def initialize_playbook(playbook_path: str) -> Dict: """ Initializes the strategy playbook. Loads the playbook from a JSON file if it exists, otherwise creates a new one with default strategies. It also updates the existing playbook with any new default strategies that are missing. """ DEFAULT_PLAYBOOK = { "ADXMomentum": { "description": "[MOMENTUM] A classic momentum strategy that enters when ADX confirms a strong trend and MACD indicates accelerating momentum.", "features": ["ADX", "MACD_hist", "MACD_hist_slope", "momentum_20", "market_regime"], "lookahead_range": [60, 180], "dd_range": [0.20, 0.35], "ideal_regime": ["Strong Trending"], "asset_class_suitability": ["Any"], "ideal_macro_env": ["Any"] }, "ADXTrendFilterMA": { "description": "[HYBRID/TREND] Uses a dual moving average system for entry signals but employs the ADX as a trend strength filter. Trades are only permitted when the ADX is above 25, avoiding choppy, non-trending markets.", "features": ["EMA_50", "EMA_200", "ADX", "market_regime"], "lookahead_range": [80, 200], "dd_range": [0.20, 0.35], "ideal_regime": ["Strong Trending"], "ideal_macro_env": ["Risk-On", "Risk-Off"], "asset_class_suitability": ["Indices", "Equities", "Forex Majors"] }, "BOS_Momentum_Confirmation": { "description": "[HYBRID/BOS] This strategy identifies a Break of Structure (BOS) and confirms it with a strong momentum reading from the RSI. A bullish BOS is only valid if the RSI is also firmly in bullish territory (e.g., > 60), filtering out weak breakouts.", "features": ["bos_up_signal", "bos_down_signal", "RSI", "ADX", "volume"], "lookahead_range": [60, 160], "dd_range": [0.20, 0.35], "ideal_regime": ["Strong Trending"], "ideal_macro_env": ["Risk-On", "Risk-Off"], "asset_class_suitability": ["Any"] }, "BasicRSIBounce": { "description": "[RANGING] Simple RSI bounce strategy that buys when RSI crosses above 30 and sells when crosses below 70.", "features": ["RSI", "ADX", "bollinger_bandwidth"], "lookahead_range": [20, 60], "dd_range": [0.1, 0.25], "ideal_regime": ["Ranging"], "asset_class_suitability": ["Any"], "ideal_macro_env": ["Neutral"] }, "BreakoutVolumeConfirmation": { "description": "[HYBRID/BREAKOUT] Identifies a breakout of a recent fractal high/low and confirms the validity of the move with a significant spike in volume, filtering out low-conviction false breakouts.", "features": ["fractal_up", "fractal_down", "volume", "ATR", "ADX"], "lookahead_range": [60, 150], "dd_range": [0.25, 0.40], "ideal_regime": ["Strong Trending", "High Volatility"], "ideal_macro_env": ["Risk-On", "Risk-Off"], "asset_class_suitability": ["Equities", "Indices"] }, "CHoCH_Orderblock_Entry": { "description": "[HYBRID/CHOCH] This strategy identifies a Change of Character (CHoCH) and then waits for price to pull back to the Fair Value Gap that initiated the CHoCH move.", "features": ["choch_up_signal", "choch_down_signal", "fvg_bullish_exists", "fvg_bearish_exists", "volume_spike", "DAILY_ctx_Trend"], "lookahead_range": [50, 130], "dd_range": [0.15, 0.25], "ideal_regime": ["Any"], "asset_class_suitability": ["Forex Majors", "Indices", "Crypto"], "ideal_macro_env": ["Any"] }, "ClassicBollingerRSI": { "description": "[RANGING] A traditional mean-reversion strategy entering at the outer bands, filtered by low trend strength.", "features": ["bollinger_lower", "bollinger_upper", "RSI", "ADX", "market_mode"], "lookahead_range": [20, 70], "dd_range": [0.1, 0.2], "ideal_regime": ["Ranging", "Low Volatility"], "asset_class_suitability": ["Any"], "ideal_macro_env": ["Neutral"] }, "DivergenceConfluenceReversal": { "description": "[HYBRID/REVERSAL] A high-confluence strategy that only takes a trade when MACD divergence aligns with a reading from another oscillator (Stochastic), indicating a strong area of potential reversal.", "features": ["MACD_hist", "rsi_bullish_divergence", "rsi_bearish_divergence", "stoch_k"], "lookahead_range": [60, 160], "dd_range": [0.25, 0.40], "ideal_regime": ["Any"], "ideal_macro_env": ["Neutral", "Risk-On", "Risk-Off"], "asset_class_suitability": ["Forex Majors"] }, "DivergenceRSIConfirmation": { "description": "[HYBRID/REVERSAL] Identifies a completed MACD divergence and requires the RSI to be in an overbought (>70) or oversold (<30) state before entering, adding a layer of momentum confirmation.", "features": ["MACD_hist", "rsi_bullish_divergence", "rsi_bearish_divergence", "RSI", "ADX"], "lookahead_range": [50, 150], "dd_range": [0.20, 0.35], "ideal_regime": ["Any"], "ideal_macro_env": ["Any"], "asset_class_suitability": ["Forex Majors", "Indices"] }, "DojiBollingerReversal": { "description": "[HYBRID/CANDLESTICK] A mean-reversion strategy that enters after a Doji candle forms on the upper or lower Bollinger Band, signaling trend exhaustion and indecision at a statistical