Examples with CrossedDownIndicatorRule org.ta4j.core.trading.rules.CrossedDownIndicatorRule used on opensource projects

Example 1 with CrossedDownIndicatorRule

use of org.ta4j.core.trading.rules.CrossedDownIndicatorRule 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 2 with CrossedDownIndicatorRule

use of org.ta4j.core.trading.rules.CrossedDownIndicatorRule 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 3 with CrossedDownIndicatorRule

use of org.ta4j.core.trading.rules.CrossedDownIndicatorRule in project ta4j by ta4j.

the class RSI2Strategy method buildStrategy.

/**
 * @param series a time series
 * @return a 2-period RSI strategy
 */
public static Strategy buildStrategy(TimeSeries series) {
    if (series == null) {
        throw new IllegalArgumentException("Series cannot be null");
    }
    ClosePriceIndicator closePrice = new ClosePriceIndicator(series);
    SMAIndicator shortSma = new SMAIndicator(closePrice, 5);
    SMAIndicator longSma = new SMAIndicator(closePrice, 200);
    // We use a 2-period RSI indicator to identify buying
    // or selling opportunities within the bigger trend.
    RSIIndicator rsi = new RSIIndicator(closePrice, 2);
    // Entry rule
    // The long-term trend is up when a security is above its 200-period SMA.
    Rule entryRule = // Trend
    new OverIndicatorRule(shortSma, longSma).and(// Signal 1
    new CrossedDownIndicatorRule(rsi, Decimal.valueOf(5))).and(// Signal 2
    new OverIndicatorRule(shortSma, closePrice));
    // Exit rule
    // The long-term trend is down when a security is below its 200-period SMA.
    Rule exitRule = // Trend
    new UnderIndicatorRule(shortSma, longSma).and(// Signal 1
    new CrossedUpIndicatorRule(rsi, Decimal.valueOf(95))).and(// Signal 2
    new UnderIndicatorRule(shortSma, closePrice));
    return new BaseStrategy(entryRule, exitRule);
}

Example 4 with CrossedDownIndicatorRule

use of org.ta4j.core.trading.rules.CrossedDownIndicatorRule in project crypto-bot by jnidzwetzki.

the class EMAStrategy01 method getStrategy.

public Strategy getStrategy() {
    SMAIndicator shortSma = new SMAIndicator(closePriceIndicator, 5);
    SMAIndicator longSma = new SMAIndicator(closePriceIndicator, 30);
    Rule buyingRule = new CrossedUpIndicatorRule(shortSma, longSma);
    Rule sellingRule = new CrossedDownIndicatorRule(shortSma, longSma).or(new StopLossRule(closePriceIndicator, Decimal.valueOf("3"))).or(new StopGainRule(closePriceIndicator, Decimal.valueOf("2")));
    final BaseStrategy strategy = new BaseStrategy(buyingRule, sellingRule);
    return strategy;
}

Example 5 with CrossedDownIndicatorRule

use of org.ta4j.core.trading.rules.CrossedDownIndicatorRule in project crypto-bot by jnidzwetzki.

the class EMAStrategy02 method getStrategy.

public Strategy getStrategy() {
    EMAIndicator sma1 = new EMAIndicator(closePriceIndicator, sma1Value);
    EMAIndicator sma2 = new EMAIndicator(closePriceIndicator, sma2Value);
    EMAIndicator sma3 = new EMAIndicator(closePriceIndicator, sma3Value);
    Rule buyingRule = new CrossedUpIndicatorRule(sma1, sma2).and(new OverIndicatorRule(sma2, sma3));
    Rule sellingRule = new CrossedDownIndicatorRule(sma1, sma3);
    // .or(new CrossedDownIndicatorRule(sma2, sma3));
    final BaseStrategy strategy = new BaseStrategy(buyingRule, sellingRule);
    return strategy;
}