Uses of Interface
com.quantfinlib.backtest.TradingStrategy

Packages that use TradingStrategy

Package	Description
com.quantfinlib.backtest	Bar-based backtesting.
com.quantfinlib.backtest.strategies	Built-in TradingStrategy implementations: SMA/EMA crossovers, RSI mean reversion, MACD signal-line cross, and Bollinger band reversion.
com.quantfinlib.backtest.validation	The defense against overfit backtests: ParameterGrid + GridSearchOptimizer enumerate and rank parameter combinations; WalkForwardAnalyzer optimizes on rolling train windows and evaluates on unseen test windows, stitching out-of-sample equity (capital carries across folds) and reporting the walk-forward efficiency ratio; SharpeValidation applies the Bailey/López de Prado probabilistic and deflated Sharpe — the multiple-testing haircut for grid-picked winners — plus the minimum track record length (how many periods before the record MEANS something, in closed form); BlockBootstrap hands the backtest Sharpe its sampling DISTRIBUTION (stationary Politis-Romano blocks — an iid resample destroys the autocorrelation and understates the uncertainty, the classic route to false confidence): the honest question is whether the 5th percentile is still positive, not whether 1.2 is a good number.
com.quantfinlib.dsl	Strategy Builder DSL: compose Rules (built via Rules factories over indicator arrays, with and/or/not combinators) into a backtestable strategy through StrategyBuilder — entry/exit rules, stop loss and take profit in a fluent chain.

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 initialized 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)

Uses of TradingStrategy in com.quantfinlib.backtest.strategies

Classes in com.quantfinlib.backtest.strategies that implement TradingStrategy

Modifier and Type	Class	Description
final class	BollingerBandsStrategy	Bollinger Band mean reversion: buy when the close dips below the lower band, sell when it recovers to the middle band or stretches above the upper band.
final class	EmaCrossStrategy	EMA crossover: buy when the fast EMA crosses above the slow EMA, sell on the reverse cross.
final class	MacdStrategy	MACD signal-line crossover: buy when MACD crosses above its signal line, sell on the reverse.
final class	RsiStrategy	RSI mean reversion: buy when RSI crosses up through the oversold level, sell when it crosses down through the overbought level.
final class	SmaCrossStrategy	Golden/death cross: buy when the fast SMA crosses above the slow SMA, sell on the reverse cross.

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)

Uses of TradingStrategy in com.quantfinlib.dsl

Classes in com.quantfinlib.dsl that implement TradingStrategy

Modifier and Type	Class	Description
static final class	StrategyBuilder.DslStrategy	A rule-based strategy produced by the builder.