Examples with StochasticOscillatorKIndicator org.ta4j.core.indicators.StochasticOscillatorKIndicator used on opensource projects

Example 1 with StochasticOscillatorKIndicator

use of org.ta4j.core.indicators.StochasticOscillatorKIndicator in project ta4j by ta4j.

the class MovingMomentumStrategy method buildStrategy.

/**
 * @param series a time series
 * @return a moving momentum strategy
 */
public static Strategy buildStrategy(TimeSeries series) {
    if (series == null) {
        throw new IllegalArgumentException("Series cannot be null");
    }
    ClosePriceIndicator closePrice = new ClosePriceIndicator(series);
    // The bias is bullish when the shorter-moving average moves above the longer moving average.
    // The bias is bearish when the shorter-moving average moves below the longer moving average.
    EMAIndicator shortEma = new EMAIndicator(closePrice, 9);
    EMAIndicator longEma = new EMAIndicator(closePrice, 26);
    StochasticOscillatorKIndicator stochasticOscillK = new StochasticOscillatorKIndicator(series, 14);
    MACDIndicator macd = new MACDIndicator(closePrice, 9, 26);
    EMAIndicator emaMacd = new EMAIndicator(macd, 18);
    // Entry rule
    Rule entryRule = // Trend
    new OverIndicatorRule(shortEma, longEma).and(// Signal 1
    new CrossedDownIndicatorRule(stochasticOscillK, Decimal.valueOf(20))).and(// Signal 2
    new OverIndicatorRule(macd, emaMacd));
    // Exit rule
    Rule exitRule = // Trend
    new UnderIndicatorRule(shortEma, longEma).and(// Signal 1
    new CrossedUpIndicatorRule(stochasticOscillK, Decimal.valueOf(80))).and(// Signal 2
    new UnderIndicatorRule(macd, emaMacd));
    return new BaseStrategy(entryRule, exitRule);
}

Example 2 with StochasticOscillatorKIndicator

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

the class ForexStrategy01 method getStrategy.

public Strategy getStrategy() {
    EMAIndicator sma1 = new EMAIndicator(closePriceIndicator, 5);
    EMAIndicator sma2 = new EMAIndicator(closePriceIndicator, 10);
    RSIIndicator rsi = new RSIIndicator(closePriceIndicator, 14);
    StochasticOscillatorKIndicator stochK = new StochasticOscillatorKIndicator(timeSeries, 14);
    StochasticOscillatorDIndicator stochD = new StochasticOscillatorDIndicator(stochK);
    Rule buyingRule = new CrossedUpIndicatorRule(sma1, sma2).and(new OverIndicatorRule(rsi, Decimal.valueOf(50))).and(new OverIndicatorRule(stochK, stochD)).and(new UnderIndicatorRule(stochD, Decimal.valueOf(80)));
    Rule sellingRule = new CrossedDownIndicatorRule(sma1, sma2).or(new CrossedDownIndicatorRule(rsi, Decimal.valueOf(50)));
    final BaseStrategy strategy = new BaseStrategy(buyingRule, sellingRule);
    return strategy;
}