extreme, anticipating a reversal back to the mean.", "features": ["is_doji", "bollinger_upper", "bollinger_lower", "ADX", "wick_to_body_ratio"], "lookahead_range": [25, 80], "dd_range": [0.10, 0.20], "ideal_regime": ["Ranging", "Low Volatility"], "ideal_macro_env": ["Neutral"], "asset_class_suitability": ["Forex Crosses", "Forex Majors"] }, "DonchianBreakout": { "description": "[BREAKOUT] A classic breakout strategy that buys/sells when the price breaks the Donchian Channel.", "features": ["donchian_channel", "ATR", "ADX", "volume_spike"], "lookahead_range": [50, 150], "dd_range": [0.2, 0.4], "ideal_regime": ["Strong Trending", "High Volatility"], "asset_class_suitability": ["Commodities", "Indices"], "ideal_macro_env": ["Event-Driven", "Risk-On", "Risk-Off"] }, "DynamicBreakoutMomentum": { "description": "[HYBRID/BREAKOUT] Trades breakouts from a Donchian Channel but filters signals with a momentum indicator (e.g., Stochastic). A breakout above the upper channel is only valid if the Stochastic %K is also crossing above 80, indicating strong buying pressure.", "features": ["donchian_upper", "donchian_lower", "stoch_k", "ADX", "ATR", "volume"], "lookahead_range": [50, 130], "dd_range": [0.20, 0.40], "ideal_regime": ["High Volatility", "Strong Trending"], "ideal_macro_env": ["Event-Driven"], "asset_class_suitability": ["Indices", "Commodities", "Forex Majors"] }, "DynamicRangeTrader": { "description": "[RANGING] Buys at dynamic support and sells at dynamic resistance, using Hurst to confirm a range-bound market.", "features": ["support_level_20", "resistance_level_20", "RSI", "stoch_k", "hurst_exponent", "ADX"], "lookahead_range": [30, 80], "dd_range": [0.10, 0.20], "ideal_regime": ["Ranging"], "asset_class_suitability": ["Forex Crosses", "Forex Majors"], "ideal_macro_env": ["Any"] }, "DynamicSR_BreakoutRSI": { "description": "[HYBRID/BREAKOUT] This strategy confirms a breakout of a dynamic resistance/support level (Donchian Channel) with the RSI. The breakout is only considered valid if the RSI has also crossed a key level (e.g., 60 for an upside breakout), indicating momentum is backing the move.", "features": ["donchian_upper", "donchian_lower", "RSI", "volume", "ATR"], "lookahead_range": [50, 140], "dd_range": [0.20, 0.35], "ideal_regime": ["Strong Trending", "High Volatility"], "ideal_macro_env": ["Risk-On", "Risk-Off"], "asset_class_suitability": ["Equities", "Indices", "Commodities"] }, "DynamicSR_CandlestickReversal": { "description": "[HYBRID/REVERSAL] Looks for a reversal candlestick pattern (e.g., an Engulfing or Doji) forming directly at a dynamic support or resistance level (e.g., Bollinger Band), providing a strong signal for a potential reversal.", "features": ["bollinger_upper", "bollinger_lower", "is_engulfing", "is_doji", "ADX"], "lookahead_range": [40, 100], "dd_range": [0.15, 0.30], "ideal_regime": ["Ranging", "Weak Trending"], "ideal_macro_env": ["Neutral"], "asset_class_suitability": ["Any"] }, "DynamicSR_ChannelBreakout": { "description": "[HYBRID/BREAKOUT] Defines a dynamic channel using Bollinger Bands and enters when the price breaks out of the bands after a period of contraction (a 'squeeze'). The breakout must be accompanied by an increase in the ADX, confirming expanding volatility.", "features": ["bollinger_bandwidth", "ADX", "ADX_slope", "volume", "momentum_20"], "lookahead_range": [50, 130], "dd_range": [0.20, 0.35], "ideal_regime": ["Low Volatility", "High Volatility"], "ideal_macro_env": ["Event-Driven", "Neutral"], "asset_class_suitability": ["Any"] }, "DynamicSR_MACD": { "description": "[HYBRID/TREND] Uses a moving average (e.g., 50 EMA) as a dynamic support/resistance level. It enters on a bounce off the EMA, but only if the MACD histogram is also positive (for longs) or negative (for shorts), confirming trend momentum.", "features": ["EMA_50", "MACD_hist", "ADX", "DAILY_ctx_Trend"], "lookahead_range": [40, 120], "dd_range": [0.15, 0.25], "ideal_regime": ["Weak Trending", "Strong Trending"], "ideal_macro_env": ["Any"], "asset_class_suitability": ["Any"] }, "EMAScalpingFractal": { "description": "[SCALPING] A high-frequency scalping strategy using EMA alignment and Williams Fractal for entry signals.", "features": ["EMA_20", "EMA_50", "fractal_up", "fractal_down", "ATR"], "lookahead_range": [15, 45], "dd_range": [0.1, 0.25], "ideal_regime": ["Weak Trending", "Strong Trending"], "asset_class_suitability": ["Forex Majors", "Indices"], "ideal_macro_env": ["Neutral"] }, "ElliotWaveFibonacci": { "description": "[HYBRID/TREND] A confluence strategy that waits for a strong trend (high ADX), then enters on a pullback to a dynamic support level (50 EMA), anticipating the next wave of momentum.", "features": ["ADX", "EMA_50", "RSI", "volume"], "lookahead_range": [100, 250], "dd_range": [0.25, 