Class BollingerBandsStrategy

java.lang.Object

com.quantfinlib.backtest.strategies.BollingerBandsStrategy

All Implemented Interfaces:

TradingStrategy

public final class BollingerBandsStrategy
extends Object
implements TradingStrategy

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.

Constructor Summary

Constructors

Constructor	Description
BollingerBandsStrategy()
BollingerBandsStrategy(int period, double k)

Method Summary

Modifier and Type	Method	Description
void	init(BarSeries series)
String	name()
Signal	onBar(int i)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface com.quantfinlib.backtest.TradingStrategy

stopLossPct, takeProfitPct

Constructor Details

BollingerBandsStrategy

public BollingerBandsStrategy(int period,
 double k)

BollingerBandsStrategy

public BollingerBandsStrategy()

Method Details

name

public String name()

Specified by:

name in interface TradingStrategy

init

public void init(BarSeries series)

Specified by:

init in interface TradingStrategy

onBar

public Signal onBar(int i)

Specified by:

onBar in interface TradingStrategy