added documentation

docs/src/index.md

@@ -2,7 +2,7 @@
 ```@meta
 CurrentModule = Trading
 ```
-Welcome to Trading.jl, a powerful algorithmic trading and backtesting package written in Julia.
+Welcome to Trading.jl, a powerful event-driven algorithmic trading and backtesting package written in Julia.
 
 It provides an easy-to-use framework for defining and executing trading strategies based on technical indicators, as well as backtesting these strategies on historical data.
 

docs/src/strategies.md

@@ -3,18 +3,23 @@
 CurrentModule = Trading
 ```
 
-As with any other functionality in `Trading`, `Strategies` are represented by `Systems` and thus are treated on completely equal footing with the core functionality.
-There are three main parts that need to be implemented for a `Strategy` to be used: the `Systems`, the `Overseer.update` functions, and the `Overseer.requested_components` function.
-This latter one will be used to determine which [`Indicator`](@ref Indicators) systems need to be running on the [`TickerLedgers`](@ref TickerLedger) in order to produce
-the [`Indicators`](@ref Indicators) that are used by the `Strategy`.
-The `update` function of a `Strategy` `System` is ran periodically after the `update` functions for the other `Systems` that make the rest of the [`Trader`](@ref) tick.
+```@docs
+Strategy
+```
+There are three main parts that need to be implemented for a [`Strategy`](@ref) to be used:
+- a `System`
+- the `Overseer.update` function
+- the `Overseer.requested_components` function
+
+This latter one will be used to determine which [`Indicator`](@ref Indicators) systems need to be executed on the data inside each [`TickerLedger`](@ref) in order to produce
+the [`Indicators`](@ref Indicators) that are used by the [`Strategy`](@ref).
 
 ## Strategy Definition
 As an example we will implement a very simple slow/fast moving average strategy, i.e. `SlowFast`.
 The goal is that we can later use it in our [`Trader`](@ref) in to following way:
 
 ```julia
-trader = Trader(broker; strategies = [Strategy(:slowfast, [SlowFast()], tickers=["stock1", "stock2"])])
+trader = Trader(broker; strategies = [Strategy(:slowfast, [SlowFast()], tickers=["stock1"])])
 ```
 
 We begin by defining the `SlowFast` `System` and the components that it requests to be present in [`TickerLedgers`](@ref TickerLedger).
@@ -146,6 +151,5 @@ See [`Slow Fast Strategy`](@ref slow_fast_id) for a full runnable version of thi
 ## References
 ```@docs
 Trading.relative
-Trading.Strategy
 NewEntitiesIterator
 ```

src/Components/core.jl

@@ -127,7 +127,17 @@ end
 TimeStamp(args...) = TimeStamp(current_time(args...))
 
 """
-A `Stage` with a set of `Systems` that execute a strategy.
+    Strategy(name::Symbol, systems::Vector{System}; only_day = false, tickers = String[])
+
+A strategy embodies a set of `Systems` that will run periodically, where each of the `Systems` should have a defined
+`update(s::System, trader, ticker_ledgers)` function, with `ticker_ledgers` being the [`TickerLedgers`](@ref TickerLedger)
+associated with each of the `tickers` that the strategy should be applied on.
+
+!!! note
+
+   The last [`TickerLedger`](@ref) in `ticker_ledgers` is a "combined" ledger which can store data shared between all `tickers` for this strategy.
+
+`only_day`: whether this strategy should only run during a trading day
 """
 @component Base.@kwdef struct Strategy
     stage::Stage

src/Components/indicators.jl

@@ -1,7 +1,7 @@
 """
     MovingStdDev{horizon, T}
 
-The moving standard deviation of a value over timeframe of `horizon`.
+The moving standard deviation of a value over a sliding window of `horizon`.
 """
 @component struct MovingStdDev{horizon,T}
     σ::T
@@ -12,7 +12,7 @@ Base.eltype(::Type{MovingStdDev{x,T}}) where {x,T} = T
 """
     SMA{horizon, T}
 
-The simple moving average of a value over a timeframe of `horizon`.
+The simple moving average of a value over a sliding window of `horizon`.
 """
 @component struct SMA{horizon,T}
     sma::T
@@ -23,7 +23,7 @@ Base.eltype(::Type{SMA{x,T}}) where {x,T} = T
 """
     EMA{horizon, T}
 
-The exponential moving average of a value over timeframe of `horizon`.
+The exponential moving average of a value over a sliding window of `horizon`.
 """
 @component struct EMA{horizon,T}
     ema::T
@@ -34,7 +34,7 @@ Base.eltype(::Type{EMA{x,T}}) where {x,T} = T
 """
     Bollinger{horizon, T}
 
-The up and down Bollinger bands for a value, over a timeframe of `horizon`.
+The up and down Bollinger bands for a value, over a sliding window of `horizon`.
 """
 @component struct Bollinger{horizon,T}
     up::T