TradeJS strategy plugin providing VolatilityCompressionBreakout.
VolatilityCompressionBreakout looks for low-volatility compression through
ATR and Bollinger-width ranks, then requires range expansion and a directional
level break. Volume, candle body, acceptance, MTF, and trade-flow filters can
qualify the release before ATR and structure-based risk is applied.
The envelope narrows as ATR and Bollinger-width ranks compress; range expansion through the rolling high releases the setup when quality filters agree.
The illustration is schematic, not market data. Exact thresholds, confirmation rules, and risk parameters come from the active TradeJS strategy config.
yarn add @tradejs/strategy-volatility-compression-breakoutRegister the package in tradejs.config.ts:
import { defineConfig } from "@tradejs/core/config";
export default defineConfig({
strategies: ["@tradejs/strategy-volatility-compression-breakout"],
});The package exports strategyEntries for the TradeJS plugin loader together
with its strategy definitions, manifests, default configs, and public AI/ML
adapters. Strategy implementation changes are released from this repository,
independently of the TradeJS engine.
yarn install --immutable
yarn checksPublishing is beta-first and delegated to the pinned
TradeJS-Workflows@v1 reusable workflow. A relevant push publishes a unique
prerelease and moves the npm beta tag only after the repository checks pass
and the published tarball imports successfully in a clean npm consumer. The
current verified beta is promoted to one stable latest
release by the weekly automation; production never consumes prereleases.
Keywords: ai, claude, codex.
All @tradejs/* runtime packages are peer dependencies. The consuming TradeJS Project owns their exact installed versions and package manifest, so this package never loads a hidden nested engine, types package, indicator package, or Strategy Kit. Repository builds use matching dev dependencies only.