def __init__(self, settings=None, name=None): self.name = name ExitManager.__init__(self, settings) bb_period = self._getintsetting("BollingerBreakoutExitManager", "bbPeriod") bb_stdevs = self._getfloatsetting("BollingerBreakoutExitManager", "bbStdevs") self.close = AdjustedClose() self.bb = BollingerBands(metric=self.close, period=bb_period, stdev=bb_stdevs) self._addMetrics(self.close, self.bb)
def __init__(self, settings): ExitManager.__init__(self) fastma = settings.getfloat("MACrossoverExitManager", "fastma") slowma = settings.getfloat("MACrossoverExitManager", "slowma") self.close = AdjustedClose() self.fastma = SimpleMovingAverage(metric=self.close, period=fastma) self.slowma = SimpleMovingAverage(metric=self.close, period=slowma) # add the metrics to the entry manager, this will cause them # to automatically handle the stream of bar data self._addMetric(self.close) self._addMetric(self.fastma) self._addMetric(self.slowma)