════════════════════════════════════════════════════════════════════ Primitive Strategy DSL - AI Code Generation Quick Reference ════════════════════════════════════════════════════════════════════ Version: 1.0 (Schema-driven) Generated: 2026-01-24T03:04:45.013Z Purpose: Enable LLMs to generate valid primitive trading strategies ════════════════════════════════════════════════════════════════════ ⚠️ [0] ARCHITECTURE FIRST - DECLARATIVE GRAPH (NOT PROCEDURAL) ════════════════════════════════════════════════════════════════════ 🔴 CRITICAL: This is a DEPENDENCY GRAPH system, NOT step-by-step code! ❌ WRONG Mental Model: Sequential execution "indicators array executes first, then signals use the results" ✅ CORRECT Mental Model: Directed Acyclic Graph (DAG) - Each primitive = NODE with unique "id" - Dependencies = EDGES via "ref" in "inputs" - Execution order = topological sort (automatic, NOT array order) - Missing "ref" = broken edge = execution error ──────────────────────────────────────────────────────────────────── Example Graph Structure: indicators: [ {id: "sma20", type: "SMA", params: {period: 20, column: "Close"}}, {id: "sma50", type: "SMA", params: {period: 50, column: "Close"}} ], signals: [ {id: "buy", type: "Crossover", inputs: [{ref: "sma20"}, {ref: "sma50"}]}, {id: "sell", type: "Crossunder", inputs: [{ref: "sma20"}, {ref: "sma50"}]} ] Dependency Graph: sma20 ─┬─→ buy └─→ sell sma50 ─┴─→ (shared by both) Execution Flow: 1. Calculate sma20, sma50 (parallel - no dependencies) 2. Calculate buy, sell (after sma20/sma50 ready) ──────────────────────────────────────────────────────────────────── Key Rules: 1. "ref" creates dependency edges - MUST point to existing "id" in same or previous section - NO forward references within same section - Example: {ref: "my_indicator"} links to {id: "my_indicator"} 2. Array order does NOT determine execution - ✅ Valid: [signal_b, signal_a] if signal_b doesn't depend on signal_a - ❌ Invalid: Using ref before target is defined (compiler will catch) 3. Complex signals chain via refs indicators: [{id: "rsi", ...}], signals: [ {id: "oversold", type: "LessThan", inputs: [{ref: "rsi"}, {value: 30}]}, {id: "buy", type: "And", inputs: [{ref: "oversold"}, {ref: "trend_up"}]} ] Graph: rsi → oversold → buy 4. market_indicators use same graph model transformers: [ {name: "vix_raw", type: "IdentityTransformer", params: {indicator: "VIX", field: "Close"}}, // Depends on indicators {name: "vix_ma", type: "MovingAverageTransformer", params: {indicator: "VIX", window: 20}} // Also depends on indicators ] ════════════════════════════════════════════════════════════════════ ⛔ ABSOLUTE PROHIBITIONS - Model Constraints ════════════════════════════════════════════════════════════════════ ❌ FORBIDDEN #1: Inline Signal Definitions in inputs ──────────────────────────────────────────────────────────────────── NEVER nest "type" inside "inputs" array - all signals MUST have "id" and be pre-defined in the signals array. ❌ WRONG Example (Gemini-style error): { "id": "buy_cond", "type": "And", "inputs": [ { "type": "GreaterThan", // ❌ FATAL: Inline definition forbidden! "inputs": [{"column": "Close"}, {"ref": "ma"}] }, { "type": "GreaterThan", // ❌ Same error "inputs": [{"column": "Close"}, {"ref": "chandelier"}] } ] } ✅ CORRECT Pattern (Define-then-Reference): // Step 1: Define atomic comparisons { "id": "price_gt_ma", "type": "GreaterThan", "inputs": [{"column": "Close"}, {"ref": "ma"}] }, { "id": "price_gt_chandelier", "type": "GreaterThan", "inputs": [{"column": "Close"}, {"ref": "chandelier"}] }, // Step 2: Combine via references only { "id": "buy_cond", "type": "And", "inputs": [ {"ref": "price_gt_ma"}, // ✅ Reference only {"ref": "price_gt_chandelier"} // ✅ Reference only ] } 🎓 Rule: inputs array can ONLY contain: - {"ref": "signal_id"} (signal reference) - {"column": "Close"} (raw column) - {"market": "VIX", "transformer": "name"} (market data) - {"value": 50} (constant) NEVER {"type": ...} inside inputs! ──────────────────────────────────────────────────────────────────── ❌ FORBIDDEN #2: Direct Column/Value in Logic Signals ──────────────────────────────────────────────────────────────────── And/Or/Not signals can ONLY reference other signals via {ref: "id"}. ❌ WRONG: {"type": "And", "inputs": [{"column": "Close"}, {"ref": "ma"}]} ✅ CORRECT: First create comparison: {"id": "price_gt_ma", "type": "GreaterThan", ...} Then reference: {"type": "And", "inputs": [{"ref": "price_gt_ma"}, ...]} ──────────────────────────────────────────────────────────────────── ❌ FORBIDDEN #3: Missing Required "id" Field ──────────────────────────────────────────────────────────────────── Every indicator and signal MUST have a unique "id" field. ❌ WRONG: {"type": "SMA", "params": {...}} ✅ CORRECT: {"id": "sma20", "type": "SMA", "params": {...}} ──────────────────────────────────────────────────────────────────── ❌ FORBIDDEN #4: Extra Fields (additionalProperties: false) ──────────────────────────────────────────────────────────────────── Schema rejects any field not defined. NO "description", "comment", etc. ❌ WRONG: {"id": "buy", "type": "GreaterThan", "comment": "RSI > 70", ...} ✅ CORRECT: {"id": "buy", "type": "GreaterThan", "inputs": [...]