Class StrategyBase

Method Details

• setTradeControllers

  public void setTradeControllers​(String mainExecutionName, Trader[] tradeControllers)

  Sets the trade controllers.

  Parameters:

  mainExecutionName - the main execution name

  tradeControllers - the trade controllers

• updateTradeControllers

  public void updateTradeControllers()

  Update trade controllers.

• callOnInit

  public abstract void callOnInit​(com.strategyquant.tradinglib.engine.TradingSetup tradingSetup) throws Exception

  Call on init.

  Parameters:

  tradingSetup - the trading setup

  Throws:

  Exception - the exception

• callOnInit

  public void callOnInit() throws Exception

  Call on init.

  Parameters:

  tradingSetup - the trading setup

  Throws:

  Exception - the exception

• getEventType

  public int getEventType()

  gets the event type that will be handled by this Strategy.onBarUpdate() The onBarUpdate method will be called only for the specified event type.

  Returns:

  the event type

• Initialize

  public abstract void Initialize() throws Exception

  Initialize.

  Throws:

  Exception - the exception

• OnBarUpdate

  public abstract void OnBarUpdate() throws Exception

  On bar update.

  Throws:

  Exception - the exception

• Deinitialize

  public void Deinitialize() throws Exception

  Deinitialize.

  Throws:

  Exception - the exception

• OnEvent

  public void OnEvent​(com.strategyquant.tradinglib.event.ITradingEvent event) throws Exception

  On event.

  Parameters:

  event - the event

  Throws:

  Exception - the exception

• clone

  public StrategyBase clone() throws CloneNotSupportedException

  Clone.

  Returns:

  the strategy base

  Throws:

  CloneNotSupportedException - the clone not supported exception

• hasTrader

  public boolean hasTrader​(String connectionName)

  Checks for trader.

  Parameters:

  connectionName - the connection name

  Returns:

  true, if successful

• Trader

  public Trader Trader​(String connectionName)

  Trader.

  Parameters:

  connectionName - the connection name

  Returns:

  the trader

• getStrategyName

  public String getStrategyName()

  returns name of this strategy. By default it returns name of the class.

  Returns:

  the strategy name

• setStrategyName

  public void setStrategyName​(String strategyName)

  Sets the strategy name.

  Parameters:

  strategyName - the new strategy name

• setSetupName

  public void setSetupName​(String setupName)

  Sets the setup name.

  Parameters:

  setupName - the new setup name

• getSetupName

  public String getSetupName()

  Gets the setup name.

  Returns:

  the setup name

• addTrader

  public void addTrader​(String name, Trader trader)

  Adds the trader.

  Parameters:

  name - the name

  trader - the trader

• setSettings

  public void setSettings​(SettingsMap settings)

  Sets the settings.

  Parameters:

  settings - the new settings

• getSettings

  public SettingsMap getSettings()

  Gets the settings.

  Returns:

  the settings

• newInstance

  public StrategyBase newInstance() throws NoSuchMethodException, SecurityException

  New instance.

  Returns:

  the strategy base

  Throws:

  NoSuchMethodException - the no such method exception

  SecurityException - the security exception

• variables

  public Variables variables()

  returns an array of variables in this strategy.

  Returns:

  the variables

• destroyHistoryTrades

  public void destroyHistoryTrades()

  this method must be called only after the data were received by BacktestEngine.

• getIndicatorsCache

  public com.strategyquant.tradinglib.indicator.IndicatorsCache getIndicatorsCache()

  Gets the indicators cache.

  Returns:

  the indicators cache

• convertPipsToRealPrice

  public double convertPipsToRealPrice​(String symbol, double value) throws TradingException

  Convert pips to real price.

  Parameters:

  symbol - the symbol

  value - the value

  Returns:

  the double

  Throws:

  TradingException - the trading exception

• convertRealPriceToPips

  public double convertRealPriceToPips​(String symbol, double value) throws TradingException

  Convert real price to pips.

  Parameters:

  symbol - the symbol

  value - the value

  Returns:

  the double

  Throws:

  TradingException - the trading exception

• getStrategyXml

  public org.jdom2.Element getStrategyXml()

  Gets the strategy xml.

  Returns:

  the strategy xml

• setTradingOptions

  public void setTradingOptions​(ArrayList<TradingOption> tradingOptions)

  Sets the trading options.

  Parameters:

  tradingOptions - the new trading options

• callOptionsOnTick

  public void callOptionsOnTick​(TickEvent tickEvent) throws Exception

  Call options on tick.

  Parameters:

  tickEvent - the tick event

  Throws:

  Exception - the exception

• wasUsed

  public boolean wasUsed()

  Was used.

  Returns:

  true, if successful

• checkBadStrategy

  public void checkBadStrategy() throws BadStrategyException, TradingException

  Check bad strategy.

  Throws:

  BadStrategyException - the bad strategy exception

  TradingException - the trading exception

• init

  public static void init() throws Exception

  Inits the.

  Throws:

  Exception - the exception

• reload

  public static void reload() throws Exception

  Throws:

  Exception

• transformToVariables

  public void transformToVariables​(boolean symmetric) throws Exception

  Transform to variables.

  Parameters:

  symmetric - the symmetric

  Throws:

  Exception - the exception

• transformToVariables

  public void transformToVariables​(boolean symmetric, ValuesMap parameterTypes) throws Exception

  Transform to variables.

  Parameters:

  symmetric - the symmetric

  parameterTypes - the parameter types

  Throws:

  Exception - the exception

• transformToNumbers

  public void transformToNumbers() throws Exception

  Transform to numbers.

