ngat-strategies

name	ngat-strategies
description	Implement and refine strategy logic in strategies/ based on BaseStrategy contracts, currently centered on Supertrend + RSI signal generation. Use when adding new strategies, modifying signal criteria, or improving risk controls and dedup behavior.

Ngat Strategies

Overview

Maintain reusable strategy modules that receive candles and emit trade signals.

Submodules

• strategies/supertrend_rsi.py: SupertrendRSIStrategy.
• core/base.py::BaseStrategy: on_candle and reset contract.

Pros

• Keep strategy self-contained and simple to reason about.
• Deduplicate repeated signals with last_signal memory.

Cons

• Keep no explicit stop-loss/target/risk model in signal payload.
• Keep single-strategy example with limited portfolio context.
• Depend on pandas-ta naming conventions that can shift by version.

Caveats

• Validate indicator column keys from pandas-ta before direct indexing.
• Avoid making strategy state non-serializable if moved across Ray workers.
• Ensure minimum warmup rows before signal generation.

Forward Features

• Add risk module fields (stop_loss, take_profit, position_sizing).
• Add strategy registry and dynamic loading from config.
• Add portfolio-aware filters (exposure, correlation, daily loss cap).