Technical Strategies¶
Strategies based on price and volume patterns.
Overview¶
Technical strategies use price action and chart patterns rather than fundamentals.
Strategies in This Section¶
| Strategy | Description | Complexity |
|---|---|---|
| Moving Averages | MA crossover systems | Basic |
| Breakouts | Support/resistance breaks | Basic |
| MACD Strategy | MACD signals | Intermediate |
| Volume Patterns | Volume-based signals | Intermediate |
Quick Example¶
Text Only
signal macd:
fast = ema(prices, 12)
slow = ema(prices, 26)
macd_line = fast - slow
signal_line = ema(macd_line, 9)
emit zscore(macd_line - signal_line)
portfolio main:
weights = rank(macd).long_short(top=0.2, bottom=0.2)
backtest from 2015-01-01 to 2024-12-31
Expected Performance¶
| Metric | Typical Range |
|---|---|
| Sharpe | 0.3 - 0.6 |
| Annual Return | 3% - 8% |
| Turnover | 300% - 600% |