 = more puts than calls (bearish sentiment).\n<1 = more calls than puts (bullish sentiment).\nCaptures what traders are doing right now.", "properties": { "mode": { "default": "level", "description": "Firing mode. 'level' (default) = true every bar the PCR volume comparison holds. 'cross' = edge, fires once on the bar the ratio first crosses the threshold in the op direction.", "enum": [ "level", "cross" ], "title": "Mode", "type": "string" }, "op": { "enum": [ ">", ">=", "<", "<=", "between", "==", "!=" ], "title": "Op", "type": "string" }, "type": { "const": "pcr_volume", "default": "pcr_volume", "title": "Type", "type": "string" }, "value": { "title": "Value", "type": "number" } }, "required": [ "op", "value" ], "title": "PCRVolumeCondition", "type": "object" }, "PennantPatternCondition": { "additionalProperties": false, "description": "Pennant chart pattern detection.\n\nA pennant is a strong directional move (pole) followed by converging trendlines\n(pennant). Breakout from the pennant continues the pole direction.", "properties": { "breakout_direction": { "enum": [ "up", "down", "same" ], "title": "Breakout Direction", "type": "string" }, "consolidation_bars": { "maximum": 100, "minimum": 2, "title": "Consolidation Bars", "type": "integer" }, "min_momentum_pct": { "default": 2.0, "maximum": 20.0, "minimum": 0.5, "title": "Min Momentum Pct", "type": "number" }, "momentum_bars": { "maximum": 100, "minimum": 1, "title": "Momentum Bars", "type": "integer" }, "type": { "const": "pennant_pattern", "default": "pennant_pattern", "title": "Type", "type": "string" } }, "required": [ "momentum_bars", "consolidation_bars", "breakout_direction" ], "title": "PennantPatternCondition", "type": "object" }, "PercentileSignalRef": { "additionalProperties": false, "properties": { "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "field": { "default": "close", "enum": [ "open", "high", "low", "close" ], "title": "Field", "type": "string" }, "lookback_bars": { "default": 100, "maximum": 500, "minimum": 2, "title": "Lookback Bars", "type": "integer" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "type": { "const": "percentile", "default": "percentile", "title": "Type", "type": "string" } }, "title": "PercentileSignalRef", "type": "object" }, "PeriodIndicatorSignalRef": { "additionalProperties": false, "properties": { "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "indicator": { "enum": [ "ema", "sma", "rsi", "atr", "adx", "roc", "cci", "volume_sma", "mfi", "cmf", "vwma", "std", "var", "median" ], "title": "Indicator", "type": "string" }, "offset": { "default": 0, "maximum": 500, "minimum": 0, "title": "Offset", "type": "integer" }, "period": { "maximum": 500, "minimum": 2, "title": "Period", "type": "integer" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "type": { "const": "indicator", "default": "indicator", "title": "Type", "type": "string" } }, "required": [ "indicator", "period" ], "title": "PeriodIndicatorSignalRef", "type": "object" }, "PivotIndicatorSignalRef": { "additionalProperties": false, "properties": { "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "indicator": { "enum": [ "pivot_p", "pivot_s1", "pivot_s2", "pivot_s3", "pivot_r1", "pivot_r2", "pivot_r3" ], "title": "Indicator", "type": "string" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "type": { "const": "indicator", "default": "indicator", "title": "Type", "type": "string" } }, "required": [ "indicator" ], "title": "PivotIndicatorSignalRef", "type": "object" }, "PrevBarSignalRef": { "additionalProperties": false, "properties": { "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "field": { "default": "close", "enum": [ "open", "high", "low", "close" ], "title": "Field", "type": "string" }, "offset": { "default": 1, "maximum": 20, "minimum": 0, "title": "Offset", "type": "integer" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "type": { "const": "prev_bar", "default": "prev_bar", "title": "Type", "type": "string" } }, "title": "PrevBarSignalRef", "type": "object" }, "PriceLevelCrossCondition": { "additionalProperties": false, "description": "Detect price crossing a level up or down.\n\nFires when price crosses through the specified level in the given direction.\nProvide exactly one of level_price, level_reference, or swing.\nWhen swing is provided, the level is the most recent confirmed swing high or low.", "properties": { "level_direction": { "enum": [ "up", "down" ], "title": "Level Direction", "type": "string" }, "level_price": { "anyOf": [ { "exclusiveMinimum": 0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Level Price" }, "level_reference": { "anyOf": [ { "enum": [ "previous_low", "previous_high", "recent_support", "recent_resistance", "session_low", "session_high" ], "type": "string" }, { "type": "null" } ], "default": null, "title": "Level Reference" }, "swing": { "anyOf": [ { "$ref": "#/$defs/SwingSpec" }, { "type": "null" } ], "default": null, "description": "Use swing-point detection instead of rolling min/max" }, "type": { "const": "price_level_cross", "default": "price_level_cross", "title": "Type", "type": "string" } }, "required": [ "level_direction" ], "title": "PriceLevelCrossCondition", "type": "object" }, "PriceLevelTouchCondition": { "additionalProperties": false, "description": "Detect price touching a level (fixed price, session extreme, or swing point).\n\nFires when price reaches (touches) the specified level without requiring a\ndirectional cross. Provide exactly one of level_price, level_reference, or swing.\nWhen swing is provided, the level is the most recent confirmed swing high or low.", "properties": { "level_price": { "anyOf": [ { "exclusiveMinimum": 0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Level Price" }, "level_reference": { "anyOf": [ { "enum": [ "previous_low", "previous_high", "recent_support", "recent_resistance", "session_low", "session_high" ], "type": "string" }, { "type": "null" } ], "default": null, "title": "Level Reference" }, "swing": { "anyOf": [ { "$ref": "#/$defs/SwingSpec" }, { "type": "null" } ], "default": null, "description": "Use swing-point detection instead of rolling min/max" }, "type": { "const": "price_level_touch", "default": "price_level_touch", "title": "Type", "type": "string" } }, "title": "PriceLevelTouchCondition", "type": "object" }, "PriceSignalRef": { "additionalProperties": false, "properties": { "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "field": { "default": "close", "enum": [ "open", "high", "low", "close" ], "title": "Field", "type": "string" }, "offset": { "default": 0, "maximum": 500, "minimum": 0, "title": "Offset", "type": "integer" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "type": { "const": "price", "default": "price", "title": "Type", "type": "string" } }, "title": "PriceSignalRef", "type": "object" }, "RankCondition": { "additionalProperties": false, "description": "Cross-sectional rank of ``source`` among portfolio siblings at the\ncurrent bar, compared to ``value`` with ``op``. Rank is normalised in\n``[0.0, 1.0]`` (lowest sibling=0.0, highest=1.0). Requires a multi-sleeve\nuniverse / portfolio strategy \u2014 single-symbol backtests reject this\ncondition at compile time (VIB-1743).\n\nExample: long if this sleeve's momentum is in the top tercile of the\nuniverse \u2192 ``RankCondition(source=..., op=\">\", value=0.66)``.", "properties": { "op": { "enum": [ ">", ">=", "<", "<=", "between", "==", "!