SQStrategy

java.lang.Object
- com.strategyquant.lib.utils.FlexibleSettings
- - com.strategyquant.lib.results.SQStrategy

Direct Known Subclasses:

SQStandardStrategy
```
public class SQStrategy
extends FlexibleSettings
```
The Class SQStrategy.

Field Summary

Fields
Modifier and Type Field and Description

com.strategyquant.futurelib.backtester.DataDefinition DataDef
The Data def.

static org.slf4j.Logger Log
The Constant Log.
- Fields inherited from class com.strategyquant.lib.utils.FlexibleSettings
  BYTE_MISSING, DOUBLE_MISSING, FLOAT_MISSING, INT_MISSING, LONG_MISSING

Fields
Modifier and Type	Field and Description
`com.strategyquant.futurelib.backtester.DataDefinition`	`DataDef` The Data def.
`static org.slf4j.Logger`	`Log` The Constant Log.

Constructor Summary

Constructors
Constructor and Description

SQStrategy(java.lang.String name)
Instantiates a new SQ strategy.

Constructors
Constructor and Description
`SQStrategy(java.lang.String name)` Instantiates a new SQ strategy.

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`void`	`applySettings(SQSettings settings)` Apply settings.
`int`	`BarsSinceEntry()` Bars since entry.
`double`	`Close(int index)` Close.
`double`	`CloseD(int index)` Close d.
`void`	`deinit()` Deinit.
`void`	`EnterLongAtLimit(double stopPrice)` Enter long at limit.
`void`	`EnterLongAtLimit(double stopPrice, double size)` Enter long at limit.
`void`	`EnterLongAtLimit(java.lang.String symbol, java.lang.String signalName, double stopPrice, double size)` Enter long at limit.
`void`	`EnterLongAtMarket()` Enter long at market.
`void`	`EnterLongAtMarket(double size)` Enter long at market.
`void`	`EnterLongAtStop(double stopPrice)` Enter long at stop.
`void`	`EnterLongAtStop(double stopPrice, double size)` Enter long at stop.
`void`	`EnterLongAtStop(java.lang.String symbol, java.lang.String signalName, double stopPrice, double size)` Enter long at stop.
`void`	`EnterShortAtLimit(double stopPrice)` Enter short at limit.
`void`	`EnterShortAtLimit(double stopPrice, double size)` Enter short at limit.
`void`	`EnterShortAtLimit(java.lang.String symbol, java.lang.String signalName, double stopPrice, double size)` Enter short at limit.
`void`	`EnterShortAtMarket()` Enter short at market.
`void`	`EnterShortAtMarket(double size)` Enter short at market.
`void`	`EnterShortAtStop(double stopPrice)` Enter short at stop.
`void`	`EnterShortAtStop(double stopPrice, double size)` Enter short at stop.
`void`	`EnterShortAtStop(java.lang.String symbol, java.lang.String signalName, double stopPrice, double size)` Enter short at stop.
`double`	`EntryPrice()` returns real entry price of the last opened order.
`void`	`ExitLong()` Exit long.
`void`	`ExitLongLimit(double priceLevel, java.lang.String signalName)` Exit long limit.
`void`	`ExitLongStop(double priceLevel, java.lang.String signalName)` Exit long stop.
`void`	`ExitShort()` Exit short.
`void`	`ExitShortLimit(double priceLevel, java.lang.String signalName)` Exit short limit.
`void`	`ExitShortStop(double priceLevel, java.lang.String signalName)` Exit short stop.
`void`	`finishTest()` Finish test.
`SQSettings`	`getSettings()` Gets the settings.
`java.lang.String`	`getStrategyName()` Gets the strategy name.
`java.util.ArrayList<java.lang.String>`	`getTradedSymbols()` Gets the traded symbols.
`SQOrderList`	`getTradesHistory()` Gets the trades history.
`void`	`init()` Inits the.
`void`	`initDataDef()` Inits the data def.
`int`	`MarketPosition()` Market position.
`void`	`onBarUpdate()` called when bar is updated (new tick or bar close arrives) .
`double`	`Open(int index)` Open.
`void`	`performOnBarUpdate()` prepares the indexes and calls onBarUpdate().
`void`	`precomputeBlocks(com.strategyquant.futurelib.backtester.DataSeries dataSeries)` Precompute blocks.
`java.lang.String`	`print()` Prints the.
`void`	`setTradeHandler(com.strategyquant.futurelib.backtester.TradeHandler tradeHandler)` Sets the trade handler.
`void`	`setTradingEngine(com.strategyquant.futurelib.engine.trading.TradingEngine tradingEngine)` Sets the trading engine.
`double`	`SubdataClose(int dataIndex, int index)` Subdata close.
`double`	`SubdataOpen(int dataIndex, int index)` Subdata open.
`long`	`SubdataTime(int dataIndex, int index)` Subdata time.
`com.strategyquant.futurelib.backtester.SymbolInfo`	`SymbolInfo()` Symbol info.
`long`	`Time(int index)` Time.

