Creates a strategy with definition and indicators.
Name of the strategy.
Strategy definition function that accepts a Quote
and returns a PositionType
.
Array of Indicator
that can be used to determine the position in this strategy.
Applies the strategy over a given quote and returns the strategy values.
Quote
on which strategy should be applied.
StrategyPoint
.
Backtests the strategy over a given Dataset and configuration, and returns the report.
Dataset
on which strategy should be applied over each quote.
BacktestConfiguration
that configures the backtest.
BacktestReport
.
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Defines a strategy that can be back-tested.