Class SmaCrossStrategy

java.lang.Object

com.quantfinlib.backtest.strategies.SmaCrossStrategy

All Implemented Interfaces:

TradingStrategy

public final class SmaCrossStrategy
extends Object
implements TradingStrategy

Golden/death cross: buy when the fast SMA crosses above the slow SMA, sell on the reverse cross.

Constructor Summary

Constructors

Constructor	Description
SmaCrossStrategy(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

SmaCrossStrategy

public SmaCrossStrategy(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