0.40], "ideal_regime": ["Strong Trending"], "ideal_macro_env": ["Any"], "asset_class_suitability": ["Indices", "Equities"] }, "ElliotWaveMomentum": { "description": "[HYBRID/TREND] Identifies a corrective pullback (proxied by a short-term counter-trend streak) within a strong primary trend and combines it with an oversold Stochastic oscillator to signal a high-probability entry for the next impulsive move.", "features": ["markov_streak", "stoch_k", "stoch_d", "ADX", "DAILY_ctx_Trend"], "lookahead_range": [80, 200], "dd_range": [0.20, 0.35], "ideal_regime": ["Strong Trending"], "ideal_macro_env": ["Risk-On", "Risk-Off"], "asset_class_suitability": ["Indices", "Forex Majors"] }, "EmaCrossoverRsiFilter": { "description": "[TRENDING] Classic 50/200 EMA crossover signal, filtered by RSI for momentum confirmation.", "features": ["EMA_50", "EMA_200", "RSI", "ADX"], "lookahead_range": [60, 180], "dd_range": [0.2, 0.4], "ideal_regime": ["Strong Trending"], "ideal_macro_env": ["Risk-On", "Risk-Off"], "asset_class_suitability": ["Indices", "Equities", "Forex Majors"] }, "EngulfingRsiScalp": { "description": "[SCALPING] An alternative scalping strategy using the 200 EMA for trend, entering on engulfing patterns confirmed by RSI.", "features": ["EMA_200", "is_engulfing", "RSI"], "lookahead_range": [15, 45], "dd_range": [0.1, 0.25], "ideal_regime": ["Weak Trending", "Strong Trending"], "ideal_macro_env": ["Neutral"], "asset_class_suitability": ["Forex Majors", "Indices"] }, "EngulfingVolumeConfirmation": { "description": "[HYBRID/CANDLESTICK] A classic strategy that identifies a strong bullish or bearish engulfing candle and requires the candle's volume to be significantly higher than average, confirming institutional participation.", "features": ["is_engulfing", "volume", "ATR", "DAILY_ctx_Trend"], "lookahead_range": [20, 70], "dd_range": [0.10, 0.25], "ideal_regime": ["Any"], "ideal_macro_env": ["Any"], "asset_class_suitability": ["Equities", "Forex Majors", "Indices"] }, "FVG_MA_Confluence": { "description": "[HYBRID/PRICE ACTION] A confluence strategy that identifies fresh Fair Value Gaps and waits for the price to enter that zone. An entry is only triggered if this zone aligns with a key dynamic S&R level like the 50 EMA.", "features": ["fvg_bullish_exists", "fvg_bearish_exists", "EMA_50", "RSI"], "lookahead_range": [40, 120], "dd_range": [0.15, 0.25], "ideal_regime": ["Any"], "ideal_macro_env": ["Any"], "asset_class_suitability": ["Forex Majors", "Indices"] }, "FibonacciDivergenceReversal": { "description": "[HYBRID/REVERSAL] A counter-trend strategy that looks for bullish/bearish RSI divergence occurring at the outer Bollinger Bands, signaling potential trend exhaustion and a high-probability reversal point.", "features": ["bollinger_upper", "bollinger_lower", "rsi_bullish_divergence", "rsi_bearish_divergence", "ADX", "market_volatility_index"], "lookahead_range": [30, 90], "dd_range": [0.20, 0.35], "ideal_regime": ["Ranging", "Weak Trending"], "ideal_macro_env": ["Neutral"], "asset_class_suitability": ["Any"] }, "FibonacciMomentum": { "description": "[HYBRID/TREND] Combines dynamic support levels with momentum confirmation. Enters on a bounce from the middle Bollinger Band but only if the RSI confirms the primary trend's momentum is still intact.", "features": ["bollinger_middle", "RSI", "DAILY_ctx_Trend", "ADX", "momentum_10"], "lookahead_range": [40, 120], "dd_range": [0.15, 0.30], "ideal_regime": ["Strong Trending", "Weak Trending"], "ideal_macro_env": ["Risk-On", "Risk-Off"], "asset_class_suitability": ["Forex Majors", "Indices", "Commodities"] }, "FilteredBreakout": { "description": "[BREAKOUT] A hybrid that trades high-volatility breakouts but only in the direction of the long-term daily trend.", "features": ["ATR", "bollinger_bandwidth", "DAILY_ctx_Trend", "ADX", "hour", "anomaly_score", "RSI_slope"], "lookahead_range": [60, 120], "dd_range": [0.2, 0.35], "ideal_regime": ["High Volatility", "Strong Trending"], "ideal_macro_env": ["Event-Driven", "Risk-On", "Risk-Off"], "asset_class_suitability": ["Indices", "Commodities", "Forex Majors"] }, "FvgLiquidityGrab": { "description": "[HYBRID/PRICE ACTION] This strategy waits for a liquidity grab (a sweep of a recent high or low) and then looks for an immediate shift in market structure (CHoCH) that leaves behind a Fair Value Gap (FVG). It enters on the retest of the FVG, anticipating a reversal.", "features": ["liquidity_grab_up", "liquidity_grab_down", "fvg_bullish_exists", "fvg_bearish_exists", "choch_up_signal", "choch_down_signal"], "lookahead_range": [50, 130], "dd_range": [0.20, 0.35], "ideal_regime": ["Any"], "ideal_macro_env": ["Any"], "asset_class_suitability": ["Forex Majors", "Indices", "Crypto"] }, "FvgOrderblockEntry": { "description": "[HYBRID/PRICE