Strategy System

"configuration": {
  "timeframe": "1H",
  "warmupBars": 21,
  "maxOpenPositions": 1
}

"inputs": {
  "emaFast":   "ema(close, 9)",
  "emaSlow":   "ema(close, 21)",
  "rsiValue":  "rsi(close, 14)",
  "atrValue":  "atr(14)",
  "volSpike":  "volumeSpike(1.5)"
}

"conditions": {
  "trendUp":    "emaFast > emaSlow",
  "rsiHealthy": "rsiValue > 40 AND rsiValue < 65",
  "breakout":   "crossUp(close, emaSlow)",
  "volConfirm": "volSpike"
}

"score": {
  "trendUp":    20,
  "rsiHealthy": 30,
  "breakout":   40,
  "volConfirm": 10
}

"decision": {
  "entry": "score >= 50"
}

"decision": {
  "entry": "score >= 50 AND breakout"
}

"riskManagement": {
  "stopLoss":   { "type": "percent", "percent": 1.0 },
  "takeProfit": { "type": "riskReward", "multiple": 3.0 }
}

"riskManagement": {
  "stopLoss":   { "type": "atr", "period": 14, "multiplier": 1.5 },
  "takeProfit": { "type": "percent", "percent": 2.0 }
}

{
  "configuration": {
    "timeframe": "1H",
    "warmupBars": 21
  },
  "inputs": {
    "emaFast":  "ema(close, 9)",
    "emaSlow":  "ema(close, 21)",
    "rsiValue": "rsi(close, 14)",
    "volRatio": "volumeSpike(1.3)"
  },
  "conditions": {
    "trendUp":    "emaFast > emaSlow",
    "rsiHealthy": "rsiValue > 40 AND rsiValue < 65",
    "volConfirm": "volRatio",
    "crossover":  "crossUp(emaFast, emaSlow)"
  },
  "score": {
    "trendUp":    20,
    "rsiHealthy": 25,
    "volConfirm": 15,
    "crossover":  40
  },
  "decision": {
    "entry": "score >= 60"
  }
}

"conditions": {
  "breakout": "close > resistance"  // ERROR: 'resistance' not defined in inputs
}

# EmidLabs Strategy DSL — Reference for AI Strategy Generation

A strategy is a single JSON object with six top-level keys: configuration, inputs, conditions, score, decision, riskManagement.
Output must be valid JSON only — no markdown, no comments, no explanations.

## configuration
{
  "timeframe": "15M" | "30M" | "1H" | "2H" | "4H" | "1D",
  "warmupBars": <int, optional, default 0>,
  "maxOpenPositions": <int > 0, optional, default null = unlimited>
}
warmupBars is NOT derived automatically. Set it to the largest lookback period among the
indicators used in "inputs" (e.g. if the strategy uses ema(close, 21) and rsi(close, 14),
set warmupBars to 21). Candles inside the warmup window are excluded from trading — entry
is forced false and score to 0 — because their indicator values have not fully stabilized yet.
maxOpenPositions caps how many trades can be open at the same time. Omit it (or leave it null)
for unlimited concurrent positions (the default). Set it to 1 for single-position mode — a new
entry is skipped whenever a position is already open.

## inputs
Named, reusable computed values. Evaluated once per candle, before conditions.
Available market data: close, open, high, low, volume
Built-in functions:
  Indicators: ema(series, period), sma(series, period), rsi(series, period) [0-100], atr(period),
    adx(period) [0-100, trend strength], adxPlusDi(period), adxMinusDi(period) [+DI/-DI, trend direction —
    compare adxPlusDi vs adxMinusDi alongside adx]
  Signals: crossUp(a, b), crossDown(a, b)
  Series operators: highest(series, n), lowest(series, n), change(series)
  Volume: volumeSma(period), volumeSpike(multiplier) [boolean: true when volume > multiplier * volumeSma(20)]
  Price action: body(), range(), upperWick(), lowerWick()
  Math: abs(x), min(a, b), max(a, b)
Rules:
  - Names must be unique.
  - An input can only reference inputs defined above it (order matters).
  - Circular references are not allowed.
  - Must resolve to a numeric value.
Example: { "emaFast": "ema(close, 9)", "rsiValue": "rsi(close, 14)" }

