Class StrategyBuilder.DslStrategy

java.lang.Object

com.quantfinlib.dsl.StrategyBuilder.DslStrategy

All Implemented Interfaces:

TradingStrategy

Enclosing class:

StrategyBuilder

public static final class StrategyBuilder.DslStrategy
extends Object
implements TradingStrategy

A rule-based strategy produced by the builder.

Method Summary

Modifier and Type	Method	Description
BacktestResult	backtest(BarSeries series, double initialCapital)	Convenience: run a backtest with default costs and this strategy's risk settings.
BacktestResult	backtest(BarSeries series, BacktestConfig config)
void	init(BarSeries series)
String	name()
Signal	onBar(int index)
double	stopLossPct()	Optional per-trade stop loss as a fraction (0 = disabled).
double	takeProfitPct()	Optional per-trade take profit as a fraction (0 = disabled).

Methods inherited from class java.lang.Object

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

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 index)

Specified by:

onBar in interface TradingStrategy

stopLossPct

public double stopLossPct()

Description copied from interface: TradingStrategy

Optional per-trade stop loss as a fraction (0 = disabled).

Specified by:

stopLossPct in interface TradingStrategy

takeProfitPct

public double takeProfitPct()

Description copied from interface: TradingStrategy

Optional per-trade take profit as a fraction (0 = disabled).

Specified by:

takeProfitPct in interface TradingStrategy

backtest

public BacktestResult backtest(BarSeries series,
 double initialCapital)

Convenience: run a backtest with default costs and this strategy's risk settings.

backtest

public BacktestResult backtest(BarSeries series,
 BacktestConfig config)