Code Strategies in Python, with Structure Built In

from quantzivo import Strategy, Backtest

class TrendPullback(Strategy):
    """Educational example: buy pullbacks above the 200-day trend."""
    params = dict(rsi_len=14, entry=30, exit=55, risk=0.05)

    def signals(self, bar):
        rsi = self.ind.rsi(bar.close, self.p.rsi_len)
        uptrend = bar.close > self.ind.sma(bar.close, 200)
        return rsi < self.p.entry and uptrend, rsi > self.p.exit

    def next(self, bar):
        enter, leave = self.signals(bar)
        if enter and not self.position:
            self.buy(size=self.p.risk)   # share of equity
        elif leave:
            self.close()

# costs and slippage are explicit, never assumed to be zero
report = Backtest(TrendPullback, costs_bps=5, slippage_bps=2).run()