Add Supertrend and VWAP strategies plus a short-side example
- New indicators: vwap (rolling/cumulative) and supertrend (line + direction), exposed on StrategyContext. - New strategies: supertrend (flip-based, optional shorts), vwap_reversion (mean reversion below a rolling VWAP) and ema_cross_short (short-side example, mirroring the long EMA cross). 10 strategies total. - Adds indicator and strategy tests; smoke-tested all three on live BTC/USDT 5m data.
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@@ -92,7 +92,7 @@ class MyStrategy(Strategy):
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| Price / candles | `ctx.price`, `ctx.candles`, `ctx.closes`, `ctx.high(n)`, `ctx.low(n)` |
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| Portfolio | `ctx.is_flat`, `ctx.side`, `ctx.position`, `ctx.equity`, `ctx.cash` |
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| Indicators | `ctx.sma(p)`, `ctx.ema(p)`, `ctx.rsi(p)`, `ctx.atr(p)`, `ctx.std(p)` |
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| Indicators | `ctx.sma(p)`, `ctx.ema(p)`, `ctx.rsi(p)`, `ctx.atr(p)`, `ctx.std(p)`, `ctx.macd()`, `ctx.roc(p)`, `ctx.vwap(p)`, `ctx.supertrend(p, mult)` |
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| Orders | `ctx.enter_long(size, stop_loss, take_profit, trailing_stop_pct, reason)`, `ctx.enter_short(...)`, `ctx.close(reason)` |
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Notes:
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