ACTION] Identifies a Fair Value Gap (FVG) and waits for the price to retrace into it. The entry is confirmed by a prior liquidity grab, which acts as a proxy for an institutional orderblock.", "features": ["fvg_bullish_exists", "fvg_bearish_exists", "liquidity_grab_up", "liquidity_grab_down", "DAILY_ctx_Trend"], "lookahead_range": [40, 110], "dd_range": [0.15, 0.25], "ideal_regime": ["Weak Trending", "Strong Trending"], "ideal_macro_env": ["Neutral", "Risk-On", "Risk-Off"], "asset_class_suitability": ["Forex Majors", "Indices"] }, "GNN_Market_Structure": { "description": "[SPECIALIZED] Uses a GNN to model inter-asset correlations for predictive features.", "features": [], "lookahead_range": [80, 150], "dd_range": [0.15, 0.3], "requires_gnn": True, "ideal_regime": ["Any"], "ideal_macro_env": ["Any"], "asset_class_suitability": ["Forex Majors", "Indices"] }, "HeikinAshiDynamicSR": { "description": "[HYBRID/TREND] A visual trend-following strategy that confirms a bounce off a dynamic support/resistance level (50 EMA) with a change in Heikin-Ashi candle color.", "features": ["EMA_50", "ha_color", "ha_streak", "DAILY_ctx_Trend"], "lookahead_range": [70, 180], "dd_range": [0.20, 0.30], "ideal_regime": ["Strong Trending"], "ideal_macro_env": ["Any"], "asset_class_suitability": ["Any"] }, "HeikinAshiMACD": { "description": "[HYBRID/TREND] Combines the smoothed trend visualization of Heikin-Ashi candles with the MACD indicator. A long entry is triggered when Heikin-Ashi candles turn green while the MACD histogram is also positive, signaling a potential new uptrend.", "features": ["ha_color", "ha_streak", "MACD_hist", "ADX"], "lookahead_range": [60, 160], "dd_range": [0.15, 0.25], "ideal_regime": ["Strong Trending", "Weak Trending"], "ideal_macro_env": ["Risk-On", "Risk-Off"], "asset_class_suitability": ["Indices", "Commodities", "Forex Majors"] }, "HeikinAshiTrend": { "description": "[TRENDING/PRICE ACTION] A robust trend-following strategy using clean Heikin-Ashi candle signals to ride trends.", "features": ["ha_color", "ha_body_size", "ha_streak", "DAILY_ctx_LinRegSlope", "market_volatility_index", "ADX"], "lookahead_range": [60, 160], "dd_range": [0.15, 0.25], "ideal_regime": ["Strong Trending", "Weak Trending"], "asset_class_suitability": ["Indices", "Commodities", "Forex Majors"], "ideal_macro_env": ["Risk-On", "Risk-Off"] }, "HiddenDivergenceTrend": { "description": "[HYBRID/DIVERGENCE] A trend-following strategy that looks for hidden divergence. In an uptrend, price makes a higher low, but the RSI makes a lower low. This signals a likely continuation of the primary trend.", "features": ["rsi_bullish_divergence", "rsi_bearish_divergence", "DAILY_ctx_Trend", "ADX", "EMA_50"], "lookahead_range": [60, 160], "dd_range": [0.15, 0.25], "ideal_regime": ["Weak Trending", "Strong Trending"], "ideal_macro_env": ["Any"], "asset_class_suitability": ["Any"] }, "HoffmanTrendRetracement": { "description": "[TRENDING] Enters on the resumption of a strong trend after a pause indicated by an Inventory Retracement Bar (IRB).", "features": ["EMA_20_slope", "is_hoffman_irb_bullish", "is_hoffman_irb_bearish", "ADX", "ATR"], "lookahead_range": [60, 160], "dd_range": [0.2, 0.4], "ideal_regime": ["Strong Trending"], "ideal_macro_env": ["Risk-On", "Risk-Off"], "asset_class_suitability": ["Equities", "Indices", "Forex Majors"] }, "ICTMarketStructure": { "description": "[PRICE ACTION/INSTITUTIONAL] A methodology focused on identifying liquidity zones and Fair Value Gaps (FVG).", "features": ["fvg_bullish_exists", "fvg_bearish_exists", "choch_up_signal", "choch_down_signal", "liquidity_grab_up", "liquidity_grab_down", "DAILY_ctx_Trend", "bos_up_signal", "bos_down_signal"], "lookahead_range": [40, 120], "dd_range": [0.2, 0.35], "ideal_regime": ["Strong Trending", "Weak Trending"], "asset_class_suitability": ["Forex Majors", "Indices"], "ideal_macro_env": ["Neutral", "Risk-On", "Risk-Off"] }, "LinRegAngleConfluence": { "description": "[HYBRID/TREND] A confluence strategy that looks for entry signals where a Linear Regression line is respected and the price is also at a dynamic S&R level, like a Bollinger Band.", "features": ["linear_regression", "bollinger_middle", "RSI", "ADX"], "lookahead_range": [100, 250], "dd_range": [0.30, 0.45], "ideal_regime": ["Strong Trending"], "ideal_macro_env": ["Any"], "asset_class_suitability": ["Any"] }, "LinRegAngleMomentum": { "description": "[HYBRID/TREND] Uses a Linear Regression line as a proxy for trend angle. An entry is triggered on a bounce from the line, confirmed by the MACD histogram ticking higher (for longs) or lower (for shorts).", "features": ["linear_regression", "MACD_hist", "ADX", "RSI"], "lookahead_range": [80, 220], "dd_range": [0.25, 0.40], "ideal_regime": ["Strong