Core Concepts

Strategies

A strategy is a signal function plus a sizing and risk policy. Everything else — data, execution, journaling — is provided.

Minimal Python strategy

strategy.py

from wu_bot import strategy, indicators as ind

@strategy(bar="15m")
def momentum(ctx):
    px = ctx.bars.close
    hi = ind.rolling_high(px, 20)
    rsi = ind.rsi(px, 14)

    if px[-1] > hi[-2] and rsi[-1] < 70:
        ctx.buy(size="1% NAV", sl=-0.015, tp=0.03)

Available templates

bash

wu-bot templates list

equities/momentum       trend / breakout on liquid US names
equities/mean-reversion overnight gap fade
options/vertical        directional debit spreads
chain/mm                Robinhood Chain passive market making
chain/arb               cross-venue triangular arbitrage