Package com.strategyquant.tradinglib

Class StrategyBase

java.lang.Object
com.strategyquant.tradinglib.debug.Debugger
com.strategyquant.tradinglib.ChartData
com.strategyquant.tradinglib.StrategyBase
All Implemented Interfaces:
Serializable
public abstract class StrategyBase extends ChartData
The Class StrategyBase.
See Also:
Serialized Form

  • Field Details

    • DefaultLog

      public static final org.slf4j.Logger DefaultLog
      The Constant DefaultLog.

    • UpdatedChart

      public int UpdatedChart
      The Updated chart.

    • MultipleChartsUpdated

      public boolean MultipleChartsUpdated
      The Multiple charts updated.

    • UpdateEventType

      public int UpdateEventType
      The Update event type.

    • Trader

      public Trader Trader
      The Trader.

    • accountBalance

      public double accountBalance

    • accountEquity

      public double accountEquity

    • isAlgoWizard

      public boolean isAlgoWizard

    • Stockpicker

      public com.strategyquant.tradinglib.engine.stockpicker.Stockpicker Stockpicker
      The Stockpicker.

    • Explore

      public com.strategyquant.tradinglib.explore.Explore Explore
      The explore.

  • Constructor Details

    • StrategyBase

      public StrategyBase()
      Instantiates a new strategy base.

  • 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()