BtStrategy

BtStrategy is a strategy container developed for use inside a BtEngine object. It defines trading strategies and outputs scores based on the input data, selected strategy, and configurable thresholds.

__init__ Arguments

• strat: Literal['crossover', 'rsi_ma', 'rsi_ewma']: strategy to use when running a backtest

Attributes

• strat -> str: strategy to use on backtesting
• signal_scaler -> Callable: Signal magnitude mapper function to use depending on the selected strategy
• buy_threshold -> int: Buying signal threshold for RSI strategies
• sell_threshold -> int: Selling signal threshold for RSI strategies

Methods

set_thresholds

sets the thresholds given a single value using buy_threshold = threshold; sell_threshold = (100-threshold) to keep a uniform range of signal generation space on both ends of RSI.

Params: - threshold: int: threshold to determine buying and selling regions

Returns: - None