Examples with ClosePriceIndicator org.ta4j.core.indicators.helpers.ClosePriceIndicator used on opensource projects

Example 76 with ClosePriceIndicator

use of org.ta4j.core.indicators.helpers.ClosePriceIndicator in project ta4j by ta4j.

the class IndicatorsToChart method main.

public static void main(String[] args) {
    /*
          Getting time series
         */
    TimeSeries series = CsvBarsLoader.loadAppleIncSeries();
    /*
          Creating indicators
         */
    // Close price
    ClosePriceIndicator closePrice = new ClosePriceIndicator(series);
    EMAIndicator avg14 = new EMAIndicator(closePrice, 14);
    StandardDeviationIndicator sd14 = new StandardDeviationIndicator(closePrice, 14);
    // Bollinger bands
    BollingerBandsMiddleIndicator middleBBand = new BollingerBandsMiddleIndicator(avg14);
    BollingerBandsLowerIndicator lowBBand = new BollingerBandsLowerIndicator(middleBBand, sd14);
    BollingerBandsUpperIndicator upBBand = new BollingerBandsUpperIndicator(middleBBand, sd14);
    /*
          Building chart dataset
         */
    TimeSeriesCollection dataset = new TimeSeriesCollection();
    dataset.addSeries(buildChartTimeSeries(series, closePrice, "Apple Inc. (AAPL) - NASDAQ GS"));
    dataset.addSeries(buildChartTimeSeries(series, lowBBand, "Low Bollinger Band"));
    dataset.addSeries(buildChartTimeSeries(series, upBBand, "High Bollinger Band"));
    /*
          Creating the chart
         */
    JFreeChart chart = ChartFactory.createTimeSeriesChart(// title
    "Apple Inc. 2013 Close Prices", // x-axis label
    "Date", // y-axis label
    "Price Per Unit", // data
    dataset, // create legend?
    true, // generate tooltips?
    true, // generate URLs?
    false);
    XYPlot plot = (XYPlot) chart.getPlot();
    DateAxis axis = (DateAxis) plot.getDomainAxis();
    axis.setDateFormatOverride(new SimpleDateFormat("yyyy-MM-dd"));
    /*
          Displaying the chart
         */
    displayChart(chart);
}

Example 77 with ClosePriceIndicator

use of org.ta4j.core.indicators.helpers.ClosePriceIndicator in project ta4j by ta4j.

the class StopGainRuleTest method setUp.

@Before
public void setUp() {
    tradingRecord = new BaseTradingRecord();
    closePrice = new ClosePriceIndicator(new MockTimeSeries(100, 105, 110, 120, 150, 120, 160, 180));
}

Example 78 with ClosePriceIndicator

use of org.ta4j.core.indicators.helpers.ClosePriceIndicator in project ta4j by ta4j.

the class StopLossRuleTest method setUp.

@Before
public void setUp() {
    tradingRecord = new BaseTradingRecord();
    closePrice = new ClosePriceIndicator(new MockTimeSeries(100, 105, 110, 120, 100, 150, 110, 100));
}

Example 79 with ClosePriceIndicator

use of org.ta4j.core.indicators.helpers.ClosePriceIndicator in project ta4j by ta4j.

the class Quickstart method main.

