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RiskAverse


class backtide.strategies.RiskAverse(vol_period=14, breakout_period=20)

Low-volatility breakout strategy for risk-conscious investors.

Targets low-volatility stocks making new highs on above-average volume. Combines a volatility filter (e.g., ATR below a threshold) with a breakout condition and volume confirmation to find "quiet" stocks that are about to move. Designed for risk-conscious investors who want trend exposure with lower drawdowns.

Parameters

vol_period : int, default=14

ATR look-back period for the volatility filter.

breakout_period : int, default=20
Number of bars for the new-high breakout condition.

Attributes

name : str

Human-readable strategy name.

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


See Also

BuyAndHold

Passive baseline that buys once and holds indefinitely.

TurtleTrading

Classic channel-breakout trend-following system with ATR-based position sizing.

Vcp

Volatility Contraction Pattern breakout 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.