Trending"], "ideal_macro_env": ["Any"], "asset_class_suitability": ["Commodities", "Indices"] }, "LinRegBounceStochastic": { "description": "[HYBRID/TREND] Enters in the direction of the primary trend when price pulls back and bounces off a dynamic trendline (Linear Regression). The entry is confirmed by the Stochastic oscillator moving out of an oversold/overbought condition.", "features": ["linear_regression", "stoch_k", "stoch_d", "ADX", "DAILY_ctx_Trend"], "lookahead_range": [60, 150], "dd_range": [0.20, 0.30], "ideal_regime": ["Weak Trending", "Strong Trending"], "ideal_macro_env": ["Neutral", "Risk-On", "Risk-Off"], "asset_class_suitability": ["Forex Majors", "Indices", "Equities"] }, "LinRegBreakRSI": { "description": "[HYBRID/BREAKOUT] A classic technical analysis strategy that enters on a confirmed break of a dynamic trendline (Linear Regression). The signal is filtered by RSI, requiring it to show strong momentum.", "features": ["linear_regression", "RSI", "volume", "ATR"], "lookahead_range": [70, 180], "dd_range": [0.25, 0.40], "ideal_regime": ["Strong Trending"], "ideal_macro_env": ["Any"], "asset_class_suitability": ["Any"] }, "MACD_RSI_Divergence": { "description": "[HYBRID/DIVERGENCE] A powerful reversal strategy that requires a divergence signal on BOTH the MACD and the RSI simultaneously. The price making a new high while both indicators fail to do so is a very strong signal of an impending reversal.", "features": ["MACD_hist", "rsi_bullish_divergence", "rsi_bearish_divergence", "volume"], "lookahead_range": [50, 150], "dd_range": [0.20, 0.35], "ideal_regime": ["Any"], "ideal_macro_env": ["Any"], "asset_class_suitability": ["Any"] }, "MACDFractalBreakout": { "description": "[BREAKOUT] A breakout strategy that uses Williams Fractal signals for entry, qualified by MACD trend direction.", "features": ["MACD_hist", "fractal_up", "fractal_down", "ATR", "ADX"], "lookahead_range": [40, 120], "dd_range": [0.2, 0.35], "ideal_regime": ["Weak Trending", "Strong Trending", "High Volatility"], "ideal_macro_env": ["Neutral", "Risk-On", "Risk-Off"], "asset_class_suitability": ["Any"] }, "MACDTrendFollowing": { "description": "[TRENDING] A classic trend-following strategy using MACD crossovers filtered by a long-term 200-period EMA.", "features": ["EMA_200", "MACD_line", "MACD_signal", "MACD_hist", "ADX"], "lookahead_range": [50, 150], "dd_range": [0.15, 0.3], "ideal_regime": ["Strong Trending", "Weak Trending"], "asset_class_suitability": ["Forex Majors", "Indices", "Equities"], "ideal_macro_env": ["Risk-On", "Risk-Off", "Neutral"] }, "MAVolumeHybrid": { "description": "[HYBRID] Combines moving average crossover with volume confirmation for higher probability entries.", "features": ["EMA_20", "EMA_50", "volume", "volume_spike"], "lookahead_range": [40, 100], "dd_range": [0.15, 0.3], "ideal_regime": ["Weak Trending", "Strong Trending"], "asset_class_suitability": ["Any"], "ideal_macro_env": ["Any"] }, "MeanReversionOscillator": { "description": "[RANGING] A pure mean-reversion strategy using oscillators for entry in low-volatility environments.", "features": ["RSI", "stoch_k", "ADX", "market_volatility_index", "close_fracdiff", "hour", "day_of_week", "wick_to_body_ratio", "hurst_exponent"], "lookahead_range": [20, 60], "dd_range": [0.15, 0.25], "ideal_regime": ["Ranging", "Low Volatility"], "ideal_macro_env": ["Neutral"], "asset_class_suitability": ["Forex Crosses", "Forex Majors"] }, "MeanReversionZScore": { "description": "[MEAN REVERSION] Exploits statistical deviations from the mean, entering when RSI reaches an extreme Z-score in a non-trending market.", "features": ["RSI_zscore", "bollinger_bandwidth", "stoch_k", "stoch_d", "market_mode"], "lookahead_range": [20, 70], "dd_range": [0.10, 0.25], "ideal_regime": ["Ranging", "Low Volatility"], "asset_class_suitability": ["Forex Majors", "Indices"], "ideal_macro_env": ["Any"] }, "Meta_Labeling_Filter": { "description": "[SPECIALIZED] Uses a secondary ML filter to improve a simple primary model's signal quality.", "features": ["ADX", "RSI_slope", "ATR", "bollinger_bandwidth", "H1_ctx_Trend", "DAILY_ctx_Trend", "momentum_20", "relative_performance"], "lookahead_range": [50, 100], "dd_range": [0.1, 0.25], "requires_meta_labeling": True, "ideal_regime": ["Any"], "asset_class_suitability": ["Any"], "ideal_macro_env": ["Any"] }, "MomentumCrossoverMA": { "description": "[HYBRID/TREND] A simple yet effective momentum strategy that uses a fast/slow moving average crossover (e.g., 9 EMA crossing 21 EMA) as a signal, but only takes the trade if a momentum indicator is also positive.", "features": ["EMA_20", "EMA_50", "momentum_10", "ADX"], "lookahead_range": [40, 100], "dd_range": [0.15, 0.25], "ideal_regime": ["Weak Trending", "Strong