package com.jbooktrader.strategy;
import com.jbooktrader.indicator.balance.*;
import com.jbooktrader.indicator.price.*;
import com.jbooktrader.platform.indicator.*;
import com.jbooktrader.platform.model.*;
import com.jbooktrader.platform.optimizer.*;
import com.jbooktrader.strategy.base.*;
public class Sample extends StrategyES {
// Technical indicators
private Indicator balanceVelocityInd, priceVelocityInd;
// Strategy parameters names
private static final String PERIOD = "Period";
private static final String SCALE = "Scale";
private static final String ENTRY = "Entry";
private static final String EXIT = "Exit";
// Strategy parameters values
private final int entry, exit, scale;
public Sample(StrategyParams optimizationParams) throws
JBookTraderException {
super(optimizationParams);
entry = getParam(ENTRY);
exit = getParam(EXIT);
scale = getParam(SCALE);
}
@Override
public void setParams() {
addParam(PERIOD, 1800, 3600, 5, 3400);
addParam(SCALE,6 , 30, 1, 12);
addParam(ENTRY, -45, -105, 1, -60);
addParam(EXIT, 60, 0, 1, 34);
}
@Override
public void setIndicators() {
balanceVelocityInd = addIndicator(new BalanceVelocity(1,
getParam(PERIOD)));
priceVelocityInd = addIndicator(new PriceVelocity(1,
getParam(PERIOD)));
}
@Override
public void onBookSnapshot() {
double balanceVelocity = balanceVelocityInd.getValue();
double priceVelocity = priceVelocityInd.getValue();
double force = balanceVelocity - scale * priceVelocity;
if (force >= entry && balanceVelocity > 0 && priceVelocity < 0) {
goLong();
} else if (force <= -exit) {
goFlat();
}
}
}
On Tuesday, May 13, 2014 3:23:34 PM UTC-4, Eugene Kononov wrote:
>
>
>> I got PI 2.79 , net profit 6140 and total 245 trades, bias still at +100;
>> but when I looking at chart, there is no short trades, all longs. and of
>> course in a up trends, it made money.
>>
>>
>>
>
> Please post your version of Sample.java.
>
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