TripleRsiRotation

---

class backtide.strategies.TripleRsiRotation(short_period=5, medium_period=14, long_period=28, top_k=5, rebalance_interval=20)

Multi-timeframe Relative Strength Index portfolio rotation strategy.

Ranks assets by a composite score derived from long-term, medium-term, and short-term RSI values and periodically rotates the portfolio into the highest-scoring positions. The triple-time-frame approach helps distinguish strong multi-horizon momentum from single-period flukes. Useful for momentum rotation with multi-horizon confirmation.

Parameters	short_period : int, default=5 Short-term RSI period. medium_period : int, default=14 Medium-term RSI period. long_period : int, default=28 Long-term RSI period. 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

MultiBollingerRotation

Multi-asset Bollinger Bands breakout rotation strategy.

RocRotation

Multi-asset portfolio rotation ranked by Rate of Change.

RsrsRotation

Multi-asset portfolio rotation ranked by Resistance Support Relative Strength.

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.