Trending"], "ideal_macro_env": ["Any"], "asset_class_suitability": ["Any"] }, "MultiStructureBreakout": { "description": "[HYBRID/MARKET STRUCTURE] A high-conviction breakout strategy that requires a Break of Structure (BOS) on the base timeframe, confirmed by a trend context feature from a higher timeframe.", "features": ["bos_up_signal", "bos_down_signal", "volume_spike", "ATR", "DAILY_ctx_Trend"], "lookahead_range": [60, 150], "dd_range": [0.20, 0.35], "ideal_regime": ["Strong Trending"], "asset_class_suitability": ["Forex Majors", "Indices"], "ideal_macro_env": ["Risk-On", "Risk-Off"] }, "NakedPriceAction": { "description": "[PRICE ACTION] A pure price action strategy that ignores most indicators, trading on engulfing/doji candles.", "features": ["is_engulfing", "is_doji", "wick_to_body_ratio", "DAILY_ctx_LinRegSlope", "hour", "day_of_week"], "lookahead_range": [40, 100], "dd_range": [0.15, 0.3], "ideal_regime": ["Any"], "ideal_macro_env": ["Any"], "asset_class_suitability": ["Any"] }, "OscillatorMomentum": { "description": "[HYBRID/OSCILLATOR] An unconventional strategy that enters long when the RSI breaks out above a previous high (e.g., 65), suggesting that momentum is accelerating powerfully in the trend's direction.", "features": ["RSI", "RSI_slope_acceleration", "momentum_20", "ADX"], "lookahead_range": [50, 120], "dd_range": [0.20, 0.35], "ideal_regime": ["Strong Trending", "High Volatility"], "ideal_macro_env": ["Risk-On", "Risk-Off"], "asset_class_suitability": ["Any"] }, "OvernightGapFade": { "description": "[HYBRID/INTRADAY] Fades significant overnight gaps with volume confirmation.", "features": ["overnight_gap_pct", "volume", "RSI", "ATR"], "lookahead_range": [20, 60], "dd_range": [0.2, 0.4], "ideal_regime": ["High Volatility"], "asset_class_suitability": ["Equities", "Indices"], "ideal_macro_env": ["Any"] }, "PanicFade": { "description": "[CRISIS/EVENT-DRIVEN] A counter-trend strategy designed to fade extreme, news-driven price spikes or drops.", "features": ["anomaly_score", "ATR", "wick_to_body_ratio", "candle_body_size_vs_atr", "RSI", "market_volatility_index"], "lookahead_range": [20, 50], "dd_range": [0.25, 0.45], "ideal_regime": ["High Volatility"], "asset_class_suitability": ["Any"], "ideal_macro_env": ["Event-Driven", "Risk-Off"] }, "PriceActionSwing": { "description": "[PRICE ACTION] Simple swing strategy based on higher highs/lower lows with confirmation from candle close.", "features": ["Close", "High", "Low", "ATR"], "lookahead_range": [50, 150], "dd_range": [0.2, 0.4], "ideal_regime": ["Weak Trending", "Strong Trending"], "asset_class_suitability": ["Any"], "ideal_macro_env": ["Any"] }, "RSIDivergenceReversal": { "description": "[REVERSAL] A counter-trend strategy that enters when price action diverges from the RSI, signaling trend exhaustion.", "features": ["rsi_bullish_divergence", "rsi_bearish_divergence", "stoch_k", "ADX", "market_mode"], "lookahead_range": [30, 90], "dd_range": [0.15, 0.3], "ideal_regime": ["Ranging", "Weak Trending"], "asset_class_suitability": ["Any"], "ideal_macro_env": ["Neutral"] }, "RSIMACDConfluence": { "description": "[HYBRID/OSCILLATOR] Requires both RSI and MACD to confirm signals in the same direction.", "features": ["RSI", "MACD_hist", "ADX"], "lookahead_range": [50, 120], "dd_range": [0.2, 0.35], "ideal_regime": ["Any"], "asset_class_suitability": ["Any"], "ideal_macro_env": ["Any"] }, "RSIPullback": { "description": "[TRENDING] Enters on pullbacks in an uptrend, using RSI to identify oversold conditions.", "features": ["RSI", "SMA_50", "SMA_200"], "lookahead_range": [40, 120], "dd_range": [0.15, 0.3], "ideal_regime": ["Strong Trending", "Weak Trending"], "ideal_macro_env": ["Risk-On", "Risk-Off"], "asset_class_suitability": ["Indices", "Equities", "Forex Majors"] }, "RSI_Stochastic_Confluence": { "description": "[HYBRID/OSCILLATOR] A mean-reversion strategy that requires both the RSI and the Stochastic oscillator to be in oversold/overbought territory simultaneously before triggering a trade.", "features": ["RSI", "stoch_k", "ADX", "bollinger_bandwidth"], "lookahead_range": [20, 60], "dd_range": [0.10, 0.20], "ideal_regime": ["Ranging", "Low Volatility"], "ideal_macro_env": ["Neutral"], "asset_class_suitability": ["Forex Crosses", "Indices"] }, "RangeBound": { "description": "[RANGING] Trades reversals in a sideways channel, filtered by low ADX.", "features": ["ADX", "RSI", "stoch_k", "stoch_d", "bollinger_bandwidth", "hour", "wick_to_body_ratio"], "lookahead_range": [20, 60], "dd_range": [0.1, 0.2], "ideal_regime": ["Ranging", "Low Volatility"], "ideal_macro_env": ["Neutral"], "asset_class_suitability": ["Forex Crosses", "Forex Majors"] }, "ReversalCandlestickMA": { "description": "[HYBRID/REVERSAL] Detects a reversal candlestick pattern (Doji with long wick) at a significant moving average (like the 200 