Struct StrategyBuilder 

pub struct StrategyBuilder<E = (), X = ()> { /* private fields */ }

Builder for creating custom strategies with entry/exit conditions.

The builder enforces that both entry and exit conditions are provided before a strategy can be built.

An optional regime filter can be set at any point in the chain via .regime_filter(). When set, the filter is evaluated on every bar; if it returns false, all entry signals are suppressed. Exit signals are never blocked by the regime filter.

Implementations

impl StrategyBuilder<(), ()>

pub fn new(name: impl Into<String>) -> Self

Create a new strategy builder with a name.

Example

let builder = StrategyBuilder::new("My Strategy");

impl<X> StrategyBuilder<(), X>

pub fn entry<C: Condition>(self, condition: C) -> StrategyBuilder<C, X>

Set the entry condition for long positions.

Example

let builder = StrategyBuilder::new("RSI Strategy")
    .entry(rsi(14).crosses_below(30.0));

impl<E> StrategyBuilder<E, ()>

pub fn exit<C: Condition>(self, condition: C) -> StrategyBuilder<E, C>

Set the exit condition for long positions.

Example

let builder = StrategyBuilder::new("RSI Strategy")
    .entry(rsi(14).crosses_below(30.0))
    .exit(rsi(14).crosses_above(70.0));

impl<E, X> StrategyBuilder<E, X>

pub fn regime_filter<C: Condition>(self, condition: C) -> Self

Set a market regime filter.

When set, entry signals (long and short) are suppressed on any bar where the filter evaluates to false. Exit signals are never blocked by the regime filter, ensuring open positions can always be closed regardless of market conditions.

The regime filter’s indicators are included in required_indicators() and therefore pre-computed by the engine like any other indicator.

Example

use finance_query::backtesting::strategy::StrategyBuilder;
use finance_query::backtesting::refs::*;

// Only trade when price is above the 200-period SMA
let strategy = StrategyBuilder::new("Trend Following")
    .regime_filter(sma(200).above_ref(sma(400)))
    .entry(ema(10).crosses_above_ref(ema(30)))
    .exit(ema(10).crosses_below_ref(ema(30)))
    .build();

impl<E: Condition, X: Condition> StrategyBuilder<E, X>

pub fn with_short<SE: Condition, SX: Condition>( self, entry: SE, exit: SX, ) -> Self

Enable short positions with entry and exit conditions.

Example

let strategy = StrategyBuilder::new("RSI Strategy")
    .entry(rsi(14).crosses_below(30.0))
    .exit(rsi(14).crosses_above(70.0))
    .with_short(
        rsi(14).crosses_above(70.0),  // Short entry
        rsi(14).crosses_below(30.0),  // Short exit
    )
    .build();

pub fn warmup(self, bars: usize) -> Self

Override the automatic warmup period with an explicit bar count.

By default the warmup period is inferred from each indicator’s Indicator::warmup_bars() method. Use this override when the automatic value doesn’t match your specific needs.

Example

let strategy = StrategyBuilder::new("MACD + RSI")
    .entry(macd(12, 26, 9).crosses_above_zero())
    .exit(rsi(14).crosses_above(70.0))
    .warmup(36) // explicit override
    .build();

pub fn build(self) -> CustomStrategy<E, X>

Build the strategy.

Example

let strategy = StrategyBuilder::new("My Strategy")
    .entry(rsi(14).crosses_below(30.0))
    .exit(rsi(14).crosses_above(70.0))
    .build();