def __init__(self, barFeed, symbols = None, broker = None, cash = 1000000,\ compounding = True, parms = None): MultiSymFuturesBaseStrategy.__init__(self, barFeed, symbols=symbols, broker=broker, cash=cash, compounding=compounding, parms=parms)
def __init__(self, barFeed, symbols = None, broker = None, cash = 1000000,\ compounding = True, parms = None): MultiSymFuturesBaseStrategy.__init__(self, barFeed, symbols = symbols, broker = broker, cash = cash, compounding = compounding, parms = parms )
def __init__(self, barFeed, symbols = None, broker = None, cash = 1000000,\ compounding = True, parms = None): MultiSymFuturesBaseStrategy.__init__(self, barFeed, symbols=symbols, broker=broker, cash=cash, compounding=compounding, parms=parms) self.__lastTrade = {} for sym in symbols: self.__lastTrade[sym] = None
def __init__(self, barFeed, symbols = None, broker = None, cash = 1000000,\ compounding = True, parms = None): MultiSymFuturesBaseStrategy.__init__(self, barFeed, symbols = symbols, broker = broker, cash = cash, compounding = compounding, parms = parms ) self.__lastTrade = {} for sym in symbols: self.__lastTrade[sym] = None
def defaultParms(self): ret = MultiSymFuturesBaseStrategy.defaultParms(self) ret['shortPeriod'] = 20 ret['longPeriod'] = 200 ret['stop'] = 6.0 ret['intradayStop'] = True return ret
def defaultParms(self): ret = MultiSymFuturesBaseStrategy.defaultParms(self) ret['atrPeriod'] = 45 ret['period'] = 2 ret['filterPeriod'] = 100 ret['stop'] = None ret['limit'] = None return ret
def defaultParms(self): ret = MultiSymFuturesBaseStrategy.defaultParms(self) ret['atrPeriod'] = 14 ret['period'] = 7 ret['stop'] = 3.0 ret['intradayStop'] = True ret['limit'] = 2.5 return ret
def defaultParms(self): ret = MultiSymFuturesBaseStrategy.defaultParms(self) ret['atrPeriod'] = 45 ret['rsi_period'] = 2 ret['rsi_lo_thresh'] = 5 ret['rsi_hi_thresh'] = 90 ret['filterPeriod'] = 200 ret['close_ma_period'] = 5 ret['stop'] = None ret['limit'] = None return ret
def defaultParms(self): ret = MultiSymFuturesBaseStrategy.defaultParms(self) ret['atrPeriod'] = 45 ret['rsi_period'] = 2 ret['rsi_lo_thresh']= 5 ret['rsi_hi_thresh']= 90 ret['filterPeriod'] = 200 ret['close_ma_period']= 5 ret['stop'] = None ret['limit'] = None return ret
def defaultParms(self): ret = MultiSymFuturesBaseStrategy.defaultParms(self) ret['atrPeriod'] = 45 ret['rsi_period'] = 2 ret['rsi_cum_length'] = 2 ret['rsi_cum_hi_thresh'] = 30 ret['rsi_close_hi_thresh'] = 65 ret['rsi_cum_lo_thresh'] = 80 ret['rsi_close_lo_thresh'] = 40 ret['filterPeriod'] = 200 ret['stop'] = None ret['limit'] = None return ret
def defaultParms(self): ret = MultiSymFuturesBaseStrategy.defaultParms(self) ret['atrPeriod'] = 45 ret['rsi_period'] = 2 ret['rsi_cum_length']= 2 ret['rsi_cum_hi_thresh']= 30 ret['rsi_close_hi_thresh']= 65 ret['rsi_cum_lo_thresh']= 80 ret['rsi_close_lo_thresh']= 40 ret['filterPeriod'] = 200 ret['stop'] = None ret['limit'] = None return ret
def defaultParms(self): ret = MultiSymFuturesBaseStrategy.defaultParms(self) ret['period'] = 50 ret['stop'] = 3.0 ret['intradayStop'] = True return ret