Methods inherited from class com.strategyquant.lib.utils.FlexibleSettings
clearAll, clone, contains, get, get, getAll, getAllKeys, getBoolean, getBoolean, getByte, getByte, getDouble, getDouble, getFloat, getFloat, getInt, getInt, getLong, getLong, getString, getString, hetKeyType, remove, set, set, setAll

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Field Detail
  - Log
```
public static final org.slf4j.Logger Log
```
    The Constant Log.
  - DataDef
```
public com.strategyquant.futurelib.backtester.DataDefinition DataDef
```
    The Data def.
- Constructor Detail
  - SQStrategy
```
public SQStrategy(java.lang.String name)
```
    Instantiates a new SQ strategy.
    
    Parameters:
    
    name - the name
- Method Detail
  - applySettings
```
public void applySettings(SQSettings settings)
```
    Apply settings.
    
    Parameters:
    
    settings - the settings
  - getSettings
```
public SQSettings getSettings()
```
    Gets the settings.
    
    Returns:
    
    the settings
  - onBarUpdate
```
public void onBarUpdate()
```
    called when bar is updated (new tick or bar close arrives) .
  - init
```
public void init()
```
    Inits the.
  - initDataDef
```
public void initDataDef()
```
    Inits the data def.
  - deinit
```
public void deinit()
```
    Deinit.
  - EnterLongAtMarket
```
public void EnterLongAtMarket()
```
    Enter long at market.
  - EnterLongAtMarket
```
public void EnterLongAtMarket(double size)
```
    Enter long at market.
    
    Parameters:
    
    size - the size
  - EnterShortAtMarket
```
public void EnterShortAtMarket()
```
    Enter short at market.
  - EnterShortAtMarket
```
public void EnterShortAtMarket(double size)
```
    Enter short at market.
    
    Parameters:
    
    size - the size
  - ExitLong
```
public void ExitLong()
```
    Exit long.
  - ExitShort
```
public void ExitShort()
```
    Exit short.
  - EnterLongAtStop
```
public void EnterLongAtStop(double stopPrice)
```
    Enter long at stop.
    
    Parameters:
    
    stopPrice - the stop price
  - EnterLongAtStop
```
public void EnterLongAtStop(double stopPrice,
                            double size)
```
    Enter long at stop.
    
    Parameters:
    
    stopPrice - the stop price
    
    size - the size
  - EnterLongAtStop
```
public void EnterLongAtStop(java.lang.String symbol,
                            java.lang.String signalName,
                            double stopPrice,
                            double size)
```
    Enter long at stop.
    
    Parameters:
    
    symbol - the symbol
    
    signalName - the signal name
    
    stopPrice - the stop price
    
    size - the size
  - EnterShortAtStop
```
public void EnterShortAtStop(double stopPrice)
```
    Enter short at stop.
    