} ════════════════════════════════════════════════════════════════════ 🔴 [1] SCHEMA HARD CONSTRAINTS (MUST FOLLOW EXACTLY) ════════════════════════════════════════════════════════════════════ The JSON Schema has "additionalProperties": false - any extra field = ERROR Type Strictness: - period/window: MUST be integer (20 ✅, "20" ❌) - type: MUST match enum exactly (case-sensitive) ✅ "SMA", "RSI", "GreaterThan" ❌ "SimpleMA", "Rsi", "Greater" - boolean: true/false (not "true"/"false" strings) - column: string enum ("Open", "High", "Low", "Close", "Volume") Required Fields: - id: required for all indicators/signals (unique within section) - type: required for all primitives - inputs: required for most signals (except Constant) - params: required if primitive has parameters Forbidden: - ❌ Extra fields not in Schema (e.g., "description", "comment") - ❌ Null values where not allowed - ❌ Wrong types (string for integer, etc.) Reference Rules: - ref: must point to existing id in indicators/signals - ref format for sub-values: "indicator_id.field" (e.g., "macd.signal") - column: direct column reference {column: "Close"} - value: literal value {value: 30} - market: market indicator reference {market: "VIX", transformer: "vix_ma"} ════════════════════════════════════════════════════════════════════ 📋 [2] PRIMITIVE QUICK REFERENCE (Auto-generated from Schema) ════════════════════════════════════════════════════════════════════ ──────────────────────────────────────────────────────────────────── INDICATORS (Technical Analysis Primitives) ──────────────────────────────────────────────────────────────────── | Type | Key Parameters | |----------------------|-----------------------------------------------------| | ATR | | | BollingerBands | | | EMA | | | SMA | | | Constant | | | MACD | | | RSI | | | ChandelierExit | | | HighestValue | | | LowestValue | | | PercentFromHighest | | | PercentFromLowest | | | Stochastic | | ──────────────────────────────────────────────────────────────────── SIGNALS (Comparison & Logic Primitives) ──────────────────────────────────────────────────────────────────── | Type | Key Parameters | |----------------------|-----------------------------------------------------| | Comparison | inputs: [{ref}, {ref}] | | Crossover | inputs: [{ref}, {ref}] | | Crossunder | inputs: [{ref}, {ref}] | | GreaterThan | inputs: [{ref}, {ref}] | | InRange | inputs: [{ref}, {ref}] | | LessThan | inputs: [{ref}, {ref}] | | StockBondSwitch | inputs: [{ref}, {ref}] | | PercentChange | inputs: [{ref}, {ref}] | | CrossAbove | inputs: [{ref}, {ref}] | | CrossBelow | inputs: [{ref}, {ref}] | | And | inputs: [{ref}, {ref}] | | Not | inputs: [{ref}, {ref}] | | Or | inputs: [{ref}, {ref}] | | Add | inputs: [{ref}, {ref}] | | Divide | inputs: [{ref}, {ref}] | | Multiply | inputs: [{ref}, {ref}] | | Subtract | inputs: [{ref}, {ref}] | | ConditionalWeight | inputs: [{ref}, {ref}] | | LinearScaleWeight | inputs: [{ref}, {ref}] | | Streak | inputs: [{ref}, {ref}] | | Lag | inputs: [{ref}, {ref}] | ──────────────────────────────────────────────────────────────────── TRANSFORMERS (Market Indicator Processing) ──────────────────────────────────────────────────────────────────── | Type | Key Parameters | |-----------------------------|----------------------------------------------| | IdentityTransformer | | | MovingAverageTransformer | | | PercentileRankTransformer | | | RSITransformer | | | RelativeStrengthTransformer | | | ZScoreTransformer | | ════════════════════════════════════════════════════════════════════ 📚 [3] PROGRESSIVE EXAMPLES (From Simple to Complex) ════════════════════════════════════════════════════════════════════ ──────────────────────────────────────────────────────────────────── LEVEL 1: Minimal Valid Strategy (Golden Cross) ──────────────────────────────────────────────────────────────────── Description: 最经典的趋势跟踪策略，使用短期和长期移动平均线的交叉信号进行买卖决策。买入条件：短期均线上穿长期均线；卖出条件：短期均线下穿长期均线 { "trade_strategy": { "indicators": [ { "id": "shortMA", "type": "SMA", "params": { "period": 11, "column": "Close" } }, { "id": "longMA", "type": "SMA", "params": { "period": 22, "column": "Close" } } ], "signals": [ { "id": "buy_signal", "type": "Crossover", "params": { "mode": "simple" }, "inputs": [ { "ref": "shortMA" }, { "ref": "longMA" } ] }, { "id": "sell_signal", "type": "Crossunder", "params": { "mode": "simple" }, "inputs": [ { "ref": "shortMA" }, { "ref": "longMA" } ] } ], "outputs": { "buy_signal": "buy_signal", "sell_signal": "sell_signal" } } } Complexity: 2 indicators → 2 signals → outputs Graph: sma20 ─┬─→ buy (Crossover) sma50 ─┴─→ sell (Crossunder) 🎓 Foundation Pattern: Define-then-Reference Step 1: Define indicators (shortMA, longMA) Step 2: Define signals (buy_signal, sell_signal) Step 3: Reference in outputs ⚠️ NEVER inline "type" inside "inputs" array! ──────────────────────────────────────────────────────────────────── ──────────────────────────────────────────────────────────────────── LEVEL 2: Multi-Indicator with Logic (RSI + Dual MA) ──────────────────────────────────────────────────────────────────── Description: 结合RSI超买超卖信号与双均线趋势确认的复合策略。买入条件：RSI超卖(≤30)或20日均线上穿50日均线；卖出条件：RSI超买(≥70)或价格跌破20日均线 { "trade_strategy": { "indicators": [ { "id": "rsi", "type": "RSI", "params": { "period": 14, "column": "Close" } }, { "id": "sma20", "type": "SMA", "params": { "period": 20, "column": "Close" } }, { "id": "sma50", "type": "SMA", "params": { "period": 50, "column": "Close" } }, { "id": "threshold_30", "type": "Constant", "params": { "value": 30 } }, { "id": "threshold_70", "type": "Constant", "params": { "value": 70 } } ], "signals": [ { "id": "rsi_oversold", "type": "LessThan", "inputs": [ { "ref": "rsi" }, { "ref": "threshold_30" } ] }, { "id": "rsi_overbought", "type": "GreaterThan", "inputs": [ { "ref": "rsi" }, { "ref": "threshold_70" } ] }, { "id": "price_above_sma20", "type": "GreaterThan", "inputs": [ { "column": "Close" }, { "ref": "sma20" } ] }, { "id": "sma20_above_sma50", "type": "GreaterThan", "inputs": [ { "ref": "sma20" }, { "ref": "sma50" } ] }, { "id": "buy_condition", "type": "Or", "inputs": [ { "ref": "rsi_oversold" }, { "ref": "sma20_above_sma50" } ] }, { "id": "price_not_above_sma20", "type": "Not", "inputs": [ { "ref": "price_above_sma20" } ] }, { "id": "sell_condition", "type": "Or", "inputs": [ { "ref": "rsi_overbought" }, { "ref": "price_not_above_sma20" } ] } ], "outputs": { "buy_signal": "buy_condition", "sell_signal": "sell_condition", "indicators": [ { "id": "rsi", "output_name": "rsi" }, { "id": "sma20", "output_name": "sma20" }, { "id": "sma50", "output_name": "sma50" }, { "id": "threshold_30", "output_name": "rsi_threshold_30" }, { "id": "threshold_70", "output_name": "rsi_threshold_70" }, { "id": "rsi_oversold", "output_name": "rsi_oversold" }, { "id": "rsi_overbought", "output_name": "rsi_overbought" }, { "id": "price_above_sma20", "output_name": "price_above_sma20" }, { "id": "sma20_above_sma50", "output_name": "sma20_above_sma50" }, { "id": "buy_condition", "output_name": "buy_condition" }, { "id": "price_not_above_sma20", "output_name": "price_not_above_sma20" }, { "id": "sell_condition", "output_name": "sell_condition" } ] } } } Complexity: 5 indicators → 7 signals (Or, Not logic) → outputs Key Features: - Multiple indicators (RSI, SMA20, SMA50) - Constant thresholds (30, 70) - Boolean logic (Or, Not) - Complex buy/sell conditions 🎓 Logic Composition Pattern: Step 1: Define base comparisons (rsi_oversold, price_above_sma20, etc.) Step 2: Combine via Or/Not/And (buy_condition, sell_condition) Step 3: Reference combined signals in outputs ⚠️ Or/Not/And can ONLY reference signals, not raw data! ──────────────────────────────────────────────────────────────────── ──────────────────────────────────────────────────────────────────── LEVEL 3: Market Filter + Multi-Confirmation (VIX + Chandelier) ──────────────────────────────────────────────────────────────────── Description: 使用VIX波动率指标过滤市场环境，结合250日均线和吊灯止损的趋势跟踪策略。买入条件：价格高于均线和吊灯止损，且VIX百分位低于75或VIX下降；卖出条件：价格低于均线和吊灯止损，且市场环境恶化。(美股用VIX，其他市场需调整) { "market_indicators": { "indicators": [ { "code": "VIX" } ], "transformers": [ { "name": "vix_raw", "type": "IdentityTransformer", "params": { "indicator": "VIX", "field": "Close" } }, { "name": "vix_percentile", "type": "PercentileRankTransformer", "params": { "indicator": "VIX", "lookback": 252, "field": "Close" } }, { "name": "vix_ma", "type": "MovingAverageTransformer", "params": { "indicator": "VIX", "window": 20, "method": "simple", "field": "Close" } } ] }, "trade_strategy": { "indicators": [ { "id": "ma_indicator", "type": "SMA", "params": { "period": 250, "column": "Close" } }, { "id": "atr_indicator", "type": "ATR", "params": { "period": 60 } }, { "id": "chandelier_exit_indicator", "type": "ChandelierExit", "params": { "period": 60, "multiplier": 4 } }, { "id": "constant_75", "type": "Constant", "params": { "value": 75 } } ], "signals": [ { "id": "price_gt_ma", "type": "GreaterThan", "inputs": [ { "column": "Close" }, { "ref": "ma_indicator" } ] }, { "id": "price_gt_ce", "type": "GreaterThan", "inputs": [ { "column": "Close" }, { "ref": "chandelier_exit_indicator" } ] }, { "id": "market_volatility_low", "type": "LessThan", "epsilon": 0.5, "inputs": [ { "market": "VIX", "transformer": "vix_percentile" }, { "ref": "constant_75" } ] }, { "id": "market_volatility_declining", "type": "LessThan", "inputs": [ { "market": "VIX", "transformer": "vix_raw" }, { "market": "VIX", "transformer": "vix_ma" } ] }, { "id": "price_lt_ma", "type": "LessThan", "inputs": [ { "ref": "ma_indicator" }, { "column": "Close" } ] }, { "id": "price_lt_ce", "type": "LessThan", "inputs": [ { "ref": "chandelier_exit_indicator" }, { "column": "Close" } ] }, { "id": "market_condition_good", "type": "Or", "inputs": [ { "ref": "market_volatility_low" }, { "ref": "market_volatility_declining" } ] }, { "id": "price_conditions", "type": "And", "inputs": [ { "ref": "price_gt_ma" }, { "ref": "price_gt_ce" } ] }, { "id": "technical_buy_conditions", "type": "And", "inputs": [ { "ref": "price_conditions" }, { "ref": "price_gt_ma" } ] }, { "id": "buy_signal_condition", "type": "And", "inputs": [ { "ref": "technical_buy_conditions" }, { "ref": "market_condition_good" } ] }, { "id": "price_conditions_sell", "type": "And", "inputs": [ { "ref": "price_lt_ma" }, { "ref": "price_lt_ce" } ] }, { "id": "sell_signal_condition", "type": "And", "inputs": [ { "ref": "price_conditions_sell" }, { "type": "Not", "inputs": [ { "ref": "market_condition_good" } ] } ] } ], "outputs": { "buy_signal": "buy_signal_condition", "sell_signal": "sell_signal_condition", "indicators": [ { "id": "ma_indicator", "output_name": "ma" }, { "id": "atr_indicator", "output_name": "atr" }, { "id": "chandelier_exit_indicator", "output_name": "chandelier_stop" }, { "id": "market_volatility_low", "output_name": "vix_percentile_low" }, { "id": "market_volatility_declining", "output_name": "vix_declining" }, { "id": "market_condition_good", "output_name": "market_ok" }, { "id": "price_conditions", "output_name": "price_conditions" }, { "id": "technical_buy_conditions", "output_name": "tech_buy" }, { "id": "buy_signal_condition", "output_name": "buy_condition" }, { "id": "sell_signal_condition", "output_name": "sell_condition" } ], "market_indicators": [ { "market": "VIX", "transformer": "vix_raw", "output_name": "vix_raw" }, { "market": "VIX", "transformer": "vix_percentile", "output_name": "vix_percentile" }, { "market": "VIX", "transformer": "vix_ma", "output_name": "vix_ma" } ] } } } Complexity: market_indicators + 3 indicators → 12 signals → multiple outputs Key