=" ], "title": "Op", "type": "string" }, "source": { "description": "Per-sleeve scalar to rank across portfolio siblings on the current bar. Typically an indicator or price ref, e.g. {'type': 'indicator', 'indicator': 'rsi', 'period': 14} or {'type': 'price', 'field': 'close'}. Any SignalRefValue is accepted.", "discriminator": { "mapping": { "anchor": "#/$defs/AnchorSignalRef", "binary_expr": "#/$defs/BinaryExprSignalRef", "constant": "#/$defs/ConstantSignalRef", "dist_from_vwap": "#/$defs/DistFromVWAPSignalRef", "entry_bar": "#/$defs/EntryBarSignalRef", "equity": "#/$defs/EquitySignalRef", "event_field": "#/$defs/EventFieldSignalRef", "gap_pct": "#/$defs/GapPctValueRef", "indicator": { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, "iv": "#/$defs/IVSignalRef", "iv_rank": "#/$defs/IVRankSignalRef", "live_position": "#/$defs/LivePositionSignalRef", "named_zone": "#/$defs/NamedZoneSignalRef", "pcr_vol": "#/$defs/PCRVolSignalRef", "percentile": "#/$defs/PercentileSignalRef", "prev_bar": "#/$defs/PrevBarSignalRef", "price": "#/$defs/PriceSignalRef", "rolling_max": "#/$defs/RollingMaxSignalRef", "rolling_min": "#/$defs/RollingMinSignalRef", "rolling_stats": "#/$defs/RollingStatsSignalRef", "sequence_step": "#/$defs/SequenceStepSignalRef", "session": "#/$defs/SessionSignalRef", "shared_signal": "#/$defs/SharedSignalSignalRef", "skew": "#/$defs/SkewSignalRef", "swing": "#/$defs/SwingSignalRef", "term_structure": "#/$defs/TermStructureSignalRef", "time": "#/$defs/TimeSignalRef", "trade_history": "#/$defs/TradeHistorySignalRef", "triggering_zone": "#/$defs/TriggeringZoneSignalRef", "unary_expr": "#/$defs/UnaryExprSignalRef", "volume": "#/$defs/VolumeSignalRef" }, "propertyName": "type" }, "oneOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ], "title": "Source" }, "type": { "const": "rank", "default": "rank", "title": "Type", "type": "string" }, "value": { "description": "Threshold to compare the rank against. Rank is in [0.0, 1.0]; use 0.66 for top tercile, 0.9 for top decile, 0.5 for the median.", "title": "Value", "type": "number" } }, "required": [ "source", "op", "value" ], "title": "RankCondition", "type": "object" }, "RegimeFilterCondition": { "additionalProperties": false, "description": "Regime gate: allow entries only when market is in uptrend or downtrend.\n\nSimplifies the most common gate pattern. Instead of manually composing compare +\nindicator conditions (which agents frequently get wrong), use this archetype:\n\n {\"type\": \"regime_filter\", \"direction\": \"uptrend\", \"fast_period\": 20, \"slow_period\": 50}\n\nTwo indicator modes:\n- \"ema_cross\" (default): EMA(fast) - EMA(slow) > 0 for uptrend, < 0 for downtrend\n- \"price_vs_ma\": close > SMA(slow) for uptrend, close < SMA(slow) for downtrend\n\nUse as a gate to block entries against the trend.", "properties": { "direction": { "enum": [ "uptrend", "downtrend" ], "title": "Direction", "type": "string" }, "fast_period": { "default": 20, "maximum": 400, "minimum": 2, "title": "Fast Period", "type": "integer" }, "indicator": { "default": "ema_cross", "enum": [ "ema_cross", "price_vs_ma" ], "title": "Indicator", "type": "string" }, "mode": { "default": "level", "description": "Firing mode: 'level' = true every bar the regime condition holds (CompareCondition). 'cross_in' = edge, fires once on the bar the regime activates (cross into the trend). 'cross_out' = edge, fires once on the bar the regime deactivates (cross out of the trend).", "enum": [ "level", "cross_in", "cross_out" ], "title": "Mode", "type": "string" }, "slow_period": { "default": 50, "maximum": 800, "minimum": 2, "title": "Slow Period", "type": "integer" }, "symbol": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Reference symbol for regime data (e.g. 'SPY'). None = primary traded symbol.", "title": "Symbol" }, "type": { "const": "regime_filter", "default": "regime_filter", "title": "Type", "type": "string" } }, "required": [ "direction" ], "title": "RegimeFilterCondition", "type": "object" }, "RetPctCondition": { "additionalProperties": false, "description": "Return percentage over a lookback window.\n\nComputes (close - close[lookback_bars]) / close[lookback_bars] * 100.\nUse for momentum filters or mean-reversion entries.", "properties": { "lookback_bars": { "default": 10, "maximum": 5000, "minimum": 1, "title": "Lookback Bars", "type": "integer" }, "mode": { "default": "level", "description": "Firing mode. 'level' (default) = true every bar the return% comparison holds (CompareCondition). 'cross' = edge, fires once on the bar return% first crosses the threshold in the op direction (CrossCondition).", "enum": [ "level", "cross" ], "title": "Mode", "type": "string" }, "op": { "enum": [ ">", ">=", "<", "<=", "between", "==", "!=" ], "title": "Op", "type": "string" }, "type": { "const": "ret_pct", "default": "ret_pct", "title": "Type", "type": "string" }, "value": { "title": "Value", "type": "number" } }, "required": [ "op", "value" ], "title": "RetPctCondition", "type": "object" }, "RollingMaxSignalRef": { "additionalProperties": false, "properties": { "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "field": { "anyOf": [ { "enum": [ "open", "high", "low", "close" ], "type": "string" }, { "type": "null" } ], "default": null, "title": "Field" }, "lookback_bars": { "default": 20, "maximum": 500, "minimum": 2, "title": "Lookback Bars", "type": "integer" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "source": { "anyOf": [ { "additionalProperties": true, "type": "object" }, { "type": "null" } ], "default": null, "title": "Source" }, "type": { "const": "rolling_max", "default": "rolling_max", "title": "Type", "type": "string" } }, "title": "RollingMaxSignalRef", "type": "object" }, "RollingMinSignalRef": { "additionalProperties": false, "properties": { "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "field": { "anyOf": [ { "enum": [ "open", "high", "low", "close" ], "type": "string" }, { "type": "null" } ], "default": null, "title": "Field" }, "lookback_bars": { "default": 20, "maximum": 500, "minimum": 2, "title": "Lookback Bars", "type": "integer" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "source": { "anyOf": [ { "additionalProperties": true, "type": "object" }, { "type": "null" } ], "default": null, "title": "Source" }, "type": { "const": "rolling_min", "default": "rolling_min", "title": "Type", "type": "string" } }, "title": "RollingMinSignalRef", "type": "object" }, "RollingStatsSignalRef": { "additionalProperties": false, "properties": { "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "lookback_bars": { "maximum": 1000, "minimum": 2, "title": "Lookback Bars", "type": "integer" }, "percentile_level": { "anyOf": [ { "maximum": 100.0, "minimum": 0.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Percentile Level" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "source": { "additionalProperties": true, "title": "Source", "type": "object" }, "stat": { "enum": [ "mean", "std", "zscore", "sum", "count", "rank", "percentile", "ema" ], "title": "Stat", "type": "string" }, "type": { "const": "rolling_stats", "default": "rolling_stats", "title": "Type", "type": "string" } }, "required": [ "source", "lookback_bars", "stat" ], "title": "RollingStatsSignalRef", "type": "object" }, "RsiDivergenceIndicator": { "additionalProperties": false, "description": "RSI indicator parameters for divergence detection.\n\nSupported range: period 2\u2013500. Default 14 is standard.", "properties": { "indicator_type": { "const": "RSI", "default": "RSI", "title": "Indicator Type", "type": "string" }, "period": { "default": 14, "description": "RSI period", "maximum": 500, "minimum": 2, "title": "Period", "type": "integer" }, "type": { "const": "RSI", "default": "RSI", "title": "Type", "type": "string" } }, "title": "RsiDivergenceIndicator", "type": "object" }, "SequenceCondition": { "additionalProperties": false, "description": "Ordered sequence -- steps must fire in order, each optionally within N bars.\n\nSet ``id`` to use this sequence with ``SequenceStepSignalRef`` (VIB-792):\nthe id plus each step's id addresses the matched bars so downstream\nrefs can read the retest bar low, breakout bar high, etc.", "properties": { "id": { "anyOf": [ { "minLength": 1, "type": "string" }, { "type": "null" } ], "default": null, "description": "Explicit sequence id for SequenceStepSignalRef lookup. Must be unique within a strategy. Auto-generated when absent.", "title": "Id" }, "steps": { "items": { "$ref": "#/$defs/ConditionSequenceStep" }, "minItems": 1, "title": "Steps", "type": "array" }, "type": { "const": "sequence", "default": "sequence", "title": "Type", "type": "string" } }, "required": [ "steps" ], "title": "SequenceCondition", "type": "object" }, "SequenceStepSignalRef": { "additionalProperties": false, "description": "Reference to a field of the bar that matched a named sequence step.\n\nAddress the bar that satisfied a specific step inside a specific\nSequenceCondition. Useful for \"stop at the retest bar's low\" in\nbreak-retest setups.\n\nLifecycle mirrors EntryBarSignalRef: the snapshot is captured at step\nfire, preserved for the lifetime of the open position, cleared on\nposition close. NaN when no position is open or the step has not yet\nfired on the current match.