MultiBollingerRotation

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class backtide.strategies.MultiBollingerRotation(period=20, std_dev=2.0, top_k=5, rebalance_interval=20)

Multi-asset Bollinger Bands breakout rotation strategy.

A breakout rotation strategy that periodically ranks all assets by how far their price exceeds the upper Bollinger Band and rotates into the top K positions. Assets that have broken out above their bands are considered to be in strong uptrends. Useful for momentum-driven portfolio rotation across a basket of assets.

Parameters	period : int, default=20 Bollinger Band moving average period. std_dev : float, default=2.0 Number of standard deviations for the bands. top_k : int, default=5 Number of top-ranked assets to hold. rebalance_interval : int, default=20 Number of bars between rebalancing.
Attributes	name : str Human-readable strategy name. is_multi_asset : bool Whether this is a multi-asset strategy.

See Also

BollingerMeanReversion

Mean-reversion strategy using Bollinger Band boundaries.

RocRotation

Multi-asset portfolio rotation ranked by Rate of Change.

TripleRsiRotation

Multi-timeframe Relative Strength Index portfolio rotation strategy.

Methods

description	Short explanation of what the strategy does.
required_indicators	Indicators that must be computed up-front for this

method backtide.strategiesdescription()

Short explanation of what the strategy does.

Returns

str The description.

method backtide.strategiesrequired_indicators()

Indicators that must be computed up-front for this

strategy.

Returns a list of indicator instances, already parameterised with this strategy's current settings, that the engine will auto-include before the simulation starts.

Returns

list The required indicator instances.