Smart Rebalance Strategy

The smart rebalance strategy is a holding kind of strategy that works like the following:
The user chooses a certain number of pairs, an initial capital and a rebalance timeframe.
The capital is split equally between each pair. (ex. for 2 pairs: 50% on each).
On each rebalance timeframe (on the bar it happens), pairs balance who grew bigger than 50% will be redistributed to other pairs, making sure that after the transaction, the total capital is once again split equally through all pairs. This means selling pairs whose price went higher than the others, and buying those who dropped. In other words, selling high and buying low.

The inital capital corresponds to the quote currency of all pairs, so each pair must have the same quote currency. (ex: USDT or BTC markets)

On each interval, the strategy will send orders for each pair saying whether to buy or to sell, and the quantity.

Goal of the strategy is to grow your initial capital while splitting it through several pairs and keeping the pairs repartition unchanged.