Strategy Management

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Your Strategies

StrategyTypeStatusRisk ScorePerformanceCreatedActions
RSI Mean Reversion
ID: 1
DSLdeployed
23
Sharpe: 1.42
DD: -8.5%
2024-01-15
MACD Momentum
ID: 2
DSLbacktested
31
Sharpe: 1.18
DD: -12.1%
2024-01-14
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RL Adaptive Strategy
ID: 3
RLvalidated
45
-2024-01-13

Strategy DSL Reference

Available Indicators

  • SMA(close, period) - Simple Moving Average
  • EMA(close, period) - Exponential Moving Average
  • RSI(close, period) - Relative Strength Index
  • MACD(close, fast, slow, signal) - MACD
  • ATR(period) - Average True Range

Data Series

  • open, high, low, close, volume
  • hl2 - (high + low) / 2
  • hlc3 - (high + low + close) / 3
  • ohlc4 - (open + high + low + close) / 4

Example Strategy

asset: FOREX
timeframe: 1m
features:
  rsi = RSI(close, 14)
  atr = ATR(14)
  ema_fast = EMA(close, 12)
  ema_slow = EMA(close, 26)
entry:
  long  = crossup(ema_fast, ema_slow) and rsi < 60
  short = crossdown(ema_fast, ema_slow) and rsi > 40
risk:
  stop  = 1.5 * atr
  target = 2.5 * atr
  size_pct = 0.5