Features: - market_indicators section (VIX data) - transformers (PercentileRank, MovingAverage) - Market filter logic (VIX percentile > MA) - Chandelier Exit stop loss - Multiple And/Or combinations - Rich outputs (10+ indicator outputs + 3 market outputs) 🎓 Multi-Level Composition Pattern: Step 1: Define all atomic comparisons (price_gt_ma, price_gt_ce, market_volatility_low, etc.) Step 2: Combine into intermediate signals (price_conditions, market_condition_good) Step 3: Compose intermediate signals into final (buy_signal_condition) ⚠️ Each level references previous level - NO inline definitions! Example: price_gt_ma (atomic) ──┐ price_gt_ce (atomic) ──┴─→ price_conditions (intermediate) ↓ market_volatility_low ─────→ market_condition_good ↓ buy_signal_condition (final) ──────────────────────────────────────────────────────────────────── ──────────────────────────────────────────────────────────────────── LEVEL 4: Streak Confirmation + Stock-Bond Switch ──────────────────────────────────────────────────────────────────── Description: 基于大盘指数趋势的资产轮动策略，使用120日均线判断市场趋势，并要求连续3日确认减少假信号。指数价格高于均线3日则持有股票ETF，否则切换到债券ETF。(中国用沪深300，其他市场需替换指数) { "market_indicators": { "indicators": [ { "code": "000300.SH" } ], "transformers": [ { "name": "hs300_raw", "type": "IdentityTransformer", "params": { "indicator": "000300.SH", "field": "Close" } }, { "name": "hs300_ma120", "type": "MovingAverageTransformer", "params": { "indicator": "000300.SH", "window": 120, "method": "simple", "field": "Close" } } ] }, "trade_strategy": { "indicators": [ { "id": "constant_one", "type": "Constant", "params": { "value": 1 } } ], "signals": [ { "id": "market_trend_up_raw", "type": "GreaterThan", "inputs": [ { "market": "000300.SH", "transformer": "hs300_raw" }, { "market": "000300.SH", "transformer": "hs300_ma120" } ] }, { "id": "market_trend_up_confirmed", "type": "Streak", "params": { "condition": "true", "min_length": 3 }, "inputs": [ { "ref": "market_trend_up_raw" } ] }, { "id": "stock_bond_buy", "type": "StockBondSwitch", "params": { "default_to_stock": true }, "inputs": [ { "ref": "market_trend_up_confirmed" } ] }, { "id": "stock_bond_sell", "type": "Not", "inputs": [ { "ref": "stock_bond_buy" } ] } ], "outputs": { "buy_signal": "stock_bond_buy", "sell_signal": "stock_bond_sell", "indicators": [ { "id": "market_trend_up_raw", "output_name": "trend_signal_raw" }, { "id": "market_trend_up_confirmed", "output_name": "trend_signal" } ], "market_indicators": [ { "market": "000300.SH", "transformer": "hs300_raw", "output_name": "hs300_price" }, { "market": "000300.SH", "transformer": "hs300_ma120", "output_name": "hs300_ma120" } ] } } } Complexity: market_indicators + Streak + StockBondSwitch Key Features: - Streak signal (consecutive days confirmation) - StockBondSwitch (special signal for asset rotation) - Market indicator transformers - Reduces false signals with min_length=3 ──────────────────────────────────────────────────────────────────── ──────────────────────────────────────────────────────────────────── LEVEL 5: Lag + And Pattern (2-Day Confirmation for Volatility Control) ──────────────────────────────────────────────────────────────────── Description: 使用QQQ相对强度判断趋势，配合Lag原语实现2日连续确认机制，过滤杠杆ETF交易中的假突破。买入：RS>101；卖出：RS<99连续2日确认。该策略在2020-2025近6年回测中，将最大回撤从-93.83%降至-53.96%，同时年化收益达到27.28%，展示了Lag+And组合实现信号延迟确认的经典模式。 { "trade_strategy": { "outputs": { "buy_signal": "rs_above_101", "indicators": [ { "id": "rs_above_101", "output_name": "buy_cond" }, { "id": "rs_below_99", "output_name": "sell_cond_raw" }, { "id": "rs_below_99_yesterday", "output_name": "sell_cond_yesterday" }, { "id": "rs_below_99_confirmed", "output_name": "sell_cond_confirmed" } ], "sell_signal": "rs_below_99_confirmed", "market_indicators": [ { "market": "QQQ", "output_name": "qqq_rs", "transformer": "qqq_rs_ma200" } ] }, "signals": [ { "id": "rs_above_101", "type": "GreaterThan", "inputs": [ { "market": "QQQ", "transformer": "qqq_rs_ma200" }, { "ref": "threshold_buy" } ] }, { "id": "rs_below_99", "type": "LessThan", "inputs": [ { "market": "QQQ", "transformer": "qqq_rs_ma200" }, { "ref": "threshold_sell" } ] }, { "id": "rs_below_99_yesterday", "type": "Lag", "inputs": [ { "ref": "rs_below_99" } ], "params": { "periods": 1, "fill_value": 0 } }, { "id": "rs_below_99_confirmed", "type": "And", "inputs": [ { "ref": "rs_below_99" }, { "ref": "rs_below_99_yesterday" } ] } ], "indicators": [ { "id": "threshold_buy", "type": "Constant", "params": { "value": 101 } }, { "id": "threshold_sell", "type": "Constant", "params": { "value": 99 } } ] }, "market_indicators": { "indicators": [ { "code": "QQQ" } ], "transformers": [ { "name": "qqq_rs_ma200", "type": "RelativeStrengthTransformer", "params": { "field": "Close", "window": 200, "indicator": "QQQ", "reference": "ma" } } ] } } Complexity: market_indicators + RelativeStrength + Lag + And confirmation Key Features: - Lag signal (delay N periods for historical reference) - And combination (require consecutive day confirmation) - RelativeStrengthTransformer for trend detection - Pattern: signal → Lag(signal) → And(signal, Lag(signal)) - Use case: Filter false breakouts in volatile 3x leveraged ETFs - Real performance: Max drawdown reduced from -93.83% to -53.96% ──────────────────────────────────────────────────────────────────── ──────────────────────────────────────────────────────────────────── LEVEL 6: Arithmetic Operations (Subtract + Divide for Custom Indicators) ──────────────────────────────────────────────────────────────────── Description: 使用价格与MA20的百分比偏离度进行均值回归交易。买入：偏离度<-8%（超卖）；卖出：偏离度>+8%（超买）。展示Subtract和Divide算术运算原语实现自定义指标计算的经典模式。 { "trade_strategy": { "indicators": [ { "id": "ma20", "type": "SMA", "params": { "period": 20, "column": "Close" } }, { "id": "threshold_buy", "type": "Constant", "params": { "value": -0.08 } }, { "id": "threshold_sell", "type": "Constant", "params": { "value": 0.08 } } ], "signals": [ { "id": "price_minus_ma", "type": "Subtract", "params": { "return_calculation": true }, "inputs": [ { "column": "Close" }, { "ref": "ma20" } ] }, { "id": "deviation_pct", "type": "Divide", "params": { "return_calculation": true }, "inputs": [ { "ref": "price_minus_ma" }, { "ref": "ma20" } ] }, { "id": "oversold", "type": "LessThan", "inputs": [ { "ref": "deviation_pct" }, { "ref": "threshold_buy" } ] }, { "id": "overbought", "type": "GreaterThan", "inputs": [ { "ref": "deviation_pct" }, { "ref": "threshold_sell" } ] } ], "outputs": { "buy_signal": "oversold", "sell_signal": "overbought", "indicators": [ { "id": "ma20", "output_name": "ma20" }, { "id": "price_minus_ma", "output_name": "price_diff" }, { "id": "deviation_pct", "output_name": "deviation" } ] } } } Complexity: Arithmetic operations chain (Subtract → Divide) Key Features: - Subtract: Calculate price difference from MA - Divide: Convert to percentage deviation - return_calculation: true (required for arithmetic operations) - Pattern: raw values → arithmetic → comparison → signals - Use case: Custom indicator calculations not provided by built-in indicators - Formula: deviation = (Price - MA20) / MA20 ──────────────────────────────────────────────────────────────────── ──────────────────────────────────────────────────────────────────── LEVEL 7: Dynamic Position Sizing (LinearScaleWeight + Multiple Arithmetic Ops) ──────────────────────────────────────────────────────────────────── Description: 结合趋势过滤和动态仓位管理的均值回归策略。买入：价格在MA200上方且偏离1个标准差以上；仓位分配：根据偏离程度线性映射（1σ→30%，2σ→100%）。展示LinearScaleWeight动态仓位原语和Multiply/Subtract/Divide算术组合的完整应用。 { "trade_strategy": { "indicators": [ { "id": "bb", "type": "BollingerBands", "params": { "period": 20, "std_dev": 1, "column": "Close", "method": "sma" } }, { "id": "ma200", "type": "SMA", "params": { "period": 200, "column": "Close" } }, { "id": "minus_one", "type": "Constant", "params": { "value": -1 } } ], "signals": [ { "id": "price_minus_middle", "type": "Subtract", "params": { "return_calculation": true }, "inputs": [ { "column": "Close" }, { "ref": "bb.middle" } ] }, { "id": "band_width", "type": "Subtract", "params": { "return_calculation": true }, "inputs": [ { "ref": "bb.upper" }, { "ref": "bb.middle" } ] }, { "id": "deviation_in_sigma", "type": "Divide", "params": { "return_calculation": true }, "inputs": [ { "ref": "price_minus_middle" }, { "ref": "band_width" } ] }, { "id": "uptrend", "type": "GreaterThan", "inputs": [ { "column": "Close" }, { "ref": "ma200" } ] }, { "id": "oversold_1sigma", "type": "LessThan", "inputs": [ { "ref": "deviation_in_sigma" }, { "ref": "minus_one" } ] }, { "id": "buy_signal", "type": "And", "inputs": [ { "ref": "uptrend" }, { "ref": "oversold_1sigma" } ] }, { "id": "above_upper", "type": "GreaterThan", "inputs": [ { "column": "Close" }, { "ref": "bb.upper" } ] }, { "id": "negate_deviation", "type": "Multiply", "params": { "return_calculation": true }, "inputs": [ { "ref": "deviation_in_sigma" }, { "ref": "minus_one" } ] }, { "id": "dynamic_weight", "type": "LinearScaleWeight", "inputs": [ { "ref": "negate_deviation" } ], "params": { "min_indicator": 1, "max_indicator": 2, "min_weight": 0.3, "max_weight": 1, "clip": true } } ], "outputs": { "buy_signal": "buy_signal", "sell_signal": "above_upper", "target_weight": "dynamic_weight", "indicators": [ { "id": "bb.middle", "output_name": "bb_mid" }, { "id": "bb.upper", "output_name": "bb_upper" }, { "id": "bb.lower", "output_name": "bb_lower" }, { "id": "ma200", "output_name": "ma200" }, { "id": "deviation_in_sigma", "output_name": "deviation_sigma" }, { "id": "dynamic_weight", "output_name": "position_weight" } ] } } } Complexity: BollingerBands + Arithmetic chain + LinearScaleWeight + target_weight output Key Features: - LinearScaleWeight: Map indicator value to position weight - target_weight output: Dynamic position sizing (not just buy/sell signals) - Arithmetic chain: Subtract → Divide → Multiply (normalize & transform) - BollingerBands sub-fields: bb.upper, bb.middle, bb.lower - Pattern: Calculate deviation → Transform to weight → Output position size - Real-world: Gradual position building (1σ → 30%, 2σ → 100%) - Requires: RebalancingCapitalStrategy capital strategy ──────────────────────────────────────────────────────────────────── ──────────────────────────────────────────────────────────────────── LEVEL 8: Conditional Position Sizing (ConditionalWeight - Discrete Adjustment) ──────────────────────────────────────────────────────────────────── Description: 双均线趋势跟踪策略，配合RSI进行动态仓位管理。买入：SMA20上穿SMA60；卖出：SMA20下穿SMA60；仓位分配：RSI>70时半仓(50%)，RSI≤70时满仓(100%)。展示ConditionalWeight条件权重原语实现离散型动态仓位调整。 { "trade_strategy": { "indicators": [ { "id": "rsi", "type": "RSI", "params": { "period": 14, "column": "Close" } }, { "id": "sma_short", "type": "SMA", "params": { "period": 20, "column": "Close" } }, { "id": "sma_long", "type": "SMA", "params": { "period": 60, "column": "Close" } }, { "id": "threshold_70", "type": "Constant", "params": { "value": 70 } } ], "signals": [ { "id": "rsi_overbought", "type": "GreaterThan", "inputs": [ { "ref": "rsi" }, { "ref": "threshold_70" } ] }, { "id": "buy_signal", "type": "Crossover", "inputs": [ { "ref": "sma_short" }, { "ref": "sma_long" } ] }, { "id": "sell_signal", "type": "Crossunder", "inputs": [ { "ref": "sma_short" }, { "ref": "sma_long" } ] }, { "id": "dynamic_weight", "type": "ConditionalWeight", "inputs": [ { "ref": "rsi_overbought" } ], "params": { "true_weight": 0.5, "false_weight": 1 } } ], "outputs": { "buy_signal": "buy_signal", "sell_signal": "sell_signal", "target_weight": "dynamic_weight", "indicators": [ { "id": "rsi", "output_name": "rsi" }, { "id": "sma_short", "output_name": "sma20" }, { "id": "sma_long", "output_name": "sma60" }, { "id": "rsi_overbought", "output_name": "is_overbought" }, { "id": "dynamic_weight", "output_name": "position_weight" } ] } } } Complexity: Dual MA trend + RSI filter + ConditionalWeight Key Features: - ConditionalWeight: Discrete weight adjustment based on boolean condition - true_weight / false_weight: Different position sizes for different conditions - Use case: RSI > 70 → 50% position, RSI ≤ 70 → 100% position - Difference from LinearScaleWeight: Discrete (2 values) vs Continuous (range mapping) - Pattern: Trend signal → RSI condition → Conditional weight → Position size - Risk management: Reduce exposure during overbought conditions ──────────────────────────────────────────────────────────────────── ──────────────────────────────────────────────────────────────────── LEVEL 9: Drawdown Control (PercentFromHighest - Dynamic Stop Loss) ──────────────────────────────────────────────────────────────────── Description: 基于PercentFromHighest实现动态止损的趋势策略。买入：价格上穿MA50；卖出：价格下穿MA50 OR 回撤超过20%。展示PercentFromHighest指标测量价格距离历史最高点的百分比，实现动态止损机制。 { "trade_strategy": { "indicators": [ { "id": "ma50", "type": "SMA", "params": { "period": 50, "column": "Close" } }, { "id": "drawdown", "type": "PercentFromHighest", "params": { "period": 252, "field": "Close" } }, { "id": "threshold_drawdown", "type": "Constant", "params": { "value": -20 } } ], "signals": [ { "id": "price_above_ma", "type": "GreaterThan", "inputs": [ { "column": "Close" }, { "ref": "ma50" } ] }, { "id": "price_below_ma", "type": "LessThan", "inputs": [ { "column": "Close" }, { "ref": "ma50" } ] }, { "id": "excessive_drawdown", "type": "LessThan", "inputs": [ { "ref": "drawdown" }, { "ref": "threshold_drawdown" } ] }, { "id": "buy_signal", "type": "Crossover", "inputs": [ { "column": "Close" }, { "ref": "ma50" } ] }, { "id": "trend_exit", "type": "Crossunder", "inputs": [ { "column": "Close" }, { "ref": "ma50" } ] }, { "id": "sell_signal", "type": "Or", "inputs": [ { "ref": "trend_exit" }, { "ref": "excessive_drawdown" } ] } ], "outputs": { "buy_signal": "buy_signal", "sell_signal": "sell_signal", "indicators": [ { "id": "ma50", "output_name": "ma50" }, { "id": "drawdown", "output_name": "drawdown_pct" }, { "id": "price_above_ma", "output_name": "above_ma" }, { "id": "excessive_drawdown", "output_name": "stop_loss_triggered" } ] } } } Complexity: Trend following + PercentFromHighest + Or combination Key Features: - PercentFromHighest: Calculate percentage from highest price in lookback period - Dynamic stop loss: Exit if drawdown > 20% from 252-day high - Or combination: Exit on either trend break OR excessive drawdown - Pattern: Track historical high → Calculate drawdown → Trigger stop loss - Use case: Protect profits during corrections, limit downside risk - Formula: drawdown = (Current Price - Highest Price) / Highest Price × 100 ──────────────────────────────────────────────────────────────────── ──────────────────────────────────────────────────────────────────── LEVEL 10: Range Detection (InRange - Bounded Trading) ──────────────────────────────────────────────────────────────────── Description: 基于RSI在中性区间(40-60)内的震荡交易策略。买入：RSI进入40-60区间 AND 价格上穿MA20；卖出：RSI离开40-60区间 OR 价格下穿MA20。展示InRange原语判断指标是否在特定区间内，适用于震荡市场的区间交易。 { "trade_strategy": { "indicators": [ { "id": "rsi", "type": "RSI", "params": { "period": 14, "column": "Close" } }, { "id": "ma20", "type": "SMA", "params": { "period": 20, "column": "Close" } }, { "id": "rsi_lower", "type": "Constant", "params": { "value": 40 } }, { "id": "rsi_upper", "type": "Constant", "params": { "value": 60 } } ], "signals": [ { "id": "rsi_neutral", "type": "InRange", "params": { "lower_inclusive": true, "upper_inclusive": true }, "inputs": [ { "ref": "rsi" }, { "ref": "rsi_lower" }, { "ref": "rsi_upper" } ] }, { "id": "rsi_outside", "type": "Not", "inputs": [ { "ref": "rsi_neutral" } ] }, { "id": "price_above_ma", "type": "GreaterThan", "inputs": [ { "column": "Close" }, { "ref": "ma20" } ] }, { "id": "price_cross_above", "type": "Crossover", "inputs": [ { "column": "Close" }, { "ref": "ma20" } ] }, { "id": "price_cross_below", "type": "Crossunder", "inputs": [ { "column": "Close" }, { "ref": "ma20" } ] }, { "id": "buy_signal", "type": "And", "inputs": [ { "ref": "rsi_neutral" }, { "ref": "price_cross_above" } ] }, { "id": "sell_signal", "type": "Or", "inputs": [ { "ref": "rsi_outside" }, { "ref": "price_cross_below" } ] } ], "outputs": { "buy_signal": "buy_signal", "sell_signal": "sell_signal", "indicators": [ { "id": "rsi", "output_name": "rsi" }, { "id": "ma20", "output_name": "ma20" }, { "id": "rsi_neutral", "output_name": "in_neutral_zone" }, { "id": "rsi_outside", "output_name": "outside_neutral" } ] } } } Complexity: InRange + Not + And/Or combinations Key Features: - InRange: Check if value is within specified bounds [lower, upper] - lower_inclusive / upper_inclusive: Control boundary inclusion - Three inputs: value to check, lower bound, upper bound - Pattern: RSI in neutral zone (40-60) → Range-bound trading - Not combination: Detect when value exits range - Use case: Trade within sideways/consolidation periods - Alternative: Can be implemented with (value >= lower) AND (value <= upper) ──────────────────────────────────────────────────────────────────── ──────────────────────────────────────────────────────────────────── LEVEL 11: Market Sentiment Filter (ZScoreTransformer - Normalized Fear Index) ──────────────────────────────────────────────────────────────────── Description: 使用VIX的Z分数判断市场恐慌程度，过滤交易时机。