com.strategyquant.tradinglib Class Hierarchy

Class Hierarchy

java.lang.Object
- com.strategyquant.tradinglib.AbstractChart
  - com.strategyquant.tradinglib.charts.AbstractXYChart
    - com.strategyquant.tradinglib.BarChart
    - com.strategyquant.tradinglib.ScatterChart
    - com.strategyquant.tradinglib.TimeSeriesAreaChart
    - com.strategyquant.tradinglib.TimeSeriesLineChart
    - com.strategyquant.tradinglib.XYAreaChart
    - com.strategyquant.tradinglib.XYLineChart
  - com.strategyquant.tradinglib.PieChart
  - com.strategyquant.tradinglib.TimeSeriesScatterChart
- java.util.AbstractCollection<E> (implements java.util.Collection<E>)
  - java.util.AbstractList<E> (implements java.util.List<E>)
    - java.util.ArrayList<E> (implements java.lang.Cloneable, java.util.List<E>, java.util.RandomAccess, java.io.Serializable)
      - com.strategyquant.tradinglib.Variables
  - it.unimi.dsi.fastutil.objects.AbstractObjectCollection<K> (implements it.unimi.dsi.fastutil.objects.ObjectCollection<K>)
    - it.unimi.dsi.fastutil.objects.AbstractObjectList<K> (implements it.unimi.dsi.fastutil.objects.ObjectList<K>, it.unimi.dsi.fastutil.Stack<K>)
      - it.unimi.dsi.fastutil.objects.ObjectArrayList<K> (implements java.lang.Cloneable, java.util.RandomAccess, java.io.Serializable)
        
