Strategies 📈

This section summarizes built-in strategies. See the module docstrings for details.

SMA Crossover (sma_cross.py)

• Parameters: short (default 10), long (default 30)
• Signal: long when fast MA > slow MA; flat otherwise.

Momentum (momentum.py)

• Parameter: lookback (default 60). Uses past return to compute momentum.

Top-N Momentum (topn_momentum.py)

• Parameters: lookback, top_n (default 2). Ranks assets and allocates to top performers.

Bollinger Bands (ta_bbands.py)

• Typical parameters: window, number of stds.
• Long near lower band; reduce/exit near upper band.

RSI (ta_rsi.py)

• Typical parameter: period (e.g., 14). Mean-reversion behavior near overbought/oversold zones.

MACD (ta_macd.py)

• EMAs and signal line; long when MACD crosses above signal.