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['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['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
def defaultParms(self):
ret = MultiSymFuturesBaseStrategy.defaultParms(self)
ret['period'] = 50
ret['stop'] = 3.0
ret['intradayStop'] = True
return ret
