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

Example 1 with OverIndicatorRule

use of org.ta4j.core.trading.rules.OverIndicatorRule 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 OverIndicatorRule

use of org.ta4j.core.trading.rules.OverIndicatorRule 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 OverIndicatorRule

use of org.ta4j.core.trading.rules.OverIndicatorRule 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 OverIndicatorRule

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

the class GlobalExtremaStrategy method buildStrategy.

/**
 * @param series a time series
 * @return a global extrema strategy
 */
public static Strategy buildStrategy(TimeSeries series) {
    if (series == null) {
        throw new IllegalArgumentException("Series cannot be null");
    }
    ClosePriceIndicator closePrices = new ClosePriceIndicator(series);
    // Getting the max price over the past week
    MaxPriceIndicator maxPrices = new MaxPriceIndicator(series);
    HighestValueIndicator weekMaxPrice = new HighestValueIndicator(maxPrices, NB_BARS_PER_WEEK);
    // Getting the min price over the past week
    MinPriceIndicator minPrices = new MinPriceIndicator(series);
    LowestValueIndicator weekMinPrice = new LowestValueIndicator(minPrices, NB_BARS_PER_WEEK);
    // Going long if the close price goes below the min price
    MultiplierIndicator downWeek = new MultiplierIndicator(weekMinPrice, Decimal.valueOf("1.004"));
    Rule buyingRule = new UnderIndicatorRule(closePrices, downWeek);
    // Going short if the close price goes above the max price
    MultiplierIndicator upWeek = new MultiplierIndicator(weekMaxPrice, Decimal.valueOf("0.996"));
    Rule sellingRule = new OverIndicatorRule(closePrices, upWeek);
    return new BaseStrategy(buyingRule, sellingRule);
}

Example 5 with OverIndicatorRule

use of org.ta4j.core.trading.rules.OverIndicatorRule 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);
}