sqa 0.0.24 → 0.0.32

data/docs/strategies/market-profile.md

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+# Market Profile Strategy
+
+## Overview
+
+Uses market profile analysis to identify support and resistance levels, generating signals when price reaches these key levels.
+
+## How It Works
+
+Analyzes price distribution to find:
+- **Value Area**: Where most trading occurred
+- **Support**: Lower boundary (buy zone)
+- **Resistance**: Upper boundary (sell zone)
+
+## Trading Signals
+
+### Buy Signal
+Price at support level (`:support`).
+
+### Sell Signal  
+Price at resistance level (`:resistance`).
+
+### Hold Signal
+Price within value area (`:mixed`).
+
+## Usage Example
+
+```ruby
+# Market profile data typically comes from
+# price/volume distribution analysis
+vector = OpenStruct.new(
+  market_profile: :support  # or :resistance, :mixed
+)
+
+signal = SQA::Strategy::MP.trade(vector)
+```
+
+## Characteristics
+
+- **Complexity**: High
+- **Best Market**: Range-bound
+- **Win Rate**: 55-65%
+
+## Strengths
+
+✅ Identifies key price levels  
+✅ Works well for intraday trading  
+✅ Statistical basis  
+
+## Weaknesses
+
+❌ Requires volume profile data  
+❌ Complex to calculate  
+❌ Less effective in trending markets  
+

data/docs/strategies/mean-reversion.md

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+# Mean Reversion Strategy
+
+## Overview
+
+Based on the theory that prices tend to return to their average over time. Buys when price is below average and sells when above.
+
+## How It Works
+
+Calculates distance from moving average:
+- **Below average**: Expect price to rise (buy)
+- **Above average**: Expect price to fall (sell)
+
+## Trading Signals
+
+### Buy Signal
+Price significantly below SMA (undervalued).
+
+### Sell Signal
+Price significantly above SMA (overvalued).
+
+## Usage Example
+
+```ruby
+prices = stock.df["adj_close_price"].to_a
+sma = SQAI.sma(prices, period: 20)
+
+current_price = prices.last
+current_sma = sma.last
+deviation = ((current_price - current_sma) / current_sma) * 100
+
+# Buy if more than 5% below SMA
+signal = if deviation < -5.0
+  :buy
+elsif deviation > 5.0
+  :sell
+else
+  :hold
+end
+```
+
+## Characteristics
+
+- **Complexity**: Low
+- **Best Market**: Range-bound, low volatility
+- **Win Rate**: 55-65%
+
+## Strengths
+
+✅ High win rate in ranging markets  
+✅ Clear mathematical basis  
+✅ Works well with statistical analysis  
+
+## Weaknesses
+
+❌ Fails in trending markets  
+❌ Can lead to "catching falling knives"  
+❌ Requires stable market conditions  
+

data/docs/strategies/rsi.md

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+# RSI Strategy
+
+## Overview
+
+The Relative Strength Index (RSI) strategy identifies overbought and oversold conditions using momentum oscillators. It generates signals when RSI crosses key thresholds.
+
+## How It Works
+
+RSI is a momentum oscillator that ranges from 0 to 100:
+- **Over 70**: Overbought (sell signal)
+- **Under 30**: Oversold (buy signal)
+- **30-70**: Neutral (hold)
+
+## Trading Signals
+
+### Buy Signal (`rsi.level == :oversold`)
+```ruby
+SQA::Strategy::RSI.trade(vector)  # => :buy when RSI < 30
+```
+
+### Sell Signal (`rsi.level == :overbought`)
+```ruby
+SQA::Strategy::RSI.trade(vector)  # => :sell when RSI > 70
+```
+
+## Usage Example
+
+```ruby
+require 'sqa'
+require 'ostruct'
+
+stock = SQA::Stock.new(ticker: 'AAPL')
+prices = stock.df["adj_close_price"].to_a
+
+# Calculate RSI using TA-Lib
+rsi_values = SQAI.rsi(prices, period: 14)
+
+# Create indicator data structure
+rsi_data = {
+  value: rsi_values.last,
+  trend: rsi_values.last < 30 ? :over_sold : 
+         rsi_values.last > 70 ? :over_bought : :neutral
+}
+
+vector = OpenStruct.new(rsi: rsi_data)
+signal = SQA::Strategy::RSI.trade(vector)
+```
+
+## Parameters
+
+| Parameter | Default | Description |
+|-----------|---------|-------------|
+| Period | 14 | Number of periods for RSI calculation |
+| Oversold | 30 | Lower threshold for buy signals |
+| Overbought | 70 | Upper threshold for sell signals |
+
+## Characteristics
+
+| Attribute | Value |
+|-----------|-------|
+| Complexity | Low |
+| Best Market | Range-bound, volatile |
+| Win Rate | 50-60% |
+| Time Horizon | Short to medium term |
+
+## Strengths
+
+- ✅ Simple and well-understood
+- ✅ Works in ranging markets
+- ✅ Can identify divergences
+- ✅ Fast response to price changes
+
+## Weaknesses
+
+- ❌ Fails in strong trends
+- ❌ Can stay overbought/oversold for extended periods
+- ❌ Generates false signals
+
+## Tips
+
+1. **Combine with Trend**: Only take buy signals in uptrends
+2. **Adjust Thresholds**: Use 20/80 for more conservative signals
+3. **Watch Divergences**: Price makes new highs but RSI doesn't (bearish divergence)
+4. **Volume Confirmation**: Stronger signals with high volume
+
+## Related Strategies
+
+- [Stochastic](stochastic.md) - Similar momentum oscillator
+- [MACD](macd.md) - Trend-following momentum
+- [Bollinger Bands](bollinger-bands.md) - Volatility-based signals
+
+## Further Reading
+
+- [RSI on Investopedia](https://www.investopedia.com/terms/r/rsi.asp)
+- [Technical Indicators](../indicators/index.md)