EMA), providing a powerful confluence for a potential change in trend direction.", "features": ["is_doji", "wick_to_body_ratio", "EMA_200", "ADX"], "lookahead_range": [30, 80], "dd_range": [0.15, 0.30], "ideal_regime": ["Ranging", "Weak Trending"], "ideal_macro_env": ["Neutral"], "asset_class_suitability": ["Any"] }, "ReversalPatternDivergence": { "description": "[HYBRID/REVERSAL] Identifies a swing failure/liquidity grab pattern and requires confirmation from MACD divergence, where the indicator fails to make a new high/low along with the price, signaling underlying weakness in the trend.", "features": ["liquidity_grab_up", "liquidity_grab_down", "MACD_hist", "volume", "ADX"], "lookahead_range": [70, 180], "dd_range": [0.20, 0.35], "ideal_regime": ["Strong Trending", "Weak Trending"], "ideal_macro_env": ["Any"], "asset_class_suitability": ["Forex Majors", "Indices", "Equities"] }, "SeasonalCycleRSI": { "description": "[HYBRID/CYCLICAL] A speculative strategy that combines seasonal tendencies (month of year) with the RSI oscillator. It looks for buying opportunities during historically bullish months only if RSI is also in oversold territory (<30).", "features": ["month", "RSI", "market_volatility_index", "DAILY_ctx_Trend"], "lookahead_range": [28, 84], "dd_range": [0.20, 0.40], "ideal_regime": ["Any"], "ideal_macro_env": ["Any"], "asset_class_suitability": ["Indices", "Commodities"] }, "SeasonalCycleVolatility": { "description": "[HYBRID/CYCLICAL] This strategy hypothesizes that certain times of day (e.g., London open) correlate with higher volatility. It enters a volatility breakout trade (break of Donchian channel) only during specific hours.", "features": ["hour", "donchian_channel", "ATR", "bollinger_bandwidth"], "lookahead_range": [20, 60], "dd_range": [0.25, 0.45], "ideal_regime": ["High Volatility", "Ranging"], "ideal_macro_env": ["Event-Driven"], "asset_class_suitability": ["Any"] }, "SimpleMAChannel": { "description": "[TRENDING] Uses a channel created by two moving averages (20 and 50) with entries on pullbacks to the faster MA.", "features": ["EMA_20", "EMA_50", "RSI", "ATR"], "lookahead_range": [40, 120], "dd_range": [0.15, 0.3], "ideal_regime": ["Weak Trending", "Strong Trending"], "asset_class_suitability": ["Any"], "ideal_macro_env": ["Any"] }, "SmoothedDynamicSR": { "description": "[HYBRID/PRICE ACTION] Combines the clarity of Heikin-Ashi charts with dynamic support and resistance (Bollinger Bands). A reversal of HA candle color at the bands triggers an entry.", "features": ["ha_color", "bollinger_upper", "bollinger_lower", "ATR"], "lookahead_range": [60, 150], "dd_range": [0.10, 0.20], "ideal_regime": ["Ranging", "Weak Trending"], "ideal_macro_env": ["Neutral"], "asset_class_suitability": ["Forex Majors", "Indices"] }, "SmoothedMACDCrossover": { "description": "[HYBRID/TREND] Uses Heikin-Ashi charts to filter out market noise and enters on a clear MACD crossover. The signal is only taken after a sequence of at least two same-colored HA bricks, confirming the trend direction.", "features": ["ha_color", "ha_streak", "MACD_line", "MACD_signal", "ADX"], "lookahead_range": [80, 200], "dd_range": [0.15, 0.25], "ideal_regime": ["Strong Trending"], "ideal_macro_env": ["Any"], "asset_class_suitability": ["Indices", "Equities"] }, "StanWeinsteinBreakout": { "description": "[BREAKOUT] A long-term trend-following strategy that enters on breakouts from consolidation, confirmed by volume.", "features": ["SMA_30_weekly", "volume", "relative_strength"], "lookahead_range": [100, 200], "dd_range": [0.2, 0.4], "ideal_regime": ["Strong Trending"], "ideal_macro_env": ["Risk-On"], "asset_class_suitability": ["Equities", "Indices"] }, "StochasticScalp": { "description": "[SCALPING] A high-frequency strategy using the Stochastic for overbought/oversold entry signals confirmed by short-term EMA trend.", "features": ["stoch_k", "stoch_d", "EMA_20", "MACD_hist_slope", "candle_body_to_range_ratio"], "lookahead_range": [10, 40], "dd_range": [0.05, 0.20], "ideal_regime": ["Weak Trending", "Strong Trending"], "asset_class_suitability": ["Forex Majors", "Indices"], "ideal_macro_env": ["Any"] }, "StructureSwingFailure": { "description": "[HYBRID/MARKET STRUCTURE] A reversal strategy that looks for a failure to create a new higher high or lower low (a liquidity grab). It enters on the subsequent break of the *previous* market structure point (CHoCH), confirmed by a spike in volume.", "features": ["liquidity_grab_up", "liquidity_grab_down", "choch_up_signal", "choch_down_signal", "volume", "MACD_hist"], "lookahead_range": [50, 140], "dd_range": [0.20, 0.30], "ideal_regime": ["Any"], "ideal_macro_env": ["Any"], "asset_class_suitability": ["Any"] }, "SupportResistanceRSI": { "description": "[HYBRID/SR] Combines support/resistance