Build and backtest BTC trend pullback

import nexustrade as nt


def create_btc_trend_pullback():
    asset = nt.crypto_asset("BTC-USD")
    return nt.portfolio(
        "Public SEO crypto example - BTC trend pullback",
        [
            nt.strategy(
                "Enter BTC trend pullback",
                (((nt.Price(asset) > nt.SMA(asset, 200, "Day")) & (nt.RSI(asset, 14, "Day") < nt.Value(40))) & (nt.PositionValue(asset) == nt.Value(0))),
                nt.buy(asset, 95, "percent of buying power")
            ),
            nt.strategy(
                "Exit BTC trend pullback",
                (((nt.RSI(asset, 14, "Day") >= nt.Value(60)) | (nt.Price(asset) <= nt.SMA(asset, 200, "Day"))) & (nt.PositionValue(asset) > nt.Value(0))),
                nt.sell(asset, 100, "percent of current positions")
            ),
        ],
        initial_value=10000,
        supports_crypto=True,
        supports_fractional_shares=True,
        alerts_enabled=False,
        dividend_policy='cash',
    )


def backtest_btc_trend_pullback(client=None):
    client = client or nt.NexusTradeClient.from_environment()
    operation = client.create_backtest(
        nt.backtest(
            create_btc_trend_pullback(),
            start_date="2024-01-01", end_date="2024-12-31",
            interval="Day", baseline_symbol="SPY",
            initial_value=10000, generate_events=True,
            dividend_policy="cash",
            fee_config={"Stock": {"type": "percent", "amount": 0.1},
                        "Cryptocurrency": {"type": "percent", "amount": 0.7},
                        "Option": {"type": "dollars", "amount": 0.65}},
        ),
        idempotency_key="explore-btc-trend-pullback-2024-spy-v1",
    )
    return client.wait_for_backtest(operation["id"])


# Build locally: book = create_btc_trend_pullback()
# Run and inspect: completed = backtest_btc_trend_pullback(); print(completed["result"])

import * as nt from "nexustrade";

export function createBtcTrendPullback() {
  const asset = nt.cryptoAsset("BTC-USD");
  return nt.portfolio(
    "Public SEO crypto example - BTC trend pullback",
    [
      nt.strategy(
          "Enter BTC trend pullback",
          nt.and(
              nt.and(
                  nt.gt(nt.Price(asset), nt.SMA(asset, 200, "Day")),
                  nt.lt(nt.RSI(asset, 14, "Day"), nt.Value(40))
              ),
              nt.eq(nt.PositionValue(asset), nt.Value(0))
          ),
          nt.buy(asset, 95, "percent of buying power")
      ),
      nt.strategy(
          "Exit BTC trend pullback",
          nt.and(
              nt.or(
                  nt.gte(nt.RSI(asset, 14, "Day"), nt.Value(60)),
                  nt.lte(nt.Price(asset), nt.SMA(asset, 200, "Day"))
              ),
              nt.gt(nt.PositionValue(asset), nt.Value(0))
          ),
          nt.sell(asset, 100, "percent of current positions")
      ),
    ],
    { initialValue: 10000, supportsCrypto: true, supportsFractionalShares: true, alertsEnabled: false, dividendPolicy: "cash" }
  );
}

export async function backtestBtcTrendPullback(client = new nt.NexusTradeClient()) {
  const operation = await client.createBacktest(
    nt.backtest(createBtcTrendPullback(), {
      startDate: "2024-01-01", endDate: "2024-12-31",
      interval: "Day", baselineSymbol: "SPY",
      initialValue: 10000, generateEvents: true,
      dividendPolicy: "cash",
      feeConfig: {
        Stock: { type: "percent", amount: 0.1 },
        Cryptocurrency: { type: "percent", amount: 0.7 },
        Option: { type: "dollars", amount: 0.65 },
      },
    }),
    { idempotencyKey: "explore-btc-trend-pullback-2024-spy-v1" }
  );
  if (typeof operation.id !== "string") throw new Error("Missing backtest ID");
  return client.waitForBacktest(operation.id);
}

// Build locally: const book = createBtcTrendPullback();
// Run and inspect: const completed = await backtestBtcTrendPullback(); console.log(completed.result);