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 |
ROC look-back period.
|
| Attributes |
Human-readable strategy name.
is_multi_asset : bool
Whether this is a multi-asset strategy.
|
See Also
Trend-following strategy driven by short-term price momentum.
Multi-asset portfolio rotation ranked by Rate of Change.
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.
|