levels with RSI confirmation for entries.", "features": ["support_level_20", "resistance_level_20", "RSI", "ADX"], "lookahead_range": [40, 120], "dd_range": [0.15, 0.3], "ideal_regime": ["Ranging", "Weak Trending"], "asset_class_suitability": ["Any"], "ideal_macro_env": ["Neutral"] }, "TrendFilterScalper": { "description": "[HYBRID/SCALPING] Uses higher timeframe trend as filter for intraday scalping signals.", "features": ["EMA_20", "DAILY_ctx_Trend", "stoch_k", "ATR"], "lookahead_range": [10, 30], "dd_range": [0.05, 0.15], "ideal_regime": ["Weak Trending", "Strong Trending"], "asset_class_suitability": ["Forex Majors", "Indices"], "ideal_macro_env": ["Any"] }, "TrendPullback": { "description": "[TRENDING] Enters on pullbacks during a confirmed trend, using market structure and statistical momentum.", "features": ["bos_up_signal", "bos_down_signal", "market_mode", "RSI_zscore", "DAILY_ctx_Trend"], "lookahead_range": [50, 150], "dd_range": [0.15, 0.3], "ideal_regime": ["Strong Trending", "Weak Trending"], "asset_class_suitability": ["Forex Majors", "Indices", "Commodities"], "ideal_macro_env": ["Risk-On", "Risk-Off"] }, "VWAPMomentum": { "description": "[TRENDING/INTRADAY] A trend-following strategy that uses VWAP as a dynamic filter. Enters on pullbacks to a rising VWAP.", "features": ["vwap_slope", "price_vs_vwap_sign", "DAILY_ctx_LinRegSlope", "ADX", "momentum_10_slope_acceleration", "volume"], "lookahead_range": [40, 120], "dd_range": [0.15, 0.3], "ideal_regime": ["Weak Trending", "Strong Trending"], "ideal_macro_env": ["Neutral", "Risk-On"], "asset_class_suitability": ["Indices", "Equities"] }, "VWAPReversion": { "description": "[RANGING/INTRADAY] A classic mean-reversion strategy that enters when the price deviates significantly from the daily VWAP.", "features": ["price_to_vwap", "ADX", "RSI", "bollinger_bandwidth", "hour", "DAILY_ctx_Trend"], "lookahead_range": [20, 60], "dd_range": [0.1, 0.2], "ideal_regime": ["Ranging"], "ideal_macro_env": ["Neutral"], "asset_class_suitability": ["Indices", "Equities"] }, "VWAP_Crossover": { "description": "[HYBRID/VOLUME] A volume-based trend strategy that uses a price crossover of the daily VWAP. A crossover is confirmed by an increase in volume, validating the signal.", "features": ["price_vs_vwap_sign", "volume", "ADX", "vwap_slope"], "lookahead_range": [50, 130], "dd_range": [0.15, 0.30], "ideal_regime": ["Weak Trending", "Strong Trending"], "ideal_macro_env": ["Any"], "asset_class_suitability": ["Equities", "Indices"] }, "VolatilityAdjustedMA": { "description": "[HYBRID/VOLATILITY] Adjusts moving average entries based on current volatility regime.", "features": ["EMA_50", "ATR", "bollinger_bandwidth", "market_volatility_index"], "lookahead_range": [50, 150], "dd_range": [0.15, 0.3], "ideal_regime": ["Any"], "asset_class_suitability": ["Any"], "ideal_macro_env": ["Any"] }, "VolatilityExpansionBreakout": { "description": "[BREAKOUT] Enters on strong breakouts that occur after a period of low-volatility consolidation (Bollinger Squeeze).", "features": ["bollinger_bandwidth", "bollinger_squeeze", "ATR", "market_volatility_index", "DAILY_ctx_Trend"], "lookahead_range": [70, 140], "dd_range": [0.2, 0.4], "ideal_regime": ["Low Volatility", "High Volatility"], "asset_class_suitability": ["Any"], "ideal_macro_env": ["Event-Driven", "Neutral"] }, "VolumeBreakout": { "description": "[BREAKOUT] Capitalizes on price breaking through established support or resistance, confirmed by a significant volume spike.", "features": ["support_level_20", "resistance_level_20", "volume_spike", "ATR", "ADX"], "lookahead_range": [40, 120], "dd_range": [0.20, 0.40], "ideal_regime": ["High Volatility", "Strong Trending"], "asset_class_suitability": ["Equities", "Indices", "Crypto"], "ideal_macro_env": ["Any"] } } if not os.path.exists(playbook_path): logger.warning(f"'strategy_playbook.json' not found. Seeding a new one with default strategies at: {playbook_path}") try: with open(playbook_path, 'w') as f: json.dump(DEFAULT_PLAYBOOK, f, indent=4) return DEFAULT_PLAYBOOK except IOError as e: logger.error(f"Failed to create playbook file: {e}. Using in-memory default.") return DEFAULT_PLAYBOOK try: with open(playbook_path, 'r') as f: playbook = json.load(f) missing_keys = [k for k in DEFAULT_PLAYBOOK if k not in playbook] if missing_keys: logger.info(f"Updating playbook with {len(missing_keys)} new default strategies...") for k in missing_keys: playbook[k] = DEFAULT_PLAYBOOK[k] with open(playbook_path, 'w') as f: json.dump(playbook, f, indent=4) logger.info(f"Successfully loaded and verified dynamic playbook from {playbook_path}") return playbook except (json.JSONDecodeError, IOError) as e: logger.error(f"Failed to load or parse playbook file: {e}. Using in-memory default.") return DEFAULT_PLAYBOOK