        com.strategyquant.tradinglib.NegatersList
- com.strategyquant.tradinglib.charts.linechart.series.AbstractSeries
  - com.strategyquant.tradinglib.TimeSeries
- com.strategyquant.tradinglib.ATM (implements java.io.Serializable)
- com.strategyquant.tradinglib.ATMExit (implements java.io.Serializable)
- com.strategyquant.tradinglib.BarChart.CategoryValue
- com.strategyquant.tradinglib.Blocks (implements com.strategyquant.lib.snippets.ICustomClasses)
- com.strategyquant.tradinglib.BlockSuperTypes
- com.strategyquant.tradinglib.ChartsConst
- com.strategyquant.tradinglib.ChartSetup (implements com.strategyquant.lib.utils.ISQCloneable<T>, com.strategyquant.lib.settings.IXMLAble, java.io.Serializable)
- com.strategyquant.tradinglib.Colors
- com.strategyquant.tradinglib.CorrelationLib
- com.strategyquant.tradinglib.CustomCellFormat
- com.strategyquant.tradinglib.Databank (implements java.io.Serializable)
- com.strategyquant.tradinglib.DatabankFitness
- com.strategyquant.tradinglib.debug.Debugger
  - com.strategyquant.tradinglib.ChartData (implements java.io.Serializable)
    - com.strategyquant.tradinglib.StrategyBase
  - com.strategyquant.tradinglib.Checker
  - com.strategyquant.tradinglib.CorrelationType (implements com.strategyquant.lib.utils.ISQCloneable<T>)
  - com.strategyquant.tradinglib.CustomAnalysisMethod
  - com.strategyquant.tradinglib.EngineChart
  - com.strategyquant.tradinglib.ExitMethod (implements com.strategyquant.tradinglib.IBlock)
  - com.strategyquant.tradinglib.Negater
  - com.strategyquant.tradinglib.OverviewTemplate
    - com.strategyquant.tradinglib.ReportGenerator
  - com.strategyquant.tradinglib.propertygrid.ParametersTableItemProperties (implements java.io.Serializable)
    - com.strategyquant.tradinglib.propertygrid.ParametersTableItem<T> (implements com.strategyquant.lib.settings.IXMLAble)
      - com.strategyquant.tradinglib.CommissionsMethod
      - com.strategyquant.tradinglib.MoneyManagementMethod (implements com.strategyquant.lib.utils.ISQCloneable<T>)
      - com.strategyquant.tradinglib.MonteCarloManipulation (implements com.strategyquant.lib.utils.ISQCloneable<T>)
      - com.strategyquant.tradinglib.MonteCarloRetest (implements com.strategyquant.lib.utils.ISQCloneable<T>)
      - com.strategyquant.tradinglib.RiskManagementMethod (implements com.strategyquant.lib.utils.ISQCloneable<T>)
      - com.strategyquant.tradinglib.ScalingMethod
      - com.strategyquant.tradinglib.TradingOption (implements com.strategyquant.lib.utils.ISQCloneable<T>)
      - com.strategyquant.tradinglib.WhatIf (implements com.strategyquant.lib.utils.ISQCloneable<T>)
  - com.strategyquant.tradinglib.table.TableColumn
    - com.strategyquant.tradinglib.DatabankColumn
    - com.strategyquant.tradinglib.TradelistColumn
    - com.strategyquant.tradinglib.WalkForwardColumn
  - com.strategyquant.tradinglib.TradeAnalysisChart
- com.strategyquant.tradinglib.Directions
- com.strategyquant.tradinglib.Editors
- com.strategyquant.tradinglib.ExitTypes
- com.strategyquant.tradinglib.FitnessCollection
- com.strategyquant.tradinglib.GeneticInfo
- com.strategyquant.tradinglib.task.settings.buildmode.JSONAble
  - com.strategyquant.tradinglib.DatabankSyncTypes
  - com.strategyquant.tradinglib.GCTypes
  - com.strategyquant.tradinglib.PortfolioInitialBalanceTypes
  - com.strategyquant.tradinglib.SwapTypes
  - com.strategyquant.tradinglib.TripleSwapOptions
- com.strategyquant.tradinglib.MemoryCleaner
- com.strategyquant.tradinglib.MonteCarloTestTypes
- com.strategyquant.tradinglib.Order (implements java.io.Serializable)
- com.strategyquant.tradinglib.OrderCloseTypes
- com.strategyquant.tradinglib.OrdersList (implements java.io.Externalizable)
- com.strategyquant.tradinglib.OrderStatuses
- com.strategyquant.tradinglib.OrderTypes
- com.strategyquant.tradinglib.ParametersHelper
- com.strategyquant.tradinglib.ParametrizationTypes
- com.strategyquant.tradinglib.PlTypes
- com.strategyquant.tradinglib.ProjectRunInfo
- com.strategyquant.tradinglib.ResultsGroup (implements com.strategyquant.lib.settings.IXMLAble, java.io.Serializable)
- com.strategyquant.tradinglib.ResultTypes
- com.strategyquant.tradinglib.ReturnTypes
- com.strategyquant.tradinglib.SampleTypes
- com.strategyquant.tradinglib.SettingsKeys
- com.strategyquant.tradinglib.SLPTValues
- com.strategyquant.tradinglib.SQStats (implements com.strategyquant.lib.utils.ISQCloneable<T>, com.strategyquant.lib.settings.IXMLAble)
- com.strategyquant.tradinglib.StatsKey
- com.strategyquant.tradinglib.StatsTypeCombination (implements java.io.Serializable)
- com.strategyquant.tradinglib.StrategiesActionCache
- com.strategyquant.tradinglib.SwapMethod (implements com.strategyquant.lib.settings.IXMLAble, java.io.Serializable)
- java.lang.Throwable (implements java.io.Serializable)
  - java.lang.Exception
    - com.strategyquant.tradinglib.BlockDefinitionException
    - com.strategyquant.tradinglib.StatsDontExistException
    - com.strategyquant.datalib.TradingException
      - com.strategyquant.tradinglib.BadStrategyException
- com.strategyquant.tradinglib.TimeDuration
  - com.strategyquant.tradinglib.TimeDurationDay
  - com.strategyquant.tradinglib.TimeDurationHour
  - com.strategyquant.tradinglib.TimeDurationMin
  - com.strategyquant.tradinglib.TimeDurationOther
- com.strategyquant.tradinglib.Trader
- com.strategyquant.tradinglib.TradingUtils
- com.strategyquant.lib.ValuesMap (implements com.strategyquant.lib.settings.IXMLAble, java.io.Serializable)
  - com.strategyquant.tradinglib.Result
- com.strategyquant.tradinglib.ValueTypes
- com.strategyquant.tradinglib.Variable
- com.strategyquant.tradinglib.WalkForwardPeriod (implements com.strategyquant.lib.settings.IXMLAble)
- com.strategyquant.tradinglib.WalkForwardResult (implements com.strategyquant.lib.settings.IXMLAble)