public static void main(String[] args) {
    // Getting a time series (from any provider: CSV, web service, etc.)
    TimeSeries series = CsvTradesLoader.loadBitstampSeries();
    // Getting the close price of the bars
    Decimal firstClosePrice = series.getBar(0).getClosePrice();
    System.out.println("First close price: " + firstClosePrice.doubleValue());
    // Or within an indicator:
    ClosePriceIndicator closePrice = new ClosePriceIndicator(series);
    // Here is the same close price:
    // equal to firstClosePrice
    System.out.println(firstClosePrice.isEqual(closePrice.getValue(0)));
    // Getting the simple moving average (SMA) of the close price over the last 5 bars
    SMAIndicator shortSma = new SMAIndicator(closePrice, 5);
    // Here is the 5-bars-SMA value at the 42nd index
    System.out.println("5-bars-SMA value at the 42nd index: " + shortSma.getValue(42).doubleValue());
    // Getting a longer SMA (e.g. over the 30 last bars)
    SMAIndicator longSma = new SMAIndicator(closePrice, 30);
    // Ok, now let's building our trading rules!
    // Buying rules
    // We want to buy:
    // - if the 5-bars SMA crosses over 30-bars SMA
    // - or if the price goes below a defined price (e.g $800.00)
    Rule buyingRule = new CrossedUpIndicatorRule(shortSma, longSma).or(new CrossedDownIndicatorRule(closePrice, Decimal.valueOf("800")));
    // Selling rules
    // We want to sell:
    // - if the 5-bars SMA crosses under 30-bars SMA
    // - or if if the price looses more than 3%
    // - or if the price earns more than 2%
    Rule sellingRule = new CrossedDownIndicatorRule(shortSma, longSma).or(new StopLossRule(closePrice, Decimal.valueOf("3"))).or(new StopGainRule(closePrice, Decimal.valueOf("2")));
    // Running our juicy trading strategy...
    TimeSeriesManager seriesManager = new TimeSeriesManager(series);
    TradingRecord tradingRecord = seriesManager.run(new BaseStrategy(buyingRule, sellingRule));
    System.out.println("Number of trades for our strategy: " + tradingRecord.getTradeCount());
    // Analysis
    // Getting the cash flow of the resulting trades
    CashFlow cashFlow = new CashFlow(series, tradingRecord);
    // Getting the profitable trades ratio
    AnalysisCriterion profitTradesRatio = new AverageProfitableTradesCriterion();
    System.out.println("Profitable trades ratio: " + profitTradesRatio.calculate(series, tradingRecord));
    // Getting the reward-risk ratio
    AnalysisCriterion rewardRiskRatio = new RewardRiskRatioCriterion();
    System.out.println("Reward-risk ratio: " + rewardRiskRatio.calculate(series, tradingRecord));
    // Total profit of our strategy
    // vs total profit of a buy-and-hold strategy
    AnalysisCriterion vsBuyAndHold = new VersusBuyAndHoldCriterion(new TotalProfitCriterion());
    System.out.println("Our profit vs buy-and-hold profit: " + vsBuyAndHold.calculate(series, tradingRecord));
// Your turn!
}

Example 80 with ClosePriceIndicator

use of org.ta4j.core.indicators.helpers.ClosePriceIndicator in project ta4j by ta4j.

the class BuyAndSellSignalsToChart method main.

public static void main(String[] args) {
    // Getting the time series
    TimeSeries series = CsvTradesLoader.loadBitstampSeries();
    // Building the trading strategy
    Strategy strategy = MovingMomentumStrategy.buildStrategy(series);
    /*
          Building chart datasets
         */
    TimeSeriesCollection dataset = new TimeSeriesCollection();
    dataset.addSeries(buildChartTimeSeries(series, new ClosePriceIndicator(series), "Bitstamp Bitcoin (BTC)"));
    /*
          Creating the chart
         */
    JFreeChart chart = ChartFactory.createTimeSeriesChart(// title
    "Bitstamp BTC", // x-axis label
    "Date", // y-axis label
    "Price", // data
    dataset, // create legend?
    true, // generate tooltips?
    true, // generate URLs?
    false);
    XYPlot plot = (XYPlot) chart.getPlot();
    DateAxis axis = (DateAxis) plot.getDomainAxis();
    axis.setDateFormatOverride(new SimpleDateFormat("MM-dd HH:mm"));
    /*
          Running the strategy and adding the buy and sell signals to plot
         */
    addBuySellSignals(series, strategy, plot);
    /*
          Displaying the chart
         */
    displayChart(chart);
}