Strategy Shape

A strategy tells the engine when to enter and exit positions. It contains two parts:

• Condition expressions — boolean strings referencing indicator output columns
• Indicator list — which indicators to compute, and with what parameters

Minimal example

from backtest360 import Strategy

strat = Strategy(
    name="rsi_mean_reversion",
    long_entry="rsi < 30",
    long_exit="rsi > 70",
    indicators=[Strategy.indicator("rsi", period=14)],
)

The expression "rsi < 30" references the output column of the rsi indicator (the default ref when only one RSI is declared).

Indicator refs

When you need the same indicator with different parameters, give each a unique ref:

strat = Strategy(
    name="rsi_dual",
    long_entry="rsi_fast < 20",
    long_exit="rsi_slow > 80",
    indicators=[
        Strategy.indicator("rsi", ref="rsi_fast", period=5),
        Strategy.indicator("rsi", ref="rsi_slow", period=21),
    ],
)

Crossover via transform indicators

Transform indicators take other indicators as input. cross_above fires when upstream[0] crosses above upstream[1]:

strat = Strategy(
    name="sma_crossover",
    long_entry="x_above",
    long_exit="x_below",
    indicators=[
        Strategy.indicator("sma", ref="sma_10", period=10),
        Strategy.indicator("sma", ref="sma_50", period=50),
        Strategy.indicator(
            "cross_above", ref="x_above",
            kind="transform", upstream=["sma_10", "sma_50"],
        ),
        Strategy.indicator(
            "cross_below", ref="x_below",
            kind="transform", upstream=["sma_10", "sma_50"],
        ),
    ],
)

Short selling

Add short_entry and short_exit expressions:

strat = Strategy(
    name="rsi_long_short",
    long_entry="rsi < 30",
    long_exit="rsi > 50",
    short_entry="rsi > 70",
    short_exit="rsi < 50",
    indicators=[Strategy.indicator("rsi", period=14)],
)

Pre-built templates

Strategy.rsi_threshold_long()   # RSI(14) oversold/overbought
Strategy.ma_crossover()         # SMA(10) × SMA(50) crossover
Strategy.momentum_6m_long()     # ROC(126) > 0

Browse all templates with client.list_strategies().

Indicator library

Browse available indicators and their parameter schemas:

for ind in client.list_indicators():
    print(ind["name"], ind.get("params", {}))

Or see the API Reference.