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Roc


class backtide.strategies.Roc(period=12)

Rate of Change momentum strategy.

A simple momentum strategy based on Rate of Change. Buys when the ROC over a specified period exceeds an upper threshold (strong upward momentum) and sells when ROC falls below a lower threshold. Useful as a straightforward momentum filter.

Parameters

period : int, default=12

ROC look-back period.

Attributes

name : str

Human-readable strategy name.

is_multi_asset : bool
Whether this is a multi-asset strategy.


See Also

Momentum

Trend-following strategy driven by short-term price momentum.

RocRotation

Multi-asset portfolio rotation ranked by Rate of Change.

Rsi

Relative Strength Index combined with Bollinger Bands for dual confirmation.


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.