买入：VIX-ZScore<1.5(低恐慌) AND 价格上穿MA50；卖出：VIX-ZScore>2.0(高恐慌) OR 价格下穿MA50。展示ZScoreTransformer计算标准化分数，实现基于市场情绪的动态过滤。 { "trade_strategy": { "indicators": [ { "id": "ma50", "type": "SMA", "params": { "period": 50, "column": "Close" } }, { "id": "vix_threshold_buy", "type": "Constant", "params": { "value": 1.5 } }, { "id": "vix_threshold_sell", "type": "Constant", "params": { "value": 2 } } ], "signals": [ { "id": "vix_low", "type": "LessThan", "inputs": [ { "market": "VIX", "transformer": "vix_zscore" }, { "ref": "vix_threshold_buy" } ] }, { "id": "vix_high", "type": "GreaterThan", "inputs": [ { "market": "VIX", "transformer": "vix_zscore" }, { "ref": "vix_threshold_sell" } ] }, { "id": "price_cross_above", "type": "Crossover", "inputs": [ { "column": "Close" }, { "ref": "ma50" } ] }, { "id": "price_cross_below", "type": "Crossunder", "inputs": [ { "column": "Close" }, { "ref": "ma50" } ] }, { "id": "buy_signal", "type": "And", "inputs": [ { "ref": "vix_low" }, { "ref": "price_cross_above" } ] }, { "id": "sell_signal", "type": "Or", "inputs": [ { "ref": "vix_high" }, { "ref": "price_cross_below" } ] } ], "outputs": { "buy_signal": "buy_signal", "sell_signal": "sell_signal", "market_indicators": [ { "market": "VIX", "transformer": "vix_zscore", "output_name": "vix_z" } ], "indicators": [ { "id": "ma50", "output_name": "ma50" }, { "id": "vix_low", "output_name": "low_fear" }, { "id": "vix_high", "output_name": "high_fear" } ] } }, "market_indicators": { "indicators": [ { "code": "VIX" } ], "transformers": [ { "name": "vix_zscore", "type": "ZScoreTransformer", "params": { "indicator": "VIX", "window": 252, "field": "Close" } } ] } } Complexity: market_indicators + ZScoreTransformer + Conditional entry/exit Key Features: - ZScoreTransformer: Calculate standardized score (z-score) over rolling window - window: 252 (1 year lookback for normalization) - Formula: z = (current_value - mean) / std_dev - Interpretation: z < 1.5 (low fear), z > 2.0 (high fear/panic) - Market filter: Only enter when fear is low, exit when fear spikes - Use case: Avoid buying into panic, exit during crisis - Pattern: External indicator → Standardize → Filter trading signals ──────────────────────────────────────────────────────────────────── ──────────────────────────────────────────────────────────────────── LEVEL 12: Crypto On-Chain Data (MVRV - Market Value to Realized Value) ──────────────────────────────────────────────────────────────────── Description: 基于BTC链上MVRV指标的极端值交易策略。买入：MVRV≤1.0(当前价格≤市场平均成本，极度恐慌)；卖出：MVRV≥5.0(当前价格远高于成本，市场狂热)。该策略在2018-2026年8年间仅2次交易，年化收益31.03%，跑赢基准2.23%。展示market_indicators接入外部链上数据源和IdentityTransformer的经典应用。 { "market_indicators": { "indicators": [ { "code": "BTC_MVRV_ZSCORE" } ], "transformers": [ { "name": "mvrv_raw", "type": "IdentityTransformer", "params": { "indicator": "BTC_MVRV_ZSCORE", "field": "Close" } } ] }, "trade_strategy": { "indicators": [ { "id": "mvrv_buy_threshold", "type": "Constant", "params": { "value": 1 } }, { "id": "mvrv_sell_threshold", "type": "Constant", "params": { "value": 5 } } ], "signals": [ { "id": "mvrv_undervalued", "type": "LessThan", "inputs": [ { "market": "BTC_MVRV_ZSCORE", "transformer": "mvrv_raw" }, { "ref": "mvrv_buy_threshold" } ] }, { "id": "mvrv_overvalued", "type": "GreaterThan", "inputs": [ { "market": "BTC_MVRV_ZSCORE", "transformer": "mvrv_raw" }, { "ref": "mvrv_sell_threshold" } ] } ], "outputs": { "buy_signal": "mvrv_undervalued", "sell_signal": "mvrv_overvalued", "market_indicators": [ { "market": "BTC_MVRV_ZSCORE", "transformer": "mvrv_raw", "output_name": "mvrv_value" } ], "indicators": [ { "id": "mvrv_undervalued", "output_name": "is_undervalued" }, { "id": "mvrv_overvalued", "output_name": "is_overvalued" } ] } } } Complexity: market_indicators (external on-chain data) + IdentityTransformer Key Features: - market_indicators: Access external data source (BTC_MVRV_ZSCORE) - IdentityTransformer: Convert raw data to referenceable data stream - MVRV ≤ 1.0: Current price ≤ average cost basis (extreme fear, buy signal) - MVRV ≥ 5.0: Current price >> average cost (market euphoria, sell signal) - Real performance: 8 years, only 2 trades, 31.03% annual return - Use case: Capture extreme market cycles in crypto (2018 bottom, 2021 top) - Pattern: External data → Identity transform → Extreme threshold detection - Crypto-specific: Demonstrates platform's support for on-chain indicators ──────────────────────────────────────────────────────────────────── ════════════════════════════════════════════════════════════════════ ❌ [4] ANTI-EXAMPLES (Common Mistakes to AVOID) ════════════════════════════════════════════════════════════════════ ──────────────────────────────────────────────────────────────────── ❌ CRITICAL ERROR #1: Inline Signal Definitions (Gemini-style mistake) ──────────────────────────────────────────────────────────────────── This is the MOST COMMON LLM error - NEVER nest "type" inside "inputs"! ❌ WRONG (Gemini output): { "signals": [ { "id": "buy_cond", "type": "And", "inputs": [ { "type": "GreaterThan", // ❌ FATAL: Inline definition forbidden! "inputs": [{"column": "Close"}, {"ref": "ma_trend"}] }, { "type": "GreaterThan", // ❌ Same error "inputs": [{"column": "Close"}, {"ref": "chandelier"}] } ] } ] } ✅ CORRECT (Define-then-Reference Pattern): { "signals": [ { "id": "price_gt_ma", // ✅ Step 1: Define comparison "type": "GreaterThan", "inputs": [{"column": "Close"}, {"ref": "ma_trend"}] }, { "id": "price_gt_chandelier", // ✅ Step 2: Define another comparison "type": "GreaterThan", "inputs": [{"column": "Close"}, {"ref": "chandelier"}] }, { "id": "buy_cond", // ✅ Step 3: Combine via references "type": "And", "inputs": [ {"ref": "price_gt_ma"}, {"ref": "price_gt_chandelier"} ] } ] } 🎓 Key Rule: inputs array can ONLY contain: - {"ref": "signal_id"} (reference to signal) - {"column": "Close"} (raw price column) - {"market": "VIX", "transformer": "name"} (market data) - {"value": 50} (constant value) NEVER {"type": ...