Examples with Rule org.ta4j.core.Rule used on opensource projects

Example 1 with Rule

use of org.ta4j.core.Rule in project crypto-bot by jnidzwetzki.

the class BBreakoutStrategy method getStrategy.

public Strategy getStrategy() {
    final ClosePriceIndicator closePrice = new ClosePriceIndicator(timeSeries);
    final SMAIndicator sma = new SMAIndicator(closePrice, bbPeriod);
    final BollingerBandsMiddleIndicator bbmiddle = new BollingerBandsMiddleIndicator(sma);
    final StandardDeviationIndicator sd = new StandardDeviationIndicator(closePrice, bbPeriod);
    final BollingerBandsUpperIndicator bbup = new BollingerBandsUpperIndicator(bbmiddle, sd, Decimal.valueOf(deviationUp));
    final BollingerBandsUpperIndicator bbdown = new BollingerBandsUpperIndicator(bbmiddle, sd, Decimal.valueOf(deviationDown));
    final Rule buyingRule = new UnderIndicatorRule(closePrice, bbdown);
    final Rule sellingRule = new OverIndicatorRule(closePrice, bbup).or(new StopLossRule(closePrice, Decimal.valueOf(2)));
    final BaseStrategy strategy = new BaseStrategy(buyingRule, sellingRule);
    return strategy;
}

Example 2 with Rule

use of org.ta4j.core.Rule in project crypto-bot by jnidzwetzki.

the class DonchianChannelStrategy method getStrategy.

@Override
public Strategy getStrategy() {
    final MACDIndicator macd = new MACDIndicator(closePriceIndicator, 9, 26);
    final EMAIndicator emaMacd = new EMAIndicator(macd, 9);
    final Rule buyingRule = new AndRule(new IsRisingRule(donchianChannelUpper, 1), new OverIndicatorRule(macd, Decimal.valueOf(0)));
    final // new OrRule(
    Rule sellingRule = new IsFallingRule(donchianChannelLower, 1);
    // new UnderIndicatorRule(macd, emaMacd));
    final BaseStrategy strategy = new BaseStrategy(buyingRule, sellingRule);
    return strategy;
}

Example 3 with Rule

use of org.ta4j.core.Rule in project crypto-bot by jnidzwetzki.

the class EMAStrategy03 method getStrategy.

public Strategy getStrategy() {
    ClosePriceIndicator closePrice = new ClosePriceIndicator(timeSeries);
    EMAIndicator sma1 = new EMAIndicator(closePrice, sma1Value);
    EMAIndicator sma2 = new EMAIndicator(closePrice, sma2Value);
    EMAIndicator sma3 = new EMAIndicator(closePrice, sma3Value);
    RSIIndicator rsi = new RSIIndicator(closePrice, 14);
    Rule buyingRule = new OverIndicatorRule(sma1, sma2).and(new OverIndicatorRule(sma2, sma3)).and(new OverIndicatorRule(rsi, Decimal.valueOf(50)));
    Rule sellingRule = new CrossedDownIndicatorRule(sma1, sma3).or(new CrossedDownIndicatorRule(sma2, sma3)).or(new StopLossRule(closePrice, Decimal.valueOf("3")));
    final BaseStrategy strategy = new BaseStrategy(buyingRule, sellingRule);
    return strategy;
}

Example 4 with Rule

use of org.ta4j.core.Rule in project ta4j by ta4j.

the class ConvergenceDivergenceIndicator method calculatePositiveDivergenceStrict.

/**
 * @param index the actual index
 * @return true, if positive divergent
 */
private Boolean calculatePositiveDivergenceStrict(int index) {
    Rule refIsRising = new IsRisingRule(ref, timeFrame);
    Rule otherIsFalling = new IsFallingRule(ref, timeFrame);
    return (refIsRising.and(otherIsFalling)).isSatisfied(index);
}

Example 5 with Rule

use of org.ta4j.core.Rule in project ta4j by ta4j.

the class ConvergenceDivergenceIndicator method calculatePositiveConvergenceStrict.

/**
 * @param index the actual index
 * @return true, if strict positive convergent
 */
private Boolean calculatePositiveConvergenceStrict(int index) {
    Rule refIsRising = new IsRisingRule(ref, timeFrame);
    Rule otherIsRising = new IsRisingRule(ref, timeFrame);
    return (refIsRising.and(otherIsRising)).isSatisfied(index);
}