Jesse Strategies

This section covers trading strategies built using the Jesse AI trading framework, focusing on Auction Market Theory (AMT) concepts.

Overview

Jesse is a Python-based trading framework that provides:

Advanced backtesting capabilities
Strategy development tools
Live trading support
Built-in dashboard (localhost:9000)

Available Strategies

AMT Trend Continuation

The AMTTrendContinuation strategy uses Auction Market Theory to identify and trade with established trends.

Key Concepts:

Market structure analysis
Initial balance range
Value area continuation
Volume profile confirmation

AMT Mean Reversion

The AMTMeanReversion strategy identifies overextended price moves and trades the return to fair value.

Key Concepts:

Price extensions from value
Failed auctions
Excess detection
Rotation trades

Tinga Tinga (Jesse Version)

RSI-based strategy with volume profile integration, implemented for the Jesse framework.

Quick Start


# Navigate to jesse-strategies
cd jesse-strategies
 
# Install Jesse and dependencies
pip install jesse
 
# Import your strategy
jesse import-candles "Binance Spot" BTC-USDT 2023-01-01
 
# Run backtest
jesse backtest 2023-01-01 2024-01-01

Project Structure


jesse-strategies/
├── strategies/
│   ├── AMTTrendContinuation/
│   │   └── __init__.py
│   ├── AMTMeanReversion/
│   │   └── __init__.py
│   └── TingaTinga/
│       └── __init__.py
├── config.py
├── routes.py
├── docker-compose.yml
└── README.md

Dashboard

Start the Jesse dashboard:


jesse run

Access at http://localhost:9000