\n\nFields:\n - open / high / low / close: step-bar OHLC\n - range: high - low\n - body_high: max(open, close)\n - body_low: min(open, close)", "properties": { "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "sequence_id": { "description": "Id of the target SequenceCondition.", "minLength": 1, "title": "Sequence Id", "type": "string" }, "step_field": { "enum": [ "open", "high", "low", "close", "range", "body_high", "body_low" ], "title": "Step Field", "type": "string" }, "step_id": { "description": "Id of the step within the sequence.", "minLength": 1, "title": "Step Id", "type": "string" }, "type": { "const": "sequence_step", "default": "sequence_step", "title": "Type", "type": "string" } }, "required": [ "sequence_id", "step_id", "step_field" ], "title": "SequenceStepSignalRef", "type": "object" }, "SessionSignalRef": { "additionalProperties": false, "description": "Session-level value reference.\n\nDay-scoped mode (default): resolves against the full trading day in the\nsession timezone. field in {open, high, low, close, prior_close,\nbars_into_session, range, mid}.\n\nIntraday window mode: set ``window_start`` (HH:MM wall-clock in the\nsession timezone) and ``window_duration_minutes`` to aggregate OHLC\nacross a fixed intraday slot (e.g., Asian session 00:00+480, ORB\n09:30+30). Before the window opens each day: NaN. During the window:\nevolving aggregate. After close: frozen aggregate for the rest of the\nday; resets at the next day's window_start. Fields prior_close and\nbars_into_session are day-scope only (not valid with a window).", "properties": { "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "session_field": { "enum": [ "open", "high", "low", "close", "prior_close", "bars_into_session", "range", "mid", "in_session" ], "title": "Session Field", "type": "string" }, "type": { "const": "session", "default": "session", "title": "Type", "type": "string" }, "window_duration_minutes": { "anyOf": [ { "minimum": 1, "type": "integer" }, { "type": "null" } ], "default": null, "title": "Window Duration Minutes" }, "window_start": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Intraday window start as HH:MM wall-clock in the session timezone (e.g., '09:30'). Requires window_duration_minutes.", "title": "Window Start" } }, "required": [ "session_field" ], "title": "SessionSignalRef", "type": "object" }, "SharedSignalSignalRef": { "additionalProperties": false, "description": "Reference to a portfolio-level shared signal by name (VIB-2102).\n\nResolves only inside a multi-member portfolio that declares a matching\n``shared_signals`` entry; bound to a member-local metric at portfolio\ncompile time. Illegal in a standalone strategy.", "properties": { "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "name": { "minLength": 1, "title": "Name", "type": "string" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "type": { "const": "shared_signal", "default": "shared_signal", "title": "Type", "type": "string" } }, "required": [ "name" ], "title": "SharedSignalSignalRef", "type": "object" }, "SiblingCompareCondition": { "additionalProperties": false, "description": "Compare this sleeve's ``source`` against a named sibling sleeve's\n``sibling_source`` at the current bar. Enables pairs trades and other\ncross-symbol references. The named ``symbol`` must be a member of the\nportfolio universe (VIB-1743).\n\nExample: long AAA when AAA's close < BBB's close \u2192\n``SiblingCompareCondition(source=close, op=\"<\", symbol=\"BBB\", sibling_source=close)``.", "properties": { "op": { "enum": [ ">", ">=", "<", "<=", "between", "==", "!=" ], "title": "Op", "type": "string" }, "sibling_source": { "description": "Source ref resolved against the sibling's bars/indicators \u2014 independent of this sleeve's ``source``. E.g. {'type': 'price', 'field': 'close'} or {'type': 'indicator', 'indicator': 'ema', 'period': 50}.", "discriminator": { "mapping": { "anchor": "#/$defs/AnchorSignalRef", "binary_expr": "#/$defs/BinaryExprSignalRef", "constant": "#/$defs/ConstantSignalRef", "dist_from_vwap": "#/$defs/DistFromVWAPSignalRef", "entry_bar": "#/$defs/EntryBarSignalRef", "equity": "#/$defs/EquitySignalRef", "event_field": "#/$defs/EventFieldSignalRef", "gap_pct": "#/$defs/GapPctValueRef", "indicator": { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, "iv": "#/$defs/IVSignalRef", "iv_rank": "#/$defs/IVRankSignalRef", "live_position": "#/$defs/LivePositionSignalRef", "named_zone": "#/$defs/NamedZoneSignalRef", "pcr_vol": "#/$defs/PCRVolSignalRef", "percentile": "#/$defs/PercentileSignalRef", "prev_bar": "#/$defs/PrevBarSignalRef", "price": "#/$defs/PriceSignalRef", "rolling_max": "#/$defs/RollingMaxSignalRef", "rolling_min": "#/$defs/RollingMinSignalRef", "rolling_stats": "#/$defs/RollingStatsSignalRef", "sequence_step": "#/$defs/SequenceStepSignalRef", "session": "#/$defs/SessionSignalRef", "shared_signal": "#/$defs/SharedSignalSignalRef", "skew": "#/$defs/SkewSignalRef", "swing": "#/$defs/SwingSignalRef", "term_structure": "#/$defs/TermStructureSignalRef", "time": "#/$defs/TimeSignalRef", "trade_history": "#/$defs/TradeHistorySignalRef", "triggering_zone": "#/$defs/TriggeringZoneSignalRef", "unary_expr": "#/$defs/UnaryExprSignalRef", "volume": "#/$defs/VolumeSignalRef" }, "propertyName": "type" }, "oneOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ], "title": "Sibling Source" }, "source": { "description": "Per-sleeve scalar evaluated against this sleeve's own bars/indicators (the left-hand side of the comparison). E.g. {'type': 'price', 'field': 'close'}.", "discriminator": { "mapping": { "anchor": "#/$defs/AnchorSignalRef", "binary_expr": "#/$defs/BinaryExprSignalRef", "constant": "#/$defs/ConstantSignalRef", "dist_from_vwap": "#/$defs/DistFromVWAPSignalRef", "entry_bar": "#/$defs/EntryBarSignalRef", "equity": "#/$defs/EquitySignalRef", "event_field": "#/$defs/EventFieldSignalRef", "gap_pct": "#/$defs/GapPctValueRef", "indicator": { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, "iv": "#/$defs/IVSignalRef", "iv_rank": "#/$defs/IVRankSignalRef", "live_position": "#/$defs/LivePositionSignalRef", "named_zone": "#/$defs/NamedZoneSignalRef", "pcr_vol": "#/$defs/PCRVolSignalRef", "percentile": "#/$defs/PercentileSignalRef", "prev_bar": "#/$defs/PrevBarSignalRef", "price": "#/$defs/PriceSignalRef", "rolling_max": "#/$defs/RollingMaxSignalRef", "rolling_min": "#/$defs/RollingMinSignalRef", "rolling_stats": "#/$defs/RollingStatsSignalRef", "sequence_step": "#/$defs/SequenceStepSignalRef", "session": "#/$defs/SessionSignalRef", "shared_signal": "#/$defs/SharedSignalSignalRef", "skew": "#/$defs/SkewSignalRef", "swing": "#/$defs/SwingSignalRef", "term_structure": "#/$defs/TermStructureSignalRef", "time": "#/$defs/TimeSignalRef", "trade_history": "#/$defs/TradeHistorySignalRef", "triggering_zone": "#/$defs/TriggeringZoneSignalRef", "unary_expr": "#/$defs/UnaryExprSignalRef", "volume": "#/$defs/VolumeSignalRef" }, "propertyName": "type" }, "oneOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ], "title": "Source" }, "symbol": { "description": "Symbol of the sibling sleeve in the portfolio universe to compare against. Must be a member of the strategy's universe (e.g. 'QQQ' when the strategy trades ['SPY', 'QQQ', 'IWM']).", "minLength": 1, "title": "Symbol", "type": "string" }, "type": { "const": "sibling_compare", "default": "sibling_compare", "title": "Type", "type": "string" } }, "required": [ "source", "op", "symbol", "sibling_source" ], "title": "SiblingCompareCondition", "type": "object" }, "SingleLeaderIntermarketSpec": { "additionalProperties": false, "description": "Single-leader intermarket trigger.", "properties": { "entry_side_map": { "$ref": "#/$defs/IntermarketEntryMap", "description": "Map leader_up/leader_down to follower 'long', 'short', or 'none'." }, "follower_symbol": { "description": "Follower symbol traded using entry_side_map.", "title": "Follower Symbol", "type": "string" }, "leader_symbol": { "description": "Leader symbol whose move selects entry_side_map.", "title": "Leader Symbol", "type": "string" }, "mode": { "const": "single", "default": "single", "title": "Mode", "type": "string" }, "trigger_feature": { "const": "ret_pct", "description": "Leader feature. Runtime supports ret_pct.", "title": "Trigger Feature", "type": "string" }, "trigger_threshold": { "description": "Absolute return threshold; positive uses leader_up, negative threshold uses leader_down.", "title": "Trigger Threshold", "type": "number" }, "window_bars": { "description": "Leader movement lookback window, in bars.", "maximum": 1000, "minimum": 1, "title": "Window Bars", "type": "integer" } }, "required": [ "follower_symbol", "window_bars", "entry_side_map", "leader_symbol", "trigger_feature", "trigger_threshold" ], "title": "SingleLeaderIntermarketSpec", "type": "object" }, "SkewCondition": { "additionalProperties": false, "description": "25-delta options skew \u2014 IV(25\u0394 put) \u2212 IV(25\u0394 call).