Trading Strategy Template

This template provides a standardized format for documenting trading strategies in the TradePsykl system.

Strategy Template Structure

When documenting a new trading strategy, use the following format:

Strategy Name

Version: [Semantic version, e.g., 1.0.0]

Status: [draft | active | deprecated]

Description:

• Brief overview of the strategy logic
• Key indicators or signals used
• Expected holding period

Rationale:

• Why this strategy makes sense
• Market conditions where it performs best
• Theoretical or empirical basis

Algorithm/Logic:

1. Step-by-step execution flow
2. Entry conditions
3. Exit conditions
4. Risk management rules

Parameters:

• Configurable inputs (e.g., lookback period, thresholds)
• Default values and ranges
• Parameter sensitivity notes

Data Requirements:

• Price data (OHLCV, timeframe)
• Fundamental data (if applicable)
• Alternative data sources (if applicable)

Backtest Results:

• Time period tested
• Key performance metrics (Sharpe ratio, max drawdown, win rate)
• Comparison to benchmark
• [Link to detailed backtest report if available]

ML Readiness:

• Features that could be extracted
• Potential for ML enhancement
• Labels for supervised learning

Change Log:

• YYYY-MM-DD: Description of change (author)

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More Info

For additional context on strategy documentation:

• Architecture: See docs/architecture/03-component.md for Strategy Engine design
• Implementation: Track progress in docs/architecture/05-implementation.md
• Trading Overview: See overview.md for weekly trading concepts and examples