Interface AntherTradingStrategy<P extends BasicAntherTradingStrategyParameters>

Type Parameters:

P - child of BasicAntherTradingStrategyParameters

All Known Implementing Classes:

BloomTradingStrategy

Functional Interface:

This is a functional interface and can therefore be used as the assignment target for a lambda expression or method reference.

@FunctionalInterface
public interface AntherTradingStrategy<P extends BasicAntherTradingStrategyParameters>

Defines a trading strategy, an algorithmic method of placing and exiting financial market positions.

Version:

2.0.3

Author:

Stephen Prizio

Method Summary

Modifier and Type	Method	Description
default double	calculateLimit(double price, double increment, boolean shouldAdd)	Calculates the limit used as either a take profit or stop loss.
default void	checkPositions(Map<String, AntherPosition> openPositions, Map<String, AntherPosition> closedPositions, MarketPrice marketPrice)	Checks whether the given MarketPrice closes an open AntherPosition.
default void	closeDay(MarketPrice currentPrice, Map<String, AntherPosition> openPositions, Map<String, AntherPosition> closedPositions)	Closes the day, meaning close all positions on the exit signal.
default void	closePosition(AntherPosition position, LocalDateTime positionClosed, double closePrice)	Updates the given AntherPosition with a close time and price.
AntherTradingStrategyResult<P>	executeStrategy(P parameters)	Executes a AntherTradingStrategy with the given parameters.
default AntherPosition	openPosition(PositionType positionType, double lotSize, LocalDateTime positionOpened, double openPrice, double stopLoss, double takeProfit)	Creates a new AntherPosition that is considered active.

Method Details

executeStrategy

AntherTradingStrategyResult<P> executeStrategy(P parameters)

Executes a AntherTradingStrategy with the given parameters.

Parameters:

parameters - P

Returns:

AntherTradingStrategyResult

openPosition

default AntherPosition openPosition(PositionType positionType,
 double lotSize,
 LocalDateTime positionOpened,
 double openPrice,
 double stopLoss,
 double takeProfit)

Creates a new AntherPosition that is considered active. In this case active means that an AntherPosition does not yet have a close price.

Parameters:

positionType - PositionType

lotSize - position size

positionOpened - time of open

openPrice - price at open

stopLoss - limit loss

takeProfit - limit profit

Returns:

AntherPosition

closePosition

default void closePosition(AntherPosition position,
 LocalDateTime positionClosed,
 double closePrice)

Updates the given AntherPosition with a close time and price.

Parameters:

position - AntherPosition

positionClosed - close time

closePrice - close price

calculateLimit

default double calculateLimit(double price,
 double increment,
 boolean shouldAdd)

Calculates the limit used as either a take profit or stop loss.

Parameters:

price - trade price

increment - increment to add or subtract

shouldAdd - if true, add

Returns:

limit level

checkPositions

default void checkPositions(Map<String, AntherPosition> openPositions,
 Map<String, AntherPosition> closedPositions,
 MarketPrice marketPrice)

Checks whether the given MarketPrice closes an open AntherPosition.

Parameters:

openPositions - currently opened positions

closedPositions - previously closed positions

marketPrice - MarketPrice

closeDay

default void closeDay(MarketPrice currentPrice,
 Map<String, AntherPosition> openPositions,
 Map<String, AntherPosition> closedPositions)

Closes the day, meaning close all positions on the exit signal.

Parameters:

currentPrice - MarketPrice current bar

openPositions - open positions

closedPositions - closed positions