\n\nPositive values reflect higher demand for downside protection (crash hedging).\nNegative values reflect call-heavy positioning.", "properties": { "mode": { "default": "level", "description": "Firing mode. 'level' (default) = true every bar the skew comparison holds. 'cross' = edge, fires once on the bar the skew first crosses the threshold in the op direction.", "enum": [ "level", "cross" ], "title": "Mode", "type": "string" }, "op": { "enum": [ ">", ">=", "<", "<=", "between", "==", "!=" ], "title": "Op", "type": "string" }, "type": { "const": "skew_25d", "default": "skew_25d", "title": "Type", "type": "string" }, "value": { "title": "Value", "type": "number" } }, "required": [ "op", "value" ], "title": "SkewCondition", "type": "object" }, "SkewSignalRef": { "additionalProperties": false, "description": "Risk-reversal skew (V1: delta=25, period=30).", "properties": { "delta": { "default": 25, "title": "Delta", "type": "integer" }, "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "period": { "default": 30, "title": "Period", "type": "integer" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "type": { "const": "skew", "default": "skew", "title": "Type", "type": "string" } }, "title": "SkewSignalRef", "type": "object" }, "SpreadCondition": { "additionalProperties": false, "description": "Trigger on spread or ratio deviation between two symbols.\n\nCalculates ratio, difference, log-ratio, or z-score between two assets.\nUse for pairs trading, intermarket mean-reversion, or relative-value entries.", "properties": { "calc_type": { "default": "zscore", "description": "How to calculate the spread value", "enum": [ "ratio", "difference", "log_ratio", "zscore" ], "title": "Calc Type", "type": "string" }, "hedge_ratio": { "anyOf": [ { "maximum": 10.0, "minimum": 0.1, "type": "number" }, { "type": "null" } ], "default": null, "description": "Hedge ratio (default: 1.0 or rolling estimate)", "title": "Hedge Ratio" }, "symbol_a": { "description": "First symbol in spread (numerator)", "title": "Symbol A", "type": "string" }, "symbol_b": { "description": "Second symbol in spread (denominator)", "title": "Symbol B", "type": "string" }, "threshold": { "default": 2.0, "description": "Threshold value for trigger", "title": "Threshold", "type": "number" }, "trigger_op": { "default": "above", "description": "Trigger when spread is above/below threshold", "enum": [ "above", "below", "crosses_above", "crosses_below" ], "title": "Trigger Op", "type": "string" }, "type": { "const": "spread", "default": "spread", "title": "Type", "type": "string" }, "window_bars": { "default": 100, "description": "Lookback for rolling calculations", "maximum": 1000, "minimum": 10, "title": "Window Bars", "type": "integer" } }, "required": [ "symbol_a", "symbol_b" ], "title": "SpreadCondition", "type": "object" }, "SqueezeCondition": { "additionalProperties": false, "description": "Detect volatility squeeze (Bollinger Bands contracting inside Keltner Channel).\n\nFires when band width percentile falls below a threshold, signaling low volatility\nthat often precedes a breakout. Use as an entry gate or to time breakout entries.", "properties": { "mode": { "default": "level", "description": "Firing mode. 'level' (default) = true every bar the squeeze is active (BB inside KC, and BB-width <= pctile_max when set). 'cross_in' = edge, fires once on the bar the squeeze activates. 'cross_out' = edge, fires once on the bar the squeeze deactivates.", "enum": [ "level", "cross_in", "cross_out" ], "title": "Mode", "type": "string" }, "pctile_max": { "anyOf": [ { "maximum": 100, "minimum": 0, "type": "integer" }, { "type": "null" } ], "default": null, "title": "Pctile Max" }, "type": { "const": "squeeze", "default": "squeeze", "title": "Type", "type": "string" }, "with_trend": { "default": false, "title": "With Trend", "type": "boolean" } }, "title": "SqueezeCondition", "type": "object" }, "SrsiIndicatorSignalRef": { "additionalProperties": false, "properties": { "d_period": { "default": 3, "maximum": 100, "minimum": 1, "title": "D Period", "type": "integer" }, "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "indicator": { "enum": [ "srsi_k", "srsi_d" ], "title": "Indicator", "type": "string" }, "k_period": { "default": 3, "maximum": 100, "minimum": 1, "title": "K Period", "type": "integer" }, "period": { "maximum": 500, "minimum": 2, "title": "Period", "type": "integer" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "type": { "const": "indicator", "default": "indicator", "title": "Type", "type": "string" } }, "required": [ "indicator", "period" ], "title": "SrsiIndicatorSignalRef", "type": "object" }, "StoDivergenceIndicator": { "additionalProperties": false, "description": "Stochastic %K indicator parameters for divergence detection.", "properties": { "indicator_type": { "const": "STO", "default": "STO", "title": "Indicator Type", "type": "string" }, "period": { "default": 14, "description": "Stochastic period", "maximum": 500, "minimum": 2, "title": "Period", "type": "integer" }, "type": { "const": "STO", "default": "STO", "title": "Type", "type": "string" } }, "title": "StoDivergenceIndicator", "type": "object" }, "StochasticIndicatorSignalRef": { "additionalProperties": false, "properties": { "d_period": { "default": 3, "maximum": 100, "minimum": 1, "title": "D Period", "type": "integer" }, "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "indicator": { "enum": [ "stochastic_k", "stochastic_d" ], "title": "Indicator", "type": "string" }, "k_period": { "default": 3, "maximum": 100, "minimum": 1, "title": "K Period", "type": "integer" }, "period": { "default": 14, "maximum": 500, "minimum": 2, "title": "Period", "type": "integer" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "type": { "const": "indicator", "default": "indicator", "title": "Type", "type": "string" } }, "required": [ "indicator" ], "title": "StochasticIndicatorSignalRef", "type": "object" }, "SupertrendIndicatorSignalRef": { "additionalProperties": false, "properties": { "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "indicator": { "const": "supertrend", "default": "supertrend", "title": "Indicator", "type": "string" }, "multiplier": { "default": 3.0, "maximum": 10.0, "minimum": 0.1, "title": "Multiplier", "type": "number" }, "output": { "default": "value", "enum": [ "value", "direction" ], "title": "Output", "type": "string" }, "period": { "default": 10, "maximum": 500, "minimum": 2, "title": "Period", "type": "integer" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "type": { "const": "indicator", "default": "indicator", "title": "Type", "type": "string" } }, "title": "SupertrendIndicatorSignalRef", "type": "object" }, "SwingSignalRef": { "additionalProperties": false, "properties": { "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "offset": { "default": 0, "maximum": 20, "minimum": 0, "title": "Offset", "type": "integer" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "strength": { "default": 5, "maximum": 50, "minimum": 1, "title": "Strength", "type": "integer" }, "swing_type": { "enum": [ "high", "low" ], "title": "Swing Type", "type": "string" }, "type": { "const": "swing", "default": "swing", "title": "Type", "type": "string" } }, "required": [ "swing_type" ], "title": "SwingSignalRef", "type": "object" }, "SwingSpec": { "additionalProperties": false, "description": "Swing point detection parameters.\n\nA swing low = bar where low < low[i-strength:i] AND low < low[i+1:i+strength+1].\nSwing is only confirmed after 'strength' bars pass (introduces latency).", "properties": { "min_prominence_atr": { "default": 0.0, "description": "Minimum prominence in ATR units (0 = no filter)", "maximum": 5, "minimum": 0, "title": "Min Prominence Atr", "type": "number" }, "selection": { "default": "most_recent", "description": "Which swing to return: most_recent or most_extreme in lookback", "enum": [ "most_recent", "most_extreme" ], "title": "Selection", "type": "string" }, "strength": { "description": "Bars on each side to confirm swing", "maximum": 20, "minimum": 2, "title": "Strength", "type": "integer" } }, "required": [ "strength" ], "title": "SwingSpec", "type": "object" }, "SystemEventSelector": { "additionalProperties": false, "description": "Select a built-in system event type.