Strategy Reference
Overview
QuanTest includes 10 built-in strategies. The Free plan includes Moving Average Cross, Breakout, and RSI Contrarian. The remaining 7 strategies require a Pro license.
Moving Average Cross (Free)
Generates signals when two moving averages cross.
Logic: A buy signal fires when the short MA crosses above the long MA; a sell signal fires on the opposite cross.
| Parameter | Description | Default |
|---|---|---|
| Short period | Period for the short moving average (days) | 5 |
| Long period | Period for the long moving average (days) | 25 |
Breakout (Free)
Generates signals when price breaks out of a recent high or low.
Logic: A buy signal fires when price sets a new N-day high; a sell signal fires on a new N-day low.
| Parameter | Description | Default |
|---|---|---|
| Entry period | Lookback period for the high/low (days) | 20 |
| Exit period | Opposing breakout period for closing positions | 10 |
RSI Contrarian (Free)
A mean-reversion strategy based on RSI overbought/oversold levels.
Logic: A buy signal fires when RSI falls below the oversold threshold; a sell signal fires when RSI rises above the overbought threshold.
| Parameter | Description | Default |
|---|---|---|
| RSI period | Period used to calculate RSI | 14 |
| Oversold | RSI threshold for buy signal | 30 |
| Overbought | RSI threshold for sell signal | 70 |
Bollinger Bands (Pro)
Generates signals when price deviates from or returns to the Bollinger Bands.
Logic: A buy signal fires when price breaks below the lower band; a sell signal fires when price breaks above the upper band.
| Parameter | Description | Default |
|---|---|---|
| Period | Moving average calculation period | 20 |
| Std dev multiplier | Band width (multiples of σ) | 2.0 |
Deviation Rate (Pro)
A mean-reversion strategy based on the percentage deviation from a moving average.
| Parameter | Description | Default |
|---|---|---|
| Period | Moving average period | 25 |
| Buy threshold (%) | Buy signal when deviation is below this value | -5 |
| Sell threshold (%) | Sell signal when deviation is above this value | +5 |
Buy & Hold (Pro)
Buys at the start of the period and sells at the end. Useful as a benchmark.
No parameters.
Periodic Buy (Pro)
Mechanically buys at fixed intervals — a dollar-cost averaging strategy.
| Parameter | Description | Default |
|---|---|---|
| Buy interval (trading days) | How often to buy | 20 |
MACD (Pro)
Generates signals from MACD line and signal line crossovers.
| Parameter | Description | Default |
|---|---|---|
| Fast period | Short EMA period | 12 |
| Slow period | Long EMA period | 26 |
| Signal period | EMA period for the signal line | 9 |
Stochastics (Pro)
Generates signals from %K / %D crossovers and overbought/oversold levels.
| Parameter | Description | Default |
|---|---|---|
| %K period | Period for %K calculation | 14 |
| %D period | EMA period for %D (smoothed %K) | 3 |
| Oversold | Buy signal threshold | 20 |
| Overbought | Sell signal threshold | 80 |
Donchian Breakout (Pro)
Generates signals from Donchian Channel breakouts. An alternative implementation of the breakout concept.
| Parameter | Description | Default |
|---|---|---|
| Period | Channel lookback period (days) | 20 |