Class StrategyBuilder

java.lang.Object

com.quantfinlib.dsl.StrategyBuilder

public final class StrategyBuilder
extends Object

Strategy Builder DSL: compose entry/exit rules, stop loss and take profit into a backtestable strategy with a fluent API.

 double[] close = series.closes();
 double[] fast = Indicators.ema(close, 12);
 double[] slow = Indicators.ema(close, 26);

 BacktestResult result = StrategyBuilder.named("EMA momentum")
         .enterWhen(Rules.crossAbove(fast, slow))
         .exitWhen(Rules.crossBelow(fast, slow))
         .withStopLoss(0.03)
         .withTakeProfit(0.08)
         .build()
         .backtest(series, 100_000);
 

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static final class	StrategyBuilder.DslStrategy	A rule-based strategy produced by the builder.

Method Summary

Modifier and Type	Method	Description
StrategyBuilder.DslStrategy	build()
StrategyBuilder	enterWhen(Rule rule)
StrategyBuilder	exitWhen(Rule rule)
static StrategyBuilder	named(String name)
StrategyBuilder	withStopLoss(double pct)	Per-trade stop loss as a fraction of the entry price (0.03 = 3%).
StrategyBuilder	withTakeProfit(double pct)	Per-trade take profit as a fraction of the entry price (0.08 = 8%).

Methods inherited from class java.lang.Object

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

Method Details

named

public static StrategyBuilder named(String name)

enterWhen

public StrategyBuilder enterWhen(Rule rule)

exitWhen

public StrategyBuilder exitWhen(Rule rule)

withStopLoss

public StrategyBuilder withStopLoss(double pct)

Per-trade stop loss as a fraction of the entry price (0.03 = 3%).

withTakeProfit

public StrategyBuilder withTakeProfit(double pct)

Per-trade take profit as a fraction of the entry price (0.08 = 8%).

build

public StrategyBuilder.DslStrategy build()