\n\nSystem event types are the kinds populated by the ingestion service\n(corporate actions, earnings filings, plus FRED-backed macro / treasury /\nmarket releases such as ``macro.cpi`` and ``market.vix``). Distinct from\ncustom user-registered event types \u2014 use this when reacting to first-class\ningested events.\n\nExample:\n {\"type\": \"system\", \"event_type_id\": \"macro.cpi\"}", "properties": { "event_type_id": { "description": "Built-in system event type (one of the seeded system kinds).", "enum": [ "corporate.dividend", "corporate.split", "corporate.ticker_change", "corporate.ipo", "earnings.filing", "news.article", "macro.cpi", "macro.pce", "macro.ppi", "macro.unemployment", "macro.nonfarm_payrolls", "macro.jobless_claims", "macro.gdp", "macro.retail_sales", "macro.consumer_sentiment", "macro.industrial_production", "macro.housing_starts", "macro.core_pce", "macro.durable_goods_orders", "macro.fed_funds_rate", "macro.fed_funds_effective", "macro.sofr", "macro.fed_balance_sheet", "treasury.3m", "treasury.2y", "treasury.5y", "treasury.10y", "treasury.30y", "market.vix", "energy.crude_inventory", "energy.spr_inventory", "energy.cushing_inventory", "energy.gasoline_inventory", "energy.distillate_inventory", "energy.refinery_utilization", "energy.crude_imports", "energy.crude_production", "energy.product_supplied", "energy.natgas_storage", "energy.natgas_storage_east", "energy.natgas_storage_midwest", "energy.natgas_storage_south_central", "energy.natgas_storage_mountain", "energy.natgas_storage_pacific", "social.post" ], "title": "Event Type Id", "type": "string" }, "type": { "const": "system", "default": "system", "title": "Type", "type": "string" } }, "required": [ "event_type_id" ], "title": "SystemEventSelector", "type": "object" }, "TermStructureCondition": { "additionalProperties": false, "description": "Volatility term structure \u2014 IV30 / IV90 ratio.\n\n>1 = front-month IV richer than back-month (stress / event-driven backwardation).\n<1 = back-month IV richer (calm regime / contango).", "properties": { "mode": { "default": "level", "description": "Firing mode. 'level' (default) = true every bar the term structure ratio comparison holds. 'cross' = edge, fires once on the bar the ratio first crosses the threshold in the op direction.", "enum": [ "level", "cross" ], "title": "Mode", "type": "string" }, "op": { "enum": [ ">", ">=", "<", "<=", "between", "==", "!=" ], "title": "Op", "type": "string" }, "type": { "const": "term_30_90", "default": "term_30_90", "title": "Type", "type": "string" }, "value": { "title": "Value", "type": "number" } }, "required": [ "op", "value" ], "title": "TermStructureCondition", "type": "object" }, "TermStructureSignalRef": { "additionalProperties": false, "description": "Vol term-structure ratio IV(short)/IV(long) (V1: short=30, long=90).", "properties": { "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "long": { "default": 90, "title": "Long", "type": "integer" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "short": { "default": 30, "title": "Short", "type": "integer" }, "type": { "const": "term_structure", "default": "term_structure", "title": "Type", "type": "string" } }, "title": "TermStructureSignalRef", "type": "object" }, "TimeFilterCondition": { "additionalProperties": false, "description": "Filter by time-of-day, day-of-week, day-of-month, or month-of-year.\n\nTrue only during the specified time windows. Use as a gate to restrict\ntrading to specific sessions or calendar periods.\n\nAs an equity exit, a calendar-only exit (e.g. \"sell on the last Thursday\")\nexecutes at that session's close (market-on-close); a price-based exit\nexecutes next-open.", "properties": { "days_of_month": { "anyOf": [ { "items": { "maximum": 31, "minimum": 1, "type": "integer" }, "type": "array" }, { "type": "null" } ], "default": null, "title": "Days Of Month" }, "days_of_week": { "anyOf": [ { "items": { "enum": [ "monday", "tuesday", "wednesday", "thursday", "friday", "saturday", "sunday" ], "type": "string" }, "type": "array" }, { "type": "null" } ], "default": null, "title": "Days Of Week" }, "months_of_year": { "anyOf": [ { "items": { "enum": [ "january", "february", "march", "april", "may", "june", "july", "august", "september", "october", "november", "december" ], "type": "string" }, "type": "array" }, { "type": "null" } ], "default": null, "title": "Months Of Year" }, "time_window": { "anyOf": [ { "pattern": "^(?:[01][0-9]|2[0-3]):[0-5][0-9]-(?:[01][0-9]|2[0-3]):[0-5][0-9]$", "type": "string" }, { "type": "null" } ], "default": null, "description": "Intraday time window in HH:MM-HH:MM format (e.g. '09:30-16:00'). Overnight windows (e.g. '22:00-06:00') are supported.", "title": "Time Window" }, "timezone": { "default": "UTC", "title": "Timezone", "type": "string" }, "type": { "const": "time_filter", "default": "time_filter", "title": "Type", "type": "string" } }, "title": "TimeFilterCondition", "type": "object" }, "TimeSignalRef": { "additionalProperties": false, "description": "Reference to the current bar's time field.\n\nVIB-1370 / VIB-1319: the sub-metric selector is named ``field`` across\nevery ValueRef-style type. The legacy name ``component`` was removed.\n\nCalendar/intraday fields: ``hour``, ``minute``, ``day_of_week`` (0=Mon),\n``day_of_month``, ``month`` (1=Jan), ``minutes_since_midnight``.\n\nSession-aware fields (use the strategy's session metadata):\n``minutes_to_close``, ``minutes_since_open``. Return NaN for crypto (24h)\nand pre/post-market bars. Comparisons with NaN are silent-False, so\n``not(minutes_to_close <= 5)`` evaluates True outside session \u2014 prefer\n``AllOf([is_in_session, minutes_to_close <= 5])`` when negation is needed.", "properties": { "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "field": { "enum": [ "hour", "minute", "day_of_week", "day_of_month", "month", "minutes_since_midnight", "minutes_to_close", "minutes_since_open" ], "title": "Field", "type": "string" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "timezone": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "IANA timezone (e.g. 'America/New_York'). None or 'UTC' = no conversion.", "title": "Timezone" }, "type": { "const": "time", "default": "time", "title": "Type", "type": "string" } }, "required": [ "field" ], "title": "TimeSignalRef", "type": "object" }, "TpTierSpec": { "additionalProperties": false, "description": "One tier in a multi-target take-profit ladder (VIB-1239).\n\npct = take-profit threshold (% from entry, ascending across tiers).\nsize_frac = fraction of the initial filled position closed at this tier.\nMulti-tier sum must equal 1.0; single-tier may carry size_frac<1.0 to\ncompose with attached trailing/SL exits.", "properties": { "pct": { "maximum": 100.0, "minimum": 0.1, "title": "Pct", "type": "number" }, "size_frac": { "exclusiveMinimum": 0.0, "maximum": 1.0, "title": "Size Frac", "type": "number" } }, "required": [ "pct", "size_frac" ], "title": "TpTierSpec", "type": "object" }, "TradeHistorySignalRef": { "additionalProperties": false, "description": "VIB-1367 phase 4 / VIB-1319: the sub-metric selector is named ``field``\nacross every ValueRef-style type. The legacy name ``trade_metric`` was\nremoved.", "properties": { "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "field": { "enum": [ "trade_count", "consecutive_wins", "consecutive_losses", "last_pnl", "last_pnl_pct", "rolling_win_rate", "rolling_avg_pnl_pct", "bars_since_last_exit" ], "title": "Field", "type": "string" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "type": { "const": "trade_history", "default": "trade_history", "title": "Type", "type": "string" }, "window": { "anyOf": [ { "type": "integer" }, { "type": "null" } ], "default": null, "title": "Window" } }, "required": [ "field" ], "title": "TradeHistorySignalRef", "type": "object" }, "TrailingBreakoutCondition": { "additionalProperties": false, "description": "Trailing band breakout -- a band edge that ratchets toward price and triggers on cross.\n\nCombines a band indicator with a trailing state so the trigger level tightens over time.