Interface Hierarchy

com.strategyquant.tradinglib.IActionEventListener
com.strategyquant.tradinglib.IBlock
com.strategyquant.tradinglib.IFormula
com.strategyquant.tradinglib.ILiveOrder
com.strategyquant.tradinglib.IParametersHelperModifier

Annotation Type Hierarchy

com.strategyquant.tradinglib.Activator (implements java.lang.annotation.Annotation)
com.strategyquant.tradinglib.Buffer (implements java.lang.annotation.Annotation)
com.strategyquant.tradinglib.BuildingBlock (implements java.lang.annotation.Annotation)
com.strategyquant.tradinglib.CategoryOrder (implements java.lang.annotation.Annotation)
com.strategyquant.tradinglib.ClassConfig (implements java.lang.annotation.Annotation)
com.strategyquant.tradinglib.Description (implements java.lang.annotation.Annotation)
com.strategyquant.tradinglib.Editor (implements java.lang.annotation.Annotation)
com.strategyquant.tradinglib.ExitType (implements java.lang.annotation.Annotation)
com.strategyquant.tradinglib.ForEngine (implements java.lang.annotation.Annotation)
com.strategyquant.tradinglib.Formula (implements java.lang.annotation.Annotation)
com.strategyquant.tradinglib.Help (implements java.lang.annotation.Annotation)
com.strategyquant.tradinglib.IgnoreInBuilder (implements java.lang.annotation.Annotation)
com.strategyquant.tradinglib.Indicator (implements java.lang.annotation.Annotation)
com.strategyquant.tradinglib.MT5ExtendedTemplate (implements java.lang.annotation.Annotation)
com.strategyquant.tradinglib.NoShift (implements java.lang.annotation.Annotation)
com.strategyquant.tradinglib.NotFirstValue (implements java.lang.annotation.Annotation)
com.strategyquant.tradinglib.NotSupportedFor (implements java.lang.annotation.Annotation)
com.strategyquant.tradinglib.OppositeBlock (implements java.lang.annotation.Annotation)
com.strategyquant.tradinglib.Output (implements java.lang.annotation.Annotation)
com.strategyquant.tradinglib.Parameter (implements java.lang.annotation.Annotation)
com.strategyquant.tradinglib.ParameterSet (implements java.lang.annotation.Annotation)
com.strategyquant.tradinglib.PrecachedRequest (implements java.lang.annotation.Annotation)
com.strategyquant.tradinglib.Required (implements java.lang.annotation.Annotation)
com.strategyquant.tradinglib.SLPTValue (implements java.lang.annotation.Annotation)
com.strategyquant.tradinglib.SortOrder (implements java.lang.annotation.Annotation)

Enum Hierarchy

java.lang.Object
- java.lang.Enum<E> (implements java.lang.Comparable<T>, java.lang.constant.Constable, java.io.Serializable)
  - com.strategyquant.tradinglib.DatabankColumn.Color

Hierarchy For Package com.strategyquant.tradinglib

Class Hierarchy

Interface Hierarchy

Annotation Type Hierarchy

Enum Hierarchy