Uses of Interface
com.quantfinlib.backtest.TradingStrategy

Packages that use TradingStrategy

Package	Description
com.quantfinlib.backtest	Bar-based backtesting engines, execution models and performance analytics.
com.quantfinlib.backtest.validation	Validation tools that test a backtest for overfitting.

Uses of TradingStrategy in com.quantfinlib.backtest

Methods in com.quantfinlib.backtest with parameters of type TradingStrategy

Modifier and Type	Method	Description
static BacktestResult	Backtester.run(TradingStrategy strategy, BarSeries series, BacktestConfig config)
static BacktestResult	Backtester.run(TradingStrategy strategy, BarSeries series, BacktestConfig config, int tradeFrom)	Variant with a warm-up prefix: indicators are initialised over the whole series, but no signal is acted on (and no equity recorded) before tradeFrom.
static ExecutionAwareResult	ExecutionAwareBacktester.run(TradingStrategy strategy, BarSeries series, BacktestConfig config, ExecutionModel model)
static Backtester.Segment	Backtester.runSegment(TradingStrategy strategy, BarSeries series, BacktestConfig config, int tradeFrom, Backtester.State start, int indexOffset, boolean liquidateAtEnd)	Runs bars [tradeFrom, n) of series starting from start.
static BacktestResult	Backtester.runWholeLots(TradingStrategy strategy, BarSeries series, BacktestConfig config, double lotSize)	As Backtester.run(TradingStrategy, BarSeries, BacktestConfig) but entries buy a whole number of lots instead of investing all cash.

Uses of TradingStrategy in com.quantfinlib.backtest.validation

Methods in com.quantfinlib.backtest.validation that return TradingStrategy

Modifier and Type	Method	Description
TradingStrategy	StrategyFactory.create(Map<String,Double> params)