\nUse for entries that wait for a volatility contraction before breaking out.", "properties": { "band": { "$ref": "#/$defs/BandSpec" }, "band_edge": { "default": "upper", "enum": [ "upper", "lower" ], "title": "Band Edge", "type": "string" }, "trigger_direction": { "default": "above", "enum": [ "above", "below" ], "title": "Trigger Direction", "type": "string" }, "type": { "const": "trailing_breakout", "default": "trailing_breakout", "title": "Type", "type": "string" }, "update_rule": { "default": "min", "enum": [ "min", "max" ], "title": "Update Rule", "type": "string" } }, "required": [ "band" ], "title": "TrailingBreakoutCondition", "type": "object" }, "TrailingStateCondition": { "additionalProperties": false, "description": "Track a trailing price level and trigger when price crosses it.\n\nMaintains a ratcheting state (e.g., highest high since entry) offset by ATR.\nUse for trailing stop exits or trailing pullback entries.", "properties": { "atr_mult": { "default": 2.0, "description": "ATR multiplier for offset", "maximum": 10.0, "minimum": 0.1, "title": "Atr Mult", "type": "number" }, "atr_period": { "default": 20, "description": "ATR period for offset calculation", "maximum": 500, "minimum": 5, "title": "Atr Period", "type": "integer" }, "state_id": { "default": "trailing_level", "description": "ID for the trailing state variable", "title": "State Id", "type": "string" }, "trigger_op": { "default": "below", "description": "Trigger when price goes above or below trailing level", "enum": [ "above", "below" ], "title": "Trigger Op", "type": "string" }, "trigger_price": { "default": "close", "description": "Price field to compare against trailing level", "enum": [ "open", "high", "low", "close" ], "title": "Trigger Price", "type": "string" }, "type": { "const": "trailing_state", "default": "trailing_state", "title": "Type", "type": "string" }, "update_price": { "default": "high", "description": "Price field to track for state updates", "enum": [ "open", "high", "low", "close" ], "title": "Update Price", "type": "string" }, "update_rule": { "default": "max", "description": "How to update state: max (trails up) or min (trails down)", "enum": [ "max", "min" ], "title": "Update Rule", "type": "string" } }, "title": "TrailingStateCondition", "type": "object" }, "TrailingStopCondition": { "additionalProperties": false, "description": "Trailing stop exit that follows the extreme price since entry.\n\nFires when price retraces from the highest high (long) or lowest low (short)\nsince entry by either atr_mult * ATR(atr_period) or trail_pct percent \u2014 at\nmost one. Omit both to get the default atr_mult=2.0 over ATR(20). Use as the\nprimary exit for trend-following strategies.", "properties": { "activation_pct": { "anyOf": [ { "maximum": 100.0, "minimum": 0.1, "type": "number" }, { "type": "null" } ], "default": null, "description": "Minimum profit % before trailing stop activates. None = activate immediately on entry.", "title": "Activation Pct" }, "atr_mult": { "anyOf": [ { "maximum": 10.0, "minimum": 0.5, "type": "number" }, { "type": "null" } ], "default": null, "title": "Atr Mult" }, "atr_period": { "anyOf": [ { "maximum": 500, "minimum": 1, "type": "integer" }, { "type": "null" } ], "default": null, "title": "Atr Period" }, "trail_pct": { "anyOf": [ { "maximum": 50.0, "minimum": 0.1, "type": "number" }, { "type": "null" } ], "default": null, "description": "Trail distance as a percent of the extreme price since entry. Mutually exclusive with atr_mult.", "title": "Trail Pct" }, "type": { "const": "trailing_stop", "default": "trailing_stop", "title": "Type", "type": "string" }, "update_rule": { "default": "max", "enum": [ "max", "min" ], "title": "Update Rule", "type": "string" } }, "title": "TrailingStopCondition", "type": "object" }, "TransitionCondition": { "additionalProperties": false, "description": "Fires on the bar where ``ref``'s value differs from the prior bar's value.\n\nOptionally constrained to a specific (from, to) pair. Intended for\ncategorical/discrete references such as ``supertrend.direction`` that\ntake a small set of values (e.g., -1 / +1).\n\nExamples:\n SuperTrend direction flip from bearish to bullish:\n {\"type\": \"transition\", \"ref\": {...supertrend direction ref...},\n \"from_value\": -1, \"to_value\": 1}\n\n Any change in value:\n {\"type\": \"transition\", \"ref\": {...}}", "properties": { "from_value": { "anyOf": [ { "type": "number" }, { "type": "null" } ], "default": null, "description": "Prior value constraint. None matches any prior value.", "title": "From Value" }, "ref": { "description": "Value to monitor for transitions", "discriminator": { "mapping": { "anchor": "#/$defs/AnchorSignalRef", "binary_expr": "#/$defs/BinaryExprSignalRef", "constant": "#/$defs/ConstantSignalRef", "dist_from_vwap": "#/$defs/DistFromVWAPSignalRef", "entry_bar": "#/$defs/EntryBarSignalRef", "equity": "#/$defs/EquitySignalRef", "event_field": "#/$defs/EventFieldSignalRef", "gap_pct": "#/$defs/GapPctValueRef", "indicator": { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, "iv": "#/$defs/IVSignalRef", "iv_rank": "#/$defs/IVRankSignalRef", "live_position": "#/$defs/LivePositionSignalRef", "named_zone": "#/$defs/NamedZoneSignalRef", "pcr_vol": "#/$defs/PCRVolSignalRef", "percentile": "#/$defs/PercentileSignalRef", "prev_bar": "#/$defs/PrevBarSignalRef", "price": "#/$defs/PriceSignalRef", "rolling_max": "#/$defs/RollingMaxSignalRef", "rolling_min": "#/$defs/RollingMinSignalRef", "rolling_stats": "#/$defs/RollingStatsSignalRef", "sequence_step": "#/$defs/SequenceStepSignalRef", "session": "#/$defs/SessionSignalRef", "shared_signal": "#/$defs/SharedSignalSignalRef", "skew": "#/$defs/SkewSignalRef", "swing": "#/$defs/SwingSignalRef", "term_structure": "#/$defs/TermStructureSignalRef", "time": "#/$defs/TimeSignalRef", "trade_history": "#/$defs/TradeHistorySignalRef", "triggering_zone": "#/$defs/TriggeringZoneSignalRef", "unary_expr": "#/$defs/UnaryExprSignalRef", "volume": "#/$defs/VolumeSignalRef" }, "propertyName": "type" }, "oneOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ], "title": "Ref" }, "to_value": { "anyOf": [ { "type": "number" }, { "type": "null" } ], "default": null, "description": "Current value constraint. None matches any current value.", "title": "To Value" }, "type": { "const": "transition", "default": "transition", "title": "Type", "type": "string" } }, "required": [ "ref" ], "title": "TransitionCondition", "type": "object" }, "TrendADXCondition": { "additionalProperties": false, "description": "ADX trend strength check. True when ADX is above/below a threshold.\n\nADX measures trend strength regardless of direction: values above 25 indicate\na strong trend, below 20 a weak/ranging market. Use as a gate to allow entries\nonly during trending conditions.", "properties": { "adx_period": { "default": 14, "maximum": 500, "minimum": 2, "title": "Adx Period", "type": "integer" }, "mode": { "default": "level", "description": "Firing mode. 'level' (default) = true every bar ADX op value holds (CompareCondition). 'cross' = edge, fires once on the bar ADX first crosses the threshold in the op direction (CrossCondition).", "enum": [ "level", "cross" ], "title": "Mode", "type": "string" }, "op": { "enum": [ ">", ">=", "<", "<=", "between", "==", "!=" ], "title": "Op", "type": "string" }, "threshold": { "title": "Threshold", "type": "number" }, "type": { "const": "trend_adx", "default": "trend_adx", "title": "Type", "type": "string" } }, "required": [ "op", "threshold" ], "title": "TrendADXCondition", "type": "object" }, "TrendMARelationCondition": { "additionalProperties": false, "description": "EMA fast vs slow relationship. True while EMA(fast) is above/below EMA(slow).\n\nEvaluates the difference EMA(fast) - EMA(slow) against a threshold (default 0).\nUse as a gate for trend-following strategies: op='>' means uptrend, op='<' means\ndowntrend.", "properties": { "ma_fast": { "default": 20, "maximum": 400, "minimum": 2, "title": "Ma Fast", "type": "integer" }, "ma_slow": { "default": 50, "maximum": 800, "minimum": 2, "title": "Ma Slow", "type": "integer" }, "mode": { "default": "level", "description": "Firing mode. 'level' (default) = true every bar the EMA difference comparison holds. 'cross' = edge, fires once on the bar the difference first crosses the threshold in the op direction.", "enum": [ "level", "cross" ], "title": "Mode", "type": "string" }, "op": { "enum": [ ">", ">=", "<", "<=", "between", "==", "!=" ], "title": "Op", "type": "string" }, "type": { "const": "trend_ma_relation", "default": "trend_ma_relation", "title": "Type", "type": "string" }, "value": { "default": 0, "title": "Value", "type": "number" } }, "required": [ "op" ], "title": "TrendMARelationCondition", "type": "object" }, "TriggeringZoneSignalRef": { "additionalProperties": false, "description": "Reference to the zone that fired the entry's ZoneCondition (VIB-591).