    Parameters:
    
    stopPrice - the stop price
  - EnterShortAtStop
```
public void EnterShortAtStop(double stopPrice,
                             double size)
```
    Enter short at stop.
    
    Parameters:
    
    stopPrice - the stop price
    
    size - the size
  - EnterShortAtStop
```
public void EnterShortAtStop(java.lang.String symbol,
                             java.lang.String signalName,
                             double stopPrice,
                             double size)
```
    Enter short at stop.
    
    Parameters:
    
    symbol - the symbol
    
    signalName - the signal name
    
    stopPrice - the stop price
    
    size - the size
  - EnterLongAtLimit
```
public void EnterLongAtLimit(double stopPrice)
```
    Enter long at limit.
    
    Parameters:
    
    stopPrice - the stop price
  - EnterLongAtLimit
```
public void EnterLongAtLimit(double stopPrice,
                             double size)
```
    Enter long at limit.
    
    Parameters:
    
    stopPrice - the stop price
    
    size - the size
  - EnterLongAtLimit
```
public void EnterLongAtLimit(java.lang.String symbol,
                             java.lang.String signalName,
                             double stopPrice,
                             double size)
```
    Enter long at limit.
    
    Parameters:
    
    symbol - the symbol
    
    signalName - the signal name
    
    stopPrice - the stop price
    
    size - the size
  - EnterShortAtLimit
```
public void EnterShortAtLimit(double stopPrice)
```
    Enter short at limit.
    
    Parameters:
    
    stopPrice - the stop price
  - EnterShortAtLimit
```
public void EnterShortAtLimit(double stopPrice,
                              double size)
```
    Enter short at limit.
    
    Parameters:
    
    stopPrice - the stop price
    
    size - the size
  - EnterShortAtLimit
```
public void EnterShortAtLimit(java.lang.String symbol,
                              java.lang.String signalName,
                              double stopPrice,
                              double size)
```
    Enter short at limit.
    
    Parameters:
    
    symbol - the symbol
    
    signalName - the signal name
    
    stopPrice - the stop price
    
    size - the size
  - MarketPosition
```
public int MarketPosition()
```
    Market position.
    
    Returns:
    
    the int
  - BarsSinceEntry
```
public int BarsSinceEntry()
```
    Bars since entry.
    
    Returns:
    
    the int
  - Time
```
public long Time(int index)
```
    Time.
    
    Parameters:
    
    index - the index
    
    Returns:
    
    the long
  - SubdataTime
```
public long SubdataTime(int dataIndex,
                        int index)
```
    Subdata time.
    
    Parameters:
    
    dataIndex - the data index
    
    index - the index
    
    Returns:
    
    the long
  - Open
```
public double Open(int index)
```
    Open.
    
    Parameters:
    
    index - the index
    
    Returns:
    
    the double
  - SubdataOpen
```
public double SubdataOpen(int dataIndex,
                          int index)
```
    Subdata open.
    
    Parameters:
    
    dataIndex - the data index
    
    index - the index
    
    Returns:
    
    the double
  - Close
```
public double Close(int index)
```
    Close.
    
    Parameters:
    
    index - the index
    
    Returns:
    
    the double
  - CloseD
```
public double CloseD(int index)
```
    Close d.
    
    Parameters:
    
    index - the index
    
    Returns:
    
    the double
  - SubdataClose
```
public double SubdataClose(int dataIndex,
                           int index)
```
    Subdata close.
    
    Parameters:
    
    dataIndex - the data index
    
    index - the index
    
    Returns:
    
    the double
  - getTradesHistory
```
public SQOrderList getTradesHistory()
                             throws java.lang.Exception
```
    Gets the trades history.
    
    Returns:
    
    the trades history
    
    Throws:
    
    java.lang.Exception - the exception
  - getTradedSymbols
```
public java.util.ArrayList<java.lang.String> getTradedSymbols()
```
    Gets the traded symbols.
    
