org.openstrategies.metc.strategy
Class RealTimeMovingAverageSuggestions

java.lang.Object
  org.marketcetera.strategy.AbstractRunningStrategy
      org.marketcetera.strategy.java.Strategy
          org.openstrategies.metc.strategy.base.OpenStrategy
              org.openstrategies.metc.strategy.RealTimeMovingAverageSuggestions

All Implemented Interfaces:

org.marketcetera.strategy.Messages, org.marketcetera.strategy.RunningStrategy

public class RealTimeMovingAverageSuggestions
extends OpenStrategy

Follow the 2, 4, and 8 moving averages. Suggest positive strength on 2 and 4 cross above the 8 and positive weakness on 2 below 8. Suggest negative strength on 2 and 4 cross below 8 and neg- ative weakness on 2 above 8. Does not issue trades, just trade suggestions. Improvements to this simple proof-of-concept strategy and associated tools are strongly encourag- ed. Contact author for git collaboration info. http://github.com/sfrancolla/openstrategies-org

Author:

sfrancolla@gmail.com

Nested Class Summary

Nested classes/interfaces inherited from class org.openstrategies.metc.strategy.base.OpenStrategy

OpenStrategy.OpenDelegate

Field Summary

static String[]	CEP_QUERY
static int	MIN_ITERATIONS
static String[]	SYMBOLS

Fields inherited from interface org.marketcetera.strategy.Messages

BEAN_ATTRIBUTE_CHANGED, CALLBACK_ERROR, CANCEL_REQUEST_SUBMITTED, CANCELING_ALL_DATA_REQUESTS, CANCELING_DATA_REQUEST, CANNOT_CHANGE_STATE, CANNOT_CREATE_CONNECTION, CANNOT_INITIALIZE_CLIENT, CANNOT_REQUEST_DATA, CANNOT_RETRIEVE_BROKERS, CANNOT_RETRIEVE_POSITION, CANNOT_SEND_DATA, CANNOT_SEND_EVENT_TO_CEP, CEP_REQUEST_FAILED, COMBINED_DATA_REQUEST_FAILED, COMPILATION_FAILED, COMPILATION_FAILED_DIAGNOSTIC, DATA_REQUEST_CANCEL_FAILED, DATA_REQUEST_FAILED, EMPTY_INSTANCE_ERROR, EMPTY_NAME_ERROR, ERROR_CONVERTING_CLASSPATH_URL, EXECUTING_CALLBACK, EXECUTION_REPORT_REQUEST_FAILED, EXECUTION_REPORTS_FOUND, FAILED_TO_START, FILE_DOES_NOT_EXIST_OR_IS_NOT_READABLE, INVALID_CANCEL, INVALID_CEP_REQUEST, INVALID_COMBINED_DATA_REQUEST, INVALID_DATA, INVALID_DATA_REQUEST, INVALID_DATA_REQUEST_CANCEL, INVALID_EVENT, INVALID_EVENT_TO_CEP, INVALID_LANGUAGE_ERROR, INVALID_LOG, INVALID_MARKET_DATA_REQUEST, INVALID_MESSAGE, INVALID_NOTIFICATION, INVALID_ORDER, INVALID_ORDERID, INVALID_POSITION_REQUEST, INVALID_REPLACEMENT_ORDER, INVALID_STATUS_TO_RECEIVE_DATA, INVALID_STRATEGY_NAME, INVALID_TRADE_SUGGESTION, LOGGER, MARKET_DATA_REQUEST_FAILED, MESSAGE_1P, MISSING_JAVA_COMPILER, NO_DATA_HANDLE, NO_EXECUTION_REPORT, NO_PARAMETERS, NO_STRATEGY_CLASS, NO_SUPPORT_FOR_LANGUAGE, NULL_PARAMETER_ERROR, NULL_PROPERTY_KEY, ORDER_CANCEL_FAILED, ORDER_VALIDATION_FAILED, PARAMETER_COUNT_ERROR, PARAMETER_TYPE_ERROR, PROVIDER, PROVIDER_DESCRIPTION, RECEIVED_BROKERS, RECEIVED_POSITION, RUNTIME_ERROR, SEND_MESSAGE_FAILED, STATUS_CHANGED, STOP_ERROR, STRATEGY_COMPILATION_NULL_RESULT, STRATEGY_NOT_READY_TO_RECEIVE_DATA, SUBMITTING_CANCEL_ALL_ORDERS_REQUEST, SUBMITTING_CANCEL_ORDER_REQUEST, SUBMITTING_CANCEL_REPLACE_REQUEST, SUBMITTING_CEP_REQUEST, SUBMITTING_EVENT_TO_CEP, SUBMITTING_FIX_MESSAGE, SUBMITTING_MARKET_DATA_REQUEST, SUBMITTING_ORDER, SUBMITTING_OTHER, SUBMITTING_PROCESSED_MARKET_DATA_REQUEST, SUBMITTING_TRADE_SUGGESTION, UNABLE_TO_CANCEL_DATA_REQUEST, USING_EXECUTION_REPORT

Constructor Summary

RealTimeMovingAverageSuggestions()

Method Summary

void	onOther(Object inEvent)
void	onStart()

Methods inherited from class org.openstrategies.metc.strategy.base.OpenStrategy

getModelId, onAsk, onBid, onCallback, onCancelReject, onExecutionReport, onMarketstat, onStop, onTrade, sendOrder, suggestTrade

Methods inherited from class org.marketcetera.strategy.java.Strategy

debug, error, info, notifyHigh, notifyLow, notifyMedium, send, warn

Methods inherited from class org.marketcetera.strategy.AbstractRunningStrategy

cancelAllDataRequests, cancelAllOrders, cancelDataFlow, cancelDataRequest, cancelOrder, cancelReplace, createDataFlow, getBrokers, getExecutionReports, getParameter, getPositionAsOf, getProperty, getURN, requestCallbackAfter, requestCallbackAt, requestCEPData, requestMarketData, requestMarketData, requestProcessedMarketData, requestProcessedMarketData, sendEvent, sendEventToCEP, sendMessage, sendNotification, setProperty, suggestTrade, toString

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Field Detail

SYMBOLS

public static final String[] SYMBOLS

CEP_QUERY

public static final String[] CEP_QUERY

MIN_ITERATIONS

public static final int MIN_ITERATIONS

See Also:

Constant Field Values

Constructor Detail

RealTimeMovingAverageSuggestions

public RealTimeMovingAverageSuggestions()

Method Detail

onStart

public void onStart()

Specified by:

onStart in interface org.marketcetera.strategy.RunningStrategy

Overrides:

onStart in class OpenStrategy

onOther

public void onOther(Object inEvent)

Specified by:

onOther in interface org.marketcetera.strategy.RunningStrategy

Overrides:

onOther in class OpenStrategy