\n\nResolves to a level of the *triggering* zone \u2014 the zone selected by the\nentry's ZoneCondition on the signal bar. The id is captured into\n``TradeContext.triggering_zone_id`` so post-entry references (e.g. a\nstanding stop-loss bound to the FVG's lower wick) keep resolving to the\nsame zone for the trade's lifetime.\n\nReturns NaN when no triggering zone is bound (no entry condition with a\nrequired ZoneCondition fired) or the zone has been invalidated/GC'd.", "properties": { "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "level": { "default": "mid", "enum": [ "upper", "lower", "mid" ], "title": "Level", "type": "string" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "type": { "const": "triggering_zone", "default": "triggering_zone", "title": "Type", "type": "string" } }, "title": "TriggeringZoneSignalRef", "type": "object" }, "UnaryExprSignalRef": { "additionalProperties": false, "description": "Unary expression over another SignalRef.\n\nWraps a single operand with an op from {abs, neg, log, log10, sqrt, pct_change}.\nCompiles to a unary IRExpression.", "properties": { "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "op": { "enum": [ "abs", "neg", "log", "log10", "sqrt", "pct_change" ], "title": "Op", "type": "string" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "source": { "discriminator": { "mapping": { "anchor": "#/$defs/AnchorSignalRef", "binary_expr": "#/$defs/BinaryExprSignalRef", "constant": "#/$defs/ConstantSignalRef", "dist_from_vwap": "#/$defs/DistFromVWAPSignalRef", "entry_bar": "#/$defs/EntryBarSignalRef", "equity": "#/$defs/EquitySignalRef", "event_field": "#/$defs/EventFieldSignalRef", "gap_pct": "#/$defs/GapPctValueRef", "indicator": { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, "iv": "#/$defs/IVSignalRef", "iv_rank": "#/$defs/IVRankSignalRef", "live_position": "#/$defs/LivePositionSignalRef", "named_zone": "#/$defs/NamedZoneSignalRef", "pcr_vol": "#/$defs/PCRVolSignalRef", "percentile": "#/$defs/PercentileSignalRef", "prev_bar": "#/$defs/PrevBarSignalRef", "price": "#/$defs/PriceSignalRef", "rolling_max": "#/$defs/RollingMaxSignalRef", "rolling_min": "#/$defs/RollingMinSignalRef", "rolling_stats": "#/$defs/RollingStatsSignalRef", "sequence_step": "#/$defs/SequenceStepSignalRef", "session": "#/$defs/SessionSignalRef", "shared_signal": "#/$defs/SharedSignalSignalRef", "skew": "#/$defs/SkewSignalRef", "swing": "#/$defs/SwingSignalRef", "term_structure": "#/$defs/TermStructureSignalRef", "time": "#/$defs/TimeSignalRef", "trade_history": "#/$defs/TradeHistorySignalRef", "triggering_zone": "#/$defs/TriggeringZoneSignalRef", "unary_expr": "#/$defs/UnaryExprSignalRef", "volume": "#/$defs/VolumeSignalRef" }, "propertyName": "type" }, "oneOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ], "title": "Source" }, "type": { "const": "unary_expr", "default": "unary_expr", "title": "Type", "type": "string" } }, "required": [ "op", "source" ], "title": "UnaryExprSignalRef", "type": "object" }, "VWAPBandsSignalRef": { "additionalProperties": false, "description": "VWAP Bands \u2014 stddev envelopes around anchored VWAP.\n\nOutputs:\n - upper = VWAP + mult * sigma\n - middle = VWAP\n - lower = VWAP - mult * sigma\n\nwhere sigma is the volume-weighted std dev of typical price vs VWAP,\naccumulated since the last anchor reset (session/week/month).", "properties": { "anchor": { "default": "session", "enum": [ "session", "week", "month" ], "title": "Anchor", "type": "string" }, "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "indicator": { "const": "vwap_bands", "default": "vwap_bands", "title": "Indicator", "type": "string" }, "multiplier": { "default": 2.0, "maximum": 10.0, "minimum": 0.1, "title": "Multiplier", "type": "number" }, "output": { "enum": [ "upper", "middle", "lower" ], "title": "Output", "type": "string" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "type": { "const": "indicator", "default": "indicator", "title": "Type", "type": "string" } }, "required": [ "output" ], "title": "VWAPBandsSignalRef", "type": "object" }, "VWAPIndicatorSignalRef": { "additionalProperties": false, "description": "VWAP \u2014 anchored Volume-Weighted Average Price.\n\nResets at each anchor boundary (session/week/month). Use this SignalRef\nwhen you need the VWAP scalar as an operand in compare/cross conditions\n(e.g. ``close > vwap(session)``). For envelope/band semantics use\n``vwap_bands`` instead.\n\nMath: anchored cumulative volume-weighted typical price; zero-volume\nbars carry forward the prior VWAP value (no vol=1.0 substitution). See\n``docs/indicator-conventions.md``.", "properties": { "anchor": { "default": "session", "enum": [ "session", "week", "month" ], "title": "Anchor", "type": "string" }, "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "indicator": { "const": "vwap", "default": "vwap", "title": "Indicator", "type": "string" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "type": { "const": "indicator", "default": "indicator", "title": "Type", "type": "string" } }, "title": "VWAPIndicatorSignalRef", "type": "object" }, "VolATRPctCondition": { "additionalProperties": false, "description": "ATR as percentage of price. Measures realized volatility.\n\nATR% = ATR(lookback_bars) / close * 100. High values indicate volatile markets,\nlow values indicate calm markets. Use as a gate or overlay condition.", "properties": { "lookback_bars": { "default": 14, "maximum": 5000, "minimum": 1, "title": "Lookback Bars", "type": "integer" }, "mode": { "default": "level", "description": "Firing mode. 'level' (default) = true every bar the ATR% comparison holds. 'cross' = edge, fires once on the bar the ATR% first crosses the threshold in the op direction.", "enum": [ "level", "cross" ], "title": "Mode", "type": "string" }, "op": { "enum": [ ">", ">=", "<", "<=", "between", "==", "!=" ], "title": "Op", "type": "string" }, "type": { "const": "vol_atr_pct", "default": "vol_atr_pct", "title": "Type", "type": "string" }, "value": { "title": "Value", "type": "number" } }, "required": [ "op", "value" ], "title": "VolATRPctCondition", "type": "object" }, "VolBBWidthCondition": { "additionalProperties": false, "description": "Bollinger Band width percentile. Measures volatility compression/expansion.\n\nBB width percentile ranks current band width against its own history. Low values\n(< 20) signal a squeeze that often precedes a breakout. Use as a gate.", "properties": { "lookback_bars": { "default": 20, "maximum": 5000, "minimum": 1, "title": "Lookback Bars", "type": "integer" }, "mode": { "default": "level", "description": "Firing mode. 'level' (default) = true every bar the BB width percentile comparison holds. 'cross' = edge, fires once on the bar the percentile first crosses the threshold in the op direction.", "enum": [ "level", "cross" ], "title": "Mode", "type": "string" }, "op": { "enum": [ ">", ">=", "<", "<=", "between", "==", "!=" ], "title": "Op", "type": "string" }, "type": { "const": "vol_bb_width", "default": "vol_bb_width", "title": "Type", "type": "string" }, "value": { "title": "Value", "type": "number" } }, "required": [ "op", "value" ], "title": "VolBBWidthCondition", "type": "object" }, "VolumePctileCondition": { "additionalProperties": false, "description": "Volume percentile rank over a lookback window.\n\nRanks current volume against the last N bars. Values near 100 indicate\nunusually high volume, near 0 unusually low.", "properties": { "lookback_bars": { "default": 50, "maximum": 5000, "minimum": 1, "title": "Lookback Bars", "type": "integer" }, "mode": { "default": "level", "description": "Firing mode. 'level' (default) = true every bar the percentile comparison holds (CompareCondition). 'cross' = edge, fires once on the bar the percentile first crosses the threshold in the op direction (CrossCondition).", "enum": [ "level", "cross" ], "title": "Mode", "type": "string" }, "op": { "enum": [ ">", ">=", "<", "<=", "between", "==", "!=" ], "title": "Op", "type": "string" }, "type": { "const": "volume_pctile", "default": "volume_pctile", "title": "Type", "type": "string" }, "value": { "title": "Value", "type": "number" } }, "required": [ "op", "value" ], "title": "VolumePctileCondition", "type": "object" }, "VolumeRatioCondition": { "additionalProperties": false, "description": "Volume relative to its moving average. Detects volume spikes and dips.