Uses of Interface
com.quantfinlib.dsl.Rule

Packages that use Rule

Package	Description
com.quantfinlib.dsl	Strategy Builder DSL: compose Rules (built via Rules factories over indicator arrays, with and/or/not combinators) into a backtestable strategy through StrategyBuilder — entry/exit rules, stop loss and take profit in a fluent chain.

Uses of Rule in com.quantfinlib.dsl

Methods in com.quantfinlib.dsl that return Rule

Modifier and Type	Method	Description
static Rule	Rules.above(double[] a, double[] b)
static Rule	Rules.aboveValue(double[] a, double level)
default Rule	Rule.and(Rule other)
static Rule	Rules.below(double[] a, double[] b)
static Rule	Rules.belowValue(double[] a, double level)
static Rule	Rules.crossAbove(double[] a, double[] b)	a crossed above b on this bar.
static Rule	Rules.crossAboveValue(double[] a, double level)	a crossed above a constant level on this bar.
static Rule	Rules.crossBelow(double[] a, double[] b)	a crossed below b on this bar.
static Rule	Rules.crossBelowValue(double[] a, double level)	a crossed below a constant level on this bar.
static Rule	Rules.falling(double[] a, int bars)	a has fallen on each of the last bars bars.
default Rule	Rule.not()
default Rule	Rule.or(Rule other)
static Rule	Rules.rising(double[] a, int bars)	a has risen on each of the last bars bars.

Methods in com.quantfinlib.dsl with parameters of type Rule

Modifier and Type	Method	Description
default Rule	Rule.and(Rule other)
StrategyBuilder	StrategyBuilder.enterWhen(Rule rule)
StrategyBuilder	StrategyBuilder.exitWhen(Rule rule)
default Rule	Rule.or(Rule other)