Built for large-cap, liquid equities and ETFs. These markets often exhibit clear trends driven by fundamentals, respond well to volume-based indicators, and are suitable for mean-reversion on shorter timeframes. These strategies lean on institutional anchors like VWAP, robust trend filters like ADX/DI, and proven mean-reversion setups. Each module is a ready-to-run .py file for Backtrader with clear parameters and notes.
Volume–price confirmation for accumulation/dispersion phases.
VWAP-anchored reversion around institutional value, adaptive bands.
VWAP entries gated by regime filters for higher-quality trends.
Classic blend for trend legs and pullback continuations.
Pure trend-following; optional Stochastic/EMA/ATR filters.
Simple, robust trend model with volatility-scaled exits.
Keeps alignment with the dominant stock trend.
Foundational moving-average approach (long/short).
Range trading with RSI confirmation; ATR-aware variant included.
Symmetric reversion around volatility envelopes.
Momentum confirmed by volume dynamics and RSI context.
Framework for stock/ETF allocation and cross-asset tests.
Swing-trading templates with structure filters.
Dual-sided EMA momentum with adaptive trailing exits.
Candlestick + RSI confluence for tactical entries.
Profile levels for responsive entries/exits in stocks.
Popular momentum/trend confluence for filtered breakouts.
Clean MACD momentum rules for equities.
Captures breakout/breakdown levels on structure shifts.
On-Balance Volume staples for stock traders.
Day-trading classics for sessions and channel breaks.
Regime-aware hybrid toggling between trend and reversion.
Blue-chip-friendly reversion with ADX/EMA trend filters.
Bedrock MA crossover template for trending stocks.
EMA momentum gated by trend-strength conditions.
.py modules mapped to your manual, minus the clutterInstant download. Ready-to-run Python strategies.
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