Rsrs
class backtide.strategies.Rsrs(period=18)
Resistance Support Relative Strength trend-detection strategy.
Uses linear regression of high vs. low prices (Resistance Support Relative Strength) to detect when support is strengthening. Buys when the RSRS indicator signals that the support floor is rising faster than resistance, indicating a potential upward breakout. Useful for quantitative trend detection based on price structure.
| Parameters |
Look-back window for the linear regression.
|
| 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 Resistance Support Relative Strength.
Classic channel-breakout trend-following system with ATR-based position sizing.
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.
|