\n\nComputes current volume / SMA(volume, lookback_bars). Values > 1 mean above-average\nvolume; values < 1 mean below-average. Replaces volume_spike and volume_dip metrics.", "properties": { "lookback_bars": { "default": 20, "maximum": 5000, "minimum": 1, "title": "Lookback Bars", "type": "integer" }, "mode": { "default": "level", "description": "Firing mode. 'level' (default) = true every bar the volume-ratio comparison holds (CompareCondition). 'cross' = edge, fires once on the bar the ratio first crosses the threshold in the op direction (CrossCondition).", "enum": [ "level", "cross" ], "title": "Mode", "type": "string" }, "op": { "enum": [ ">", ">=", "<", "<=", "between", "==", "!=" ], "title": "Op", "type": "string" }, "type": { "const": "volume_ratio", "default": "volume_ratio", "title": "Type", "type": "string" }, "value": { "title": "Value", "type": "number" } }, "required": [ "op", "value" ], "title": "VolumeRatioCondition", "type": "object" }, "VolumeSignalRef": { "additionalProperties": false, "properties": { "factor": { "anyOf": [ { "maximum": 1000000.0, "minimum": -1000000.0, "type": "number" }, { "type": "null" } ], "default": null, "title": "Factor" }, "offset": { "default": 0, "maximum": 500, "minimum": 0, "title": "Offset", "type": "integer" }, "resolution": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "default": null, "description": "Optional higher-timeframe override for this value ref. Set it inside lhs/rhs refs such as {'type': 'indicator', ..., 'resolution': '4h'} or {'type': 'price', 'field': 'close', 'resolution': '4h'}. Do not put timeframe/source_timeframe on the parent condition. None = strategy timeframe.", "title": "Resolution" }, "type": { "const": "volume", "default": "volume", "title": "Type", "type": "string" } }, "title": "VolumeSignalRef", "type": "object" }, "ZScoreCondition": { "additionalProperties": false, "description": "Cross-sectional z-score (standardised) of ``source`` among portfolio\nsiblings at the current bar, compared to ``value`` with ``op``. Uses\nsample stddev; resolves to ``0.0`` when universe size < 2 or stddev == 0.\nRequires a multi-sleeve portfolio strategy (VIB-1743).\n\nExample: long the outliers \u2192 ``ZScoreCondition(source=..., op=\">\", value=1.0)``.", "properties": { "op": { "enum": [ ">", ">=", "<", "<=", "between", "==", "!=" ], "title": "Op", "type": "string" }, "source": { "description": "Per-sleeve scalar that is standardised against the cross-sectional distribution of portfolio siblings on the current bar. E.g. {'type': 'indicator', 'indicator': 'rsi', 'period': 14}.", "discriminator": { "mapping": { "anchor": "#/$defs/AnchorSignalRef", "binary_expr": "#/$defs/BinaryExprSignalRef", "constant": "#/$defs/ConstantSignalRef", "dist_from_vwap": "#/$defs/DistFromVWAPSignalRef", "entry_bar": "#/$defs/EntryBarSignalRef", "equity": "#/$defs/EquitySignalRef", "event_field": "#/$defs/EventFieldSignalRef", "gap_pct": "#/$defs/GapPctValueRef", "indicator": { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, "iv": "#/$defs/IVSignalRef", "iv_rank": "#/$defs/IVRankSignalRef", "live_position": "#/$defs/LivePositionSignalRef", "named_zone": "#/$defs/NamedZoneSignalRef", "pcr_vol": "#/$defs/PCRVolSignalRef", "percentile": "#/$defs/PercentileSignalRef", "prev_bar": "#/$defs/PrevBarSignalRef", "price": "#/$defs/PriceSignalRef", "rolling_max": "#/$defs/RollingMaxSignalRef", "rolling_min": "#/$defs/RollingMinSignalRef", "rolling_stats": "#/$defs/RollingStatsSignalRef", "sequence_step": "#/$defs/SequenceStepSignalRef", "session": "#/$defs/SessionSignalRef", "shared_signal": "#/$defs/SharedSignalSignalRef", "skew": "#/$defs/SkewSignalRef", "swing": "#/$defs/SwingSignalRef", "term_structure": "#/$defs/TermStructureSignalRef", "time": "#/$defs/TimeSignalRef", "trade_history": "#/$defs/TradeHistorySignalRef", "triggering_zone": "#/$defs/TriggeringZoneSignalRef", "unary_expr": "#/$defs/UnaryExprSignalRef", "volume": "#/$defs/VolumeSignalRef" }, "propertyName": "type" }, "oneOf": [ { "$ref": "#/$defs/PriceSignalRef" }, { "discriminator": { "mapping": { "ad": "#/$defs/AdIndicatorSignalRef", "adx": "#/$defs/PeriodIndicatorSignalRef", "adx_di": "#/$defs/ADXIndicatorSignalRef", "aroon": "#/$defs/AroonIndicatorSignalRef", "atr": "#/$defs/PeriodIndicatorSignalRef", "avwap": "#/$defs/AVWAPIndicatorSignalRef", "bollinger": "#/$defs/BollingerSignalRef", "candlestick": "#/$defs/CandlestickSignalRef", "cci": "#/$defs/PeriodIndicatorSignalRef", "cmf": "#/$defs/PeriodIndicatorSignalRef", "donchian": "#/$defs/DonchianSignalRef", "ema": "#/$defs/PeriodIndicatorSignalRef", "keltner": "#/$defs/KeltnerSignalRef", "macd": "#/$defs/MacdIndicatorSignalRef", "macd_histogram": "#/$defs/MacdIndicatorSignalRef", "macd_signal": "#/$defs/MacdIndicatorSignalRef", "median": "#/$defs/PeriodIndicatorSignalRef", "mfi": "#/$defs/PeriodIndicatorSignalRef", "obv": "#/$defs/OBVIndicatorSignalRef", "pivot_p": "#/$defs/PivotIndicatorSignalRef", "pivot_r1": "#/$defs/PivotIndicatorSignalRef", "pivot_r2": "#/$defs/PivotIndicatorSignalRef", "pivot_r3": "#/$defs/PivotIndicatorSignalRef", "pivot_s1": "#/$defs/PivotIndicatorSignalRef", "pivot_s2": "#/$defs/PivotIndicatorSignalRef", "pivot_s3": "#/$defs/PivotIndicatorSignalRef", "roc": "#/$defs/PeriodIndicatorSignalRef", "rsi": "#/$defs/PeriodIndicatorSignalRef", "sma": "#/$defs/PeriodIndicatorSignalRef", "srsi_d": "#/$defs/SrsiIndicatorSignalRef", "srsi_k": "#/$defs/SrsiIndicatorSignalRef", "std": "#/$defs/PeriodIndicatorSignalRef", "stochastic_d": "#/$defs/StochasticIndicatorSignalRef", "stochastic_k": "#/$defs/StochasticIndicatorSignalRef", "supertrend": "#/$defs/SupertrendIndicatorSignalRef", "var": "#/$defs/PeriodIndicatorSignalRef", "volume_sma": "#/$defs/PeriodIndicatorSignalRef", "vwap": "#/$defs/VWAPIndicatorSignalRef", "vwap_bands": "#/$defs/VWAPBandsSignalRef", "vwma": "#/$defs/PeriodIndicatorSignalRef" }, "propertyName": "indicator" }, "oneOf": [ { "$ref": "#/$defs/PeriodIndicatorSignalRef" }, { "$ref": "#/$defs/MacdIndicatorSignalRef" }, { "$ref": "#/$defs/StochasticIndicatorSignalRef" }, { "$ref": "#/$defs/SrsiIndicatorSignalRef" }, { "$ref": "#/$defs/AdIndicatorSignalRef" }, { "$ref": "#/$defs/OBVIndicatorSignalRef" }, { "$ref": "#/$defs/AroonIndicatorSignalRef" }, { "$ref": "#/$defs/SupertrendIndicatorSignalRef" }, { "$ref": "#/$defs/BollingerSignalRef" }, { "$ref": "#/$defs/DonchianSignalRef" }, { "$ref": "#/$defs/KeltnerSignalRef" }, { "$ref": "#/$defs/VWAPBandsSignalRef" }, { "$ref": "#/$defs/VWAPIndicatorSignalRef" }, { "$ref": "#/$defs/AVWAPIndicatorSignalRef" }, { "$ref": "#/$defs/ADXIndicatorSignalRef" }, { "$ref": "#/$defs/PivotIndicatorSignalRef" }, { "$ref": "#/$defs/CandlestickSignalRef" } ] }, { "$ref": "#/$defs/ConstantSignalRef" }, { "$ref": "#/$defs/AnchorSignalRef" }, { "$ref": "#/$defs/NamedZoneSignalRef" }, { "$ref": "#/$defs/TriggeringZoneSignalRef" }, { "$ref": "#/$defs/SwingSignalRef" }, { "$ref": "#/$defs/PercentileSignalRef" }, { "$ref": "#/$defs/RollingMaxSignalRef" }, { "$ref": "#/$defs/RollingMinSignalRef" }, { "$ref": "#/$defs/VolumeSignalRef" }, { "$ref": "#/$defs/EventFieldSignalRef" }, { "$ref": "#/$defs/IVSignalRef" }, { "$ref": "#/$defs/IVRankSignalRef" }, { "$ref": "#/$defs/SkewSignalRef" }, { "$ref": "#/$defs/TermStructureSignalRef" }, { "$ref": "#/$defs/PCRVolSignalRef" }, { "$ref": "#/$defs/PrevBarSignalRef" }, { "$ref": "#/$defs/DistFromVWAPSignalRef" }, { "$ref": "#/$defs/GapPctValueRef" }, { "$ref": "#/$defs/TradeHistorySignalRef" }, { "$ref": "#/$defs/EquitySignalRef" }, { "$ref": "#/$defs/LivePositionSignalRef" }, { "$ref": "#/$defs/SessionSignalRef" }, { "$ref": "#/$defs/TimeSignalRef" }, { "$ref": "#/$defs/EntryBarSignalRef" }, { "$ref": "#/$defs/SequenceStepSignalRef" }, { "$ref": "#/$defs/RollingStatsSignalRef" }, { "$ref": "#/$defs/UnaryExprSignalRef" }, { "$ref": "#/$defs/BinaryExprSignalRef" }, { "$ref": "#/$defs/SharedSignalSignalRef" } ], "title": "Source" }, "type": { "const": "cross_sectional_zscore", "default": "cross_sectional_zscore", "title": "Type", "type": "string" }, "value": { "description": "Threshold z-score (standard deviations from the cross-sectional mean). Common values: 1.0 = mild outlier, 2.0 = strong outlier, negative values for the lower tail.", "title": "Value", "type": "number" } }, "required": [ "source", "op", "value" ], "title": "ZScoreCondition", "type": "object" } }, "$ref": "#/$defs/ConsecutiveCondition" }