    Returns:
    
    the traded symbols
  - getStrategyName
```
public java.lang.String getStrategyName()
```
    Gets the strategy name.
    
    Returns:
    
    the strategy name
  - setTradeHandler
```
public void setTradeHandler(com.strategyquant.futurelib.backtester.TradeHandler tradeHandler)
```
    Sets the trade handler.
    
    Parameters:
    
    tradeHandler - the new trade handler
  - performOnBarUpdate
```
public void performOnBarUpdate()
                        throws java.lang.Exception
```
    prepares the indexes and calls onBarUpdate().
    
    Throws:
    
    java.lang.Exception - the exception
  - finishTest
```
public void finishTest()
                throws java.lang.Exception
```
    Finish test.
    
    Throws:
    
    java.lang.Exception - the exception
  - precomputeBlocks
```
public void precomputeBlocks(com.strategyquant.futurelib.backtester.DataSeries dataSeries)
```
    Precompute blocks.
    
    Parameters:
    
    dataSeries - the data series
  - EntryPrice
```
public double EntryPrice()
```
    returns real entry price of the last opened order.
    
    Returns:
    
    the double
  - ExitLongStop
```
public void ExitLongStop(double priceLevel,
                         java.lang.String signalName)
```
    Exit long stop.
    
    Parameters:
    
    priceLevel - the price level
    
    signalName - the signal name
  - ExitLongLimit
```
public void ExitLongLimit(double priceLevel,
                          java.lang.String signalName)
```
    Exit long limit.
    
    Parameters:
    
    priceLevel - the price level
    
    signalName - the signal name
  - ExitShortStop
```
public void ExitShortStop(double priceLevel,
                          java.lang.String signalName)
```
    Exit short stop.
    
    Parameters:
    
    priceLevel - the price level
    
    signalName - the signal name
  - ExitShortLimit
```
public void ExitShortLimit(double priceLevel,
                           java.lang.String signalName)
```
    Exit short limit.
    
    Parameters:
    
    priceLevel - the price level
    
    signalName - the signal name
  - print
```
public java.lang.String print()
```
    Prints the.
    
    Returns:
    
    the string
  - setTradingEngine
```
public void setTradingEngine(com.strategyquant.futurelib.engine.trading.TradingEngine tradingEngine)
```
    Sets the trading engine.
    
    Parameters:
    
    tradingEngine - the new trading engine
  - SymbolInfo
```
public com.strategyquant.futurelib.backtester.SymbolInfo SymbolInfo()
```
    Symbol info.
    
    Returns:
    
    the symbol info

Class SQStrategy

Field Summary

Fields inherited from class com.strategyquant.lib.utils.FlexibleSettings

Constructor Summary

Method Summary

Methods inherited from class com.strategyquant.lib.utils.FlexibleSettings

Methods inherited from class java.lang.Object

Field Detail

Log

DataDef

Constructor Detail

SQStrategy

Method Detail

applySettings

getSettings

onBarUpdate

init

initDataDef

deinit

EnterLongAtMarket

EnterLongAtMarket

EnterShortAtMarket

EnterShortAtMarket

ExitLong

ExitShort

EnterLongAtStop

EnterLongAtStop

EnterLongAtStop

EnterShortAtStop

EnterShortAtStop

EnterShortAtStop

EnterLongAtLimit

EnterLongAtLimit

EnterLongAtLimit

EnterShortAtLimit

EnterShortAtLimit

EnterShortAtLimit

MarketPosition

BarsSinceEntry

Time

SubdataTime

Open

SubdataOpen

Close

CloseD

SubdataClose

getTradesHistory

getTradedSymbols

getStrategyName

setTradeHandler

performOnBarUpdate

finishTest

precomputeBlocks

EntryPrice

ExitLongStop

ExitLongLimit

ExitShortStop

ExitShortLimit

print

setTradingEngine

SymbolInfo