Class EmaCrossStrategy

java.lang.Object

com.quantfinlib.backtest.strategies.EmaCrossStrategy

All Implemented Interfaces:

TradingStrategy

public final class EmaCrossStrategy
extends Object
implements TradingStrategy

EMA crossover: buy when the fast EMA crosses above the slow EMA, sell on the reverse cross.

Constructor Summary

Constructors

Constructor	Description
EmaCrossStrategy(int fastPeriod, int slowPeriod)

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

EmaCrossStrategy

public EmaCrossStrategy(int fastPeriod,
 int slowPeriod)

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