Module strategy

Trading Strategies

This module provides a collection of trading strategies that combine multiple technical indicators for making trading decisions.

Available Strategy Types

• daily: Strategies optimized for daily timeframe analysis
• minute: Strategies optimized for minute timeframe (intraday) analysis

Each strategy module typically provides:

• A StrategyParams struct for configuring the strategy parameters
• A run_strategy function that applies the strategy to price data
• A calculate_performance function to evaluate the strategy’s performance

Example Usage

use polars::prelude::*;
use ta_lib_in_rust::strategy::{run_strategy_1, StrategyParams1};

fn main() -> Result<(), PolarsError> {
    // Create or load a DataFrame with OHLCV data
    let df = DataFrame::default(); // Replace with actual data loading
     
    // Use default parameters for strategy 1
    let params = StrategyParams1::default();
     
    // Run the strategy
    let signals = run_strategy_1(&df, &params)?;
     
    // Analyze the signals
    let close_prices = df.column("close")?;
    let (final_value, return_pct, num_trades, win_rate, max_drawdown, profit_factor) =
        ta_lib_in_rust::strategy::daily::multi_indicator_daily_1::calculate_performance(
            close_prices,
            &signals.buy_signals,
            &signals.sell_signals,
            10000.0 // Initial capital
        );
     
    println!("Strategy return: {:.2}%", return_pct);
    println!("Win rate: {:.2}%", win_rate);
     
    Ok(())
}

Re-exports

pub use daily::multi_indicator_daily_1::run_strategy as run_strategy_1;

pub use daily::multi_indicator_daily_1::StrategyParams as StrategyParams1;

pub use daily::multi_indicator_daily_2::run_strategy as run_strategy_222;

pub use daily::multi_indicator_daily_2::StrategyParams as StrategyParams222;

pub use daily::multi_indicator_daily_3::run_strategy as run_strategy_3;

pub use daily::multi_indicator_daily_3::StrategyParams as StrategyParams3;

pub use daily::multi_indicator_daily_4::run_strategy as run_strategy_4;

pub use daily::multi_indicator_daily_4::StrategyParams as StrategyParams4;

pub use minute::enhanced_minute_strategy as enhanced_minute;

pub use minute::multi_indicator_minute_1 as minute_1;

pub use minute::multi_indicator_minute_2 as minute_2;

pub use minute::multi_indicator_minute_3 as minute_3;

pub use minute::multi_indicator_minute_4 as minute_4;

Modules

daily

Daily Trading Strategies

minute

Minute Trading Strategies