QuantJourney Strategies

Six causal, long/cash strategy examples built on the public quantjourney-bt engine. They use the engine's weights pipeline, cash-aware accounting, rebalance policy, cost model, and delayed execution semantics. No private QuantJourney package is required.

Included strategies

• Bollinger Bands with stochastic confirmation
• Ichimoku cloud with RSI confirmation
• MACD with RSI confirmation
• EMA trend with ADX filter
• Supertrend with CCI confirmation
• Support/resistance breakout with inverse-volatility weights

Install

python -m venv .venv
source .venv/bin/activate
pip install -e .

Set QJ_API_KEY for QuantJourney data, or use the deterministic data bundled with the engine:

export QJ_SAMPLE_DATA=1
python -m _strategies_.MA_ADX

Each strategy computes indicators using current and historical observations only. The backtester applies target weights on its configured execution lag, so the examples do not trade on the bar that generated the signal.

License

Licensed under Apache License 2.0.