Strategy Types
BlaveClaw has two strategy types: Type A signal strategies and Type B everything else. Choosing the right type is the first step.
Quick Comparison
Type A — Signal Strategy
- Single symbol, fixed interval
- Signal output: LONG / SHORT / FLAT
- Backtest required before deploy
- Uses
TEMPLATE.py framework
- For: indicator strategies, trend following, mean reversion
Type B — Other Strategies
- Any number of symbols or structure
- No fixed signal format required
- No backtest — confirm and deploy
- Write from scratch freely
- For: grid trading, arbitrage, screeners, portfolio
Type C — Portfolio Strategy
- Allocates capital across a basket of assets
- Rebalances periodically (daily / weekly / monthly)
- Weight vector drives trades, not individual signals
- Backtest required before going live
- Examples: multi-stock rotation, ETF rebalancing
Type A — Signal Strategy
Type A strategies are for generating LONG / SHORT / FLAT signals on a single symbol at a fixed interval.
Type A Strategy Examples
- RSI Strategy: Long when RSI < 30, short when RSI > 70
- Moving Average Cross: Long when short MA crosses above long MA, short when below
- Holder Concentration: Long when HC is positive (institutions net long), short when negative
- Squeeze Momentum: Long when SM breaks out of squeeze with green bars, short with red bars
Type B — Other Strategies
Type B covers everything that doesn't fit the Type A framework: multi-symbol operations, event-driven logic, rotation, screeners, and more. No backtest is needed — confirm the logic and deploy.
Type B Strategy Examples
- Grid trading: Auto place buy/sell orders within a price range
- Statistical arbitrage: Monitor spread between two symbols, enter on deviation
- Market screener: Scan for symbols meeting conditions and send alerts
Type C — Portfolio Strategy
Type C strategies allocate capital across a basket of symbols using a weight vector that rebalances on a schedule. Instead of entry/exit signals, they compute a weights matrix (days × assets) each period. The runner handles compounding, transaction costs, and benchmark comparison automatically.
Type B Strategy Examples
- Taiwan 100 z-score — rank 100 stocks by foreign institutional flow z-score, rebalance monthly
- Multi-factor rotation — score assets by momentum + value, rebalance weekly
- ETF rebalancing — maintain fixed allocation across ETFs, rebalance monthly
Note
Type B strategies still require your explicit confirmation before going live. BlaveClaw never executes trades automatically.
