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Proposal: Split concept of Algorithms & Strategies #100

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jdfergason opened this issue Aug 6, 2022 · 0 comments
Open

Proposal: Split concept of Algorithms & Strategies #100

jdfergason opened this issue Aug 6, 2022 · 0 comments

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@jdfergason
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Current approach:

There are portfolios and strategies. Each portfolio is assigned a single strategy.

New approach:

Class Descrpition
Algorithm the code that computes transactions; globally available
Strategy a particular parameterization of an algorithm; globally available
Portfolio a collection of transactions associated with a single user
Indicator a numeric time-series such as MACD or Momentum

In this new formulation, Portfolio's are constructed from a collection of strategies. E.g.: assume you have defined 3 strategies ADM, PAA, and DAA.

Portfolio 1

25% $ADM
50% $PAA
25% $DAA

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