} inside inputs! ──────────────────────────────────────────────────────────────────── Type Errors: ──────────────────────────────────────────────────────────────────── ❌ {id: "sma", type: "SMA", params: {period: "20"}} ✅ {id: "sma", type: "SMA", params: {period: 20}} (period must be integer, not string) ❌ {id: "rsi", type: "Rsi", params: {period: 14}} ✅ {id: "rsi", type: "RSI", params: {period: 14}} (type is case-sensitive enum) ❌ {id: "sma", type: "SimpleMA", params: {period: 20}} ✅ {id: "sma", type: "SMA", params: {period: 20}} (must use exact Schema enum value) ──────────────────────────────────────────────────────────────────── Missing Required Fields: ──────────────────────────────────────────────────────────────────── ❌ {type: "SMA", params: {period: 20}} ✅ {id: "sma", type: "SMA", params: {period: 20, column: "Close"}} (id is required for all primitives) ❌ {id: "buy", type: "Crossover"} ✅ {id: "buy", type: "Crossover", inputs: [{ref: "sma20"}, {ref: "sma50"}]} (inputs required for signal primitives) ──────────────────────────────────────────────────────────────────── Reference Errors: ──────────────────────────────────────────────────────────────────── ❌ {id: "buy", type: "GreaterThan", inputs: [{ref: "undefined_id"}, {value: 50}]} ✅ {id: "buy", type: "GreaterThan", inputs: [{ref: "rsi"}, {value: 50}]} (ref must point to existing id) ❌ signals: [{id: "a", inputs: [{ref: "b"}]}, {id: "b", type: "RSI"}] ✅ indicators: [{id: "b", type: "RSI", ...}], signals: [{id: "a", inputs: [{ref: "b"}]}] (ref must point to defined indicator/signal, not forward reference in same section) ──────────────────────────────────────────────────────────────────── Extra Fields (Schema has additionalProperties: false): ──────────────────────────────────────────────────────────────────── ❌ {id: "sma", type: "SMA", params: {period: 20}, description: "20-day MA"} ✅ {id: "sma", type: "SMA", params: {period: 20, column: "Close"}} (no extra fields allowed - description will cause validation error) ❌ {id: "buy", type: "GreaterThan", inputs: [{ref: "rsi"}], comment: "RSI > 70"} ✅ {id: "buy", type: "GreaterThan", inputs: [{ref: "rsi"}, {value: 70}]} (comment field not allowed) ──────────────────────────────────────────────────────────────────── Wrong Input Format: ──────────────────────────────────────────────────────────────────── ❌ {id: "buy", type: "GreaterThan", inputs: ["rsi", 70]} ✅ {id: "buy", type: "GreaterThan", inputs: [{ref: "rsi"}, {value: 70}]} (inputs must be array of objects, not primitive values) ❌ {id: "buy", type: "And", inputs: {left: {ref: "a"}, right: {ref: "b"}}} ✅ {id: "buy", type: "And", inputs: [{ref: "a"}, {ref: "b"}]} (inputs is array, not object with left/right) ──────────────────────────────────────────────────────────────────── Missing params Object: ──────────────────────────────────────────────────────────────────── ❌ {id: "sma", type: "SMA", period: 20, column: "Close"} ✅ {id: "sma", type: "SMA", params: {period: 20, column: "Close"}} (parameters must be in "params" object) ──────────────────────────────────────────────────────────────────── Wrong MACD Output Reference: ──────────────────────────────────────────────────────────────────── ❌ {id: "cross", type: "Crossover", inputs: [{ref: "macd"}, {ref: "macd"}]} ✅ {id: "cross", type: "Crossover", inputs: [{ref: "macd.macd"}, {ref: "macd.signal"}]} (MACD has multiple outputs: macd, signal, histogram - must specify which) ════════════════════════════════════════════════════════════════════ ⚠️ [5] MISSING EXAMPLE COVERAGE (需要补充的例子类型) ════════════════════════════════════════════════════════════════════ 以下原语类型在当前示例中未覆盖： 1. 高级指标: - PercentFromLowest: 价格相对最低点百分比（与PercentFromHighest对称，使用频率极低） 注：以下原语已在示例中完整覆盖（可参考对应 Level）： ✅ 基础指标: SMA, EMA, RSI, MACD, BollingerBands, ATR, ChandelierExit, Constant ✅ 高级指标: PercentFromHighest (Level 9) ✅ 比较信号: GreaterThan, LessThan, InRange (Level 10) ✅ 交叉信号: Crossover, Crossunder ✅ 逻辑组合: And, Or, Not ✅ 算术运算: Subtract, Divide, Multiply (Level 6-7) ✅ 动态仓位: LinearScaleWeight (Level 7), ConditionalWeight (Level 8) ✅ 高级信号: Lag (Level 5), Streak (Level 4), StockBondSwitch (Level 4) ✅ 转换器: IdentityTransformer (Level 12), RelativeStrengthTransformer (Level 5) ✅ 转换器: ZScoreTransformer (Level 11), PercentileRank, MovingAverage ✅ 外部数据: market_indicators (Level 3, 5, 11, 12 - VIX, QQQ, BTC_MVRV_ZSCORE) 🎊 覆盖率达到 39/40 (97.5%)，仅剩 PercentFromLowest 未覆盖！ ════════════════════════════════════════════════════════════════════ ════════════════════════════════════════════════════════════════════ END OF QUICK REFERENCE ════════════════════════════════════════════════════════════════════ For detailed documentation, visit: https://docs.myinvestpilot.com/docs/primitives/getting-started For full examples, see: https://docs.myinvestpilot.com/primitives/_llm/llm-full.txt Generated by: scripts/generate-llm-quickstart.js Schema source: https://media.i365.tech/myinvestpilot/primitives_schema.json