Class MacdStrategy

java.lang.Object

com.quantfinlib.backtest.strategies.MacdStrategy

All Implemented Interfaces:

TradingStrategy

public final class MacdStrategy
extends Object
implements TradingStrategy

MACD signal-line crossover: buy when MACD crosses above its signal line, sell on the reverse.

Constructor Summary

Constructors

Constructor	Description
MacdStrategy()
MacdStrategy(int fast, int slow, int signalPeriod)

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

MacdStrategy

public MacdStrategy(int fast,
 int slow,
 int signalPeriod)

MacdStrategy

public MacdStrategy()

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