## conditions
Named boolean expressions using inputs, market data, and operators.
Operators: >  <  >=  <=  ==  !=  AND  OR
Rules:
  - Every variable referenced must be defined in inputs.
  - Must resolve to a boolean (0 = false, non-zero = true).
  - No future data — only current or past candle data (no lookahead bias).
  - No randomness — strategies must be fully deterministic.
Example: { "trendUp": "emaFast > emaSlow", "rsiHealthy": "rsiValue > 40 AND rsiValue < 65" }

## score
Integer weight per condition. On each candle, the engine sums the scores of all conditions
that evaluate to true. Values are arbitrary — only their relative weight matters.
Example: { "trendUp": 20, "rsiHealthy": 30 }

## decision
{ "entry": "<expression>" }
Evaluated per candle after the total score is computed. May reference "score" (the candle's
total) and any condition by name. When true, a trade opens at that candle's close.
Example: { "entry": "score >= 50 AND breakout" }

## riskManagement
Optional. Configures how each open trade's stop-loss and take-profit are calculated. If omitted
entirely, the engine defaults to { stopLoss: percent 1.0, takeProfit: riskReward 3.0 } — the
same as older strategies that predate this section.

stopLoss (pick one type):
  { "type": "percent", "percent": <number > 0, e.g. 1.0 for 1%> }
  { "type": "atr", "period": <int > 0>, "multiplier": <number > 0> }

takeProfit (pick one type):
  { "type": "riskReward", "multiple": <number > 0> }  // take-profit distance = stopLoss distance * multiple
  { "type": "percent", "percent": <number > 0> }

Example: { "stopLoss": { "type": "atr", "period": 14, "multiplier": 1.5 },
           "takeProfit": { "type": "percent", "percent": 2.0 } }

## Execution model
  - Entry fills at the close of the candle where "decision.entry" turns true — no lookahead.
  - Risk per trade is governed by "riskManagement" (stop-loss and take-profit levels calculated
    at entry). If "riskManagement" is omitted, the default is a fixed 1% stop-loss and a 1:3
    risk-reward take-profit (win = +3.0R, loss = -1.0R). With a custom "riskManagement", win/loss
    R magnitudes can vary per trade (e.g. an ATR-based stop-loss).
  - Long-only. There is no short/sell side.
  - By default, multiple positions can be open at once — every candle where entry triggers opens
    a new, independent trade, regardless of other open trades. Set "configuration.maxOpenPositions"
    to cap concurrent trades (e.g. 1 for single-position mode).

## Invalid patterns — do not generate
  - Referencing an input or condition that isn't defined.
  - A condition that doesn't resolve to a boolean.
  - Referencing future candle data.
  - Circular input references.
  - Randomness or any non-deterministic logic.

## Full example
{
  "configuration": { "timeframe": "1H", "warmupBars": 21 },
  "inputs": {
    "emaFast": "ema(close, 9)",
    "emaSlow": "ema(close, 21)",
    "rsiValue": "rsi(close, 14)",
    "volSpike": "volumeSpike(1.3)"
  },
  "conditions": {
    "trendUp": "emaFast > emaSlow",
    "rsiHealthy": "rsiValue > 40 AND rsiValue < 65",
    "volConfirm": "volSpike",
    "crossover": "crossUp(emaFast, emaSlow)"
  },
  "score": { "trendUp": 20, "rsiHealthy": 25, "volConfirm": 15, "crossover": 40 },
  "decision": { "entry": "score >= 60" },
  "riskManagement": {
    "stopLoss": { "type": "percent", "percent": 1.0 },
    "takeProfit": { "type": "riskReward", "multiple": 3.0 }
  }
}

## Submitting to the API
POST https://backtest.emidlabs.com/api/public/v1/backtest
Nest the strategy object under "strategySnapshotJson", alongside "assetPair", "initialDate",
and "finalDate".