  Throws:

  Exception - the exception

• createXmlStrategy

  public static StrategyBase createXmlStrategy​(org.jdom2.Element elStrategy) throws Exception

  Creates the xml strategy.

  Parameters:

  elStrategy - the el strategy

  Returns:

  the strategy base

  Throws:

  Exception - the exception

• createXmlStrategy

  public static StrategyBase createXmlStrategy​(org.jdom2.Element elStrategy, String strategyName) throws Exception

  Creates the xml strategy.

  Parameters:

  elStrategy - the el strategy

  strategyName - the strategy name

  Returns:

  the strategy base

  Throws:

  Exception - the exception

• createStrategyVariation

  public static com.strategyquant.tradinglib.optimization.StrategyParamData createStrategyVariation​(StrategyBase strategy, com.strategyquant.tradinglib.optimization.OptimizationSettings optimizationSettings, short[] indexes) throws Exception

  Creates the strategy variation.

  Parameters:

  strategy - the strategy

  optimizationSettings - the optimization settings

  indexes - the indexes

  Returns:

  the strategy param data

  Throws:

  Exception - the exception

• isSymmetryEnabled

  public boolean isSymmetryEnabled()

  Checks if is symmetry enabled.

  Returns:

  true, if is symmetry enabled

• createIndicatorsObj

  public static com.strategyquant.tradinglib.indicator.IndicatorsObj createIndicatorsObj​(int engine) throws Exception

  Creates the indicators obj.

  Parameters:

  engine - the engine

  Returns:

  the indicators obj

  Throws:

  Exception - the exception

• getStrategyProblems

  public int getStrategyProblems()

  Gets the strategy problems.

  Returns:

  the strategy problems

• setStrategyProblem

  public void setStrategyProblem​(int reason)

  Sets the strategy problems.

• updateJobProgress

  public void updateJobProgress() throws TradingException

  Update job progress.

  Throws:

  TradingException - the trading exception

• getGlobalMMMethod

  public MoneyManagementMethod getGlobalMMMethod()

  Gets the global MM method.

  Returns:

  the global MM method

• setGlobalMMMethod

  public void setGlobalMMMethod​(MoneyManagementMethod moneyManagementMethod)

  Sets the global MM method.

  Parameters:

  moneyManagementMethod - the new global MM method

• hasOnTickRule

  public boolean hasOnTickRule()

  Checks for on tick rule.

  Returns:

  true, if successful

• hasDailyDataBlock

  public boolean hasDailyDataBlock()

  Checks for daily data block.

  Returns:

  true, if successful

• hasWeeklyDataBlock

  public boolean hasWeeklyDataBlock()

  Checks for weekly data block.

  Returns:

  true, if successful

• hasMonthlyDataBlock

  public boolean hasMonthlyDataBlock()

  Checks for monthly data block.

  Returns:

  true, if successful

• getStrategy

  public static StrategyBase getStrategy​(SettingsMap settings) throws TradingException

  Gets the strategy.

  Parameters:

  settings - the settings

  Returns:

  the strategy

  Throws:

  TradingException - the trading exception

• getApplyExitsAtTheEndOfRule

  public boolean getApplyExitsAtTheEndOfRule()

  Gets the apply exits at the end of rule.

  Returns:

  the apply exits at the end of rule

• getEngine

  public int getEngine()

  Gets the engine.

  Returns:

  the engine

• isTradestationEngine

  public boolean isTradestationEngine()

  Gets the engine.

  Returns:

  the engine

• callExitEOD

  public void callExitEOD​(TickEvent tickEvent) throws Exception

  Call exit EOD.

  Parameters:

  tickEvent - the tick event

  Throws:

  Exception - the exception

• customBlocksMapAdd

  public void customBlocksMapAdd​(org.jdom2.Element elCBItem)

  Custom blocks map add.

  Parameters:

  elCBItem - the el CB item

• customBlocksMapGet

  public org.jdom2.Element customBlocksMapGet​(String key)

  Custom blocks map get.

  Parameters:

  key - the key

  Returns:

  the element

• addBlocksToXML

  public void addBlocksToXML​(org.jdom2.Element elCustomBlocks)

  Adds the blocks to XML.

  Parameters:

  elCustomBlocks - the el custom blocks

• setATM

  public void setATM​(ATM atm) throws Exception

  Throws:

  Exception

• getATM

  public ATM getATM()

• getATRValue

  public abstract double getATRValue​(ChartData chartData, int atrPeriod, int shift) throws TradingException

  Throws:

  TradingException

• getInitialBalance

  public double getInitialBalance()

• getAccountBalance

  public double getAccountBalance()

  Gets the account balance.

  Returns:

  the account balance

• getAccountEquity

  public double getAccountEquity()

  Gets the account equity.

  Returns:

  the account equity

• isStockpicker

  public boolean isStockpicker()

  Stockpicker, check if Stockpicker

  Returns:

  true if Stockpicker, otherwise false

• evaluateEntryExit

  public void evaluateEntryExit​(byte triggeredAt) throws Exception

  Stockpicker, evaluates entry/exit signals.

  Throws:

  Exception

• getStockpickerOptions

  public com.strategyquant.tradinglib.options.parameters.StockpickerOptions getStockpickerOptions()

  Stockpicker, returns settings from Trading options tab.

• getAmbiguousTrades

  public int getAmbiguousTrades()

• getTradingOptions

  public TradingOption[] getTradingOptions()