data/docs/strategies/sma.md

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+# SMA (Simple Moving Average) Strategy
+
+## Overview
+
+The SMA strategy uses crossovers of short-term and long-term simple moving averages to identify trend changes and generate trading signals.
+
+## How It Works
+
+Compares two SMAs:
+- **Short SMA**: Faster, more responsive (e.g., 50-day)
+- **Long SMA**: Slower, smoother (e.g., 200-day)
+
+## Trading Signals
+
+### Buy Signal (Golden Cross)
+Short SMA crosses **above** long SMA.
+
+### Sell Signal (Death Cross)
+Short SMA crosses **below** long SMA.
+
+## Usage Example
+
+```ruby
+stock = SQA::Stock.new(ticker: 'AAPL')
+prices = stock.df["adj_close_price"].to_a
+
+sma_short = SQAI.sma(prices, period: 50)
+sma_long = SQAI.sma(prices, period: 200)
+
+vector = OpenStruct.new(
+  sma_short: sma_short,
+  sma_long: sma_long
+)
+
+signal = SQA::Strategy::SMA.trade(vector)
+```
+
+## Characteristics
+
+- **Complexity**: Low
+- **Best Market**: Trending
+- **Win Rate**: 45-55%
+
+## Strengths
+
+✅ Simple and reliable  
+✅ Filters market noise  
+✅ Identifies major trends  
+
+## Weaknesses
+
+❌ Significant lag  
+❌ Late entry/exit  
+❌ Poor in ranging markets  
+

data/docs/strategies/stochastic.md

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+# Stochastic Oscillator Strategy
+
+## Overview
+
+Compares closing price to the price range over a period to identify overbought/oversold conditions and momentum changes.
+
+## How It Works
+
+Calculates two lines:
+- **%K Line**: (Current Close - Lowest Low) / (Highest High - Lowest Low) × 100
+- **%D Line**: 3-period SMA of %K
+
+Range: 0-100
+
+## Trading Signals
+
+### Buy Signal
+- %K crosses above %D
+- Both below 20 (oversold zone)
+
+### Sell Signal
+- %K crosses below %D
+- Both above 80 (overbought zone)
+
+## Usage Example
+
+```ruby
+high = stock.df["high_price"].to_a
+low = stock.df["low_price"].to_a
+close = stock.df["adj_close_price"].to_a
+
+stoch_k, stoch_d = SQAI.stoch(
+  high, low, close,
+  fastk_period: 14,
+  slowk_period: 3,
+  slowd_period: 3
+)
+
+vector = OpenStruct.new(
+  stoch_k: stoch_k,
+  stoch_d: stoch_d
+)
+
+signal = SQA::Strategy::Stochastic.trade(vector)
+```
+
+## Characteristics
+
+- **Complexity**: Medium
+- **Best Market**: Range-bound
+- **Win Rate**: 50-60%
+
+## Strengths
+
+✅ Good for reversals  
+✅ Works in ranging markets  
+✅ Early signals  
+
+## Weaknesses
+
+❌ Many false signals in trends  
+❌ Can stay overbought/oversold  
+

data/docs/strategies/volume-breakout.md

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+# Volume Breakout Strategy
+
+## Overview
+
+Identifies price breakouts confirmed by high trading volume for stronger signal reliability.
+
+## How It Works
+
+Looks for:
+1. Price breaking above recent high or below recent low
+2. Volume exceeding 1.5x the average volume
+
+## Trading Signals
+
+### Buy Signal
+- Price breaks above 20-period high
+- Volume > 1.5× average volume
+
+### Sell Signal
+- Price breaks below 20-period low
+- Volume > 1.5× average volume
+
+## Usage Example
+
+```ruby
+prices = stock.df["adj_close_price"].to_a
+volumes = stock.df["volume"].to_a
+
+vector = OpenStruct.new(
+  prices: prices,
+  volumes: volumes
+)
+
+signal = SQA::Strategy::VolumeBreakout.trade(vector)
+```
+
+## Characteristics
+
+- **Complexity**: Medium
+- **Best Market**: Breakout/trending
+- **Win Rate**: 50-60%
+
+## Strengths
+
+✅ Volume confirmation reduces false breakouts  
+✅ Catches strong moves  
+✅ Clear entry points  
+
+## Weaknesses
+
+❌ Rare signals  
+❌ Can whipsaw on false breakouts  
+❌ Requires both price and volume data  
+

data/docs/tags.md

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+# Documentation Tags
+
+Browse documentation by topic.
+
+## Tags
+
+This page will be automatically populated with tags from the documentation.