Strategy Library
Comprehensive documentation of all 70+ technical indicator-based trading strategies. Each strategy is backtested across 21 global indices with 5 years of historical data.
Trend Following Strategies
SMA Crossover (Simple Moving Average)
Strategy ID: sma-cross
Category: Trend Following
Description: Classic dual moving average crossover system. Generates buy signals when fast MA crosses above slow MA, and sell signals on the opposite crossover.
Parameters:
- Fast Period: 20 days
- Slow Period: 50 days
Entry Rules:
- Long: Fast MA crosses above Slow MA
- Short: Fast MA crosses below Slow MA
Exit Rules: Opposite crossover signal
EMA Crossover (Exponential Moving Average)
Strategy ID: ema-cross
Category: Trend Following
Description: Similar to SMA crossover but uses exponential moving averages which give more weight to recent prices, making it more responsive to price changes.
Parameters:
- Fast Period: 12 days
- Slow Period: 26 days
MACD (Moving Average Convergence Divergence)
Strategy ID: macd
Category: Trend Following / Momentum
Description: Trend-following momentum indicator showing the relationship between two moving averages. Signals generated when MACD line crosses signal line.
Parameters:
- Fast Period: 12
- Slow Period: 26
- Signal Period: 9
Entry Rules:
- Long: MACD crosses above Signal line
- Short: MACD crosses below Signal line
ADX Trend (Average Directional Index)
Strategy ID: adx-trend
Category: Trend Following
Description: Measures trend strength. Trades only when ADX indicates a strong trend (>25), using +DI and -DI for direction.
Parameters:
- ADX Period: 14
- Trend Threshold: 25
Entry Rules:
- Long: ADX > 25 AND +DI > -DI
- Short: ADX > 25 AND -DI > +DI
Mean Reversion Strategies
Bollinger Bands
Strategy ID: bollinger
Category: Mean Reversion
Description: Trades based on price touching or crossing Bollinger Bands. Assumes prices revert to the mean after extreme moves.
Parameters:
- Period: 20
- Standard Deviations: 2
Entry Rules:
- Long: Price touches lower band
- Short: Price touches upper band
Exit Rules: Price crosses middle band (SMA)
RSI Reversion (Relative Strength Index)
Strategy ID: rsi-reversion
Category: Mean Reversion
Description: Trades oversold and overbought conditions. Buys when RSI indicates oversold, sells when overbought.
Parameters:
- RSI Period: 14
- Oversold Level: 30
- Overbought Level: 70
Entry Rules:
- Long: RSI crosses above 30 (from below)
- Short: RSI crosses below 70 (from above)
Z-Score Reversion
Strategy ID: zscore-reversion
Category: Mean Reversion
Description: Statistical mean reversion using z-scores. Trades when price deviates significantly from its mean.
Parameters:
- Lookback Period: 20
- Entry Threshold: ±2 standard deviations
- Exit Threshold: ±0.5 standard deviations
Momentum Strategies
Momentum ROC (Rate of Change)
Strategy ID: momentum-roc
Category: Momentum
Description: Measures the percentage change in price over a specified period. Trades in the direction of strong momentum.
Parameters:
- ROC Period: 12
- Threshold: ±5%
Stochastic Oscillator
Strategy ID: stochastic
Category: Momentum
Description: Compares closing price to price range over time. Generates signals based on %K and %D line crossovers.
Parameters:
- %K Period: 14
- %D Period: 3
- Oversold: 20
- Overbought: 80
Volatility Strategies
ATR Bands (Average True Range)
Strategy ID: atr-bands
Category: Volatility
Description: Creates dynamic bands based on ATR. Trades breakouts when price moves beyond ATR-based thresholds.
Parameters:
- ATR Period: 14
- Multiplier: 2.0
Keltner Channels
Strategy ID: keltner
Category: Volatility
Description: Volatility-based channels using EMA and ATR. Similar to Bollinger Bands but uses ATR instead of standard deviation.
Parameters:
- EMA Period: 20
- ATR Period: 10
- ATR Multiplier: 2.0
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