tech.nmfin.algoquant.demo.model.technical

Class SMA2Demo010

java.lang.Object

tech.nmfin.algoquant.demo.model.technical.SMA2Demo010

@Demo
public class SMA2Demo010
extends Object

Runs a fixed two-simple-moving-average crossover strategy using the simulator builder. The fast and slow lags count price observations (daily bars in this example). Prices are synthetic by default; pass --live for Yahoo history and --charts for a desktop chart. The report is written to the console.

Using this example. Read this first for explicit simulator assembly: define the product and lags, load its order-book cache, construct SMA2, register measures and call simulator.run. The built-in strategy targets fixed long or short unit positions; withInitialCash does not turn it into full-equity sizing.

Model and publication. No single original research publication is claimed for this library/example policy.

Implementation in this tutorial. The signal compares a fast and a slow arithmetic mean of prices. A fast mean above or below the slow mean produces a directional target after the required history is available. Lag parameters count observations. SMA2DynamicDemo additionally recalibrates parameters on trailing windows; that procedure is separate from the crossover formula.

Constructor Summary

Constructors

Constructor and Description
SMA2Demo010()

Method Summary

Modifier and Type	Method and Description
static void	main(String[] args)
void	run(Stock product)

Methods inherited from class java.lang.Object

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

Constructor Detail

SMA2Demo010

public SMA2Demo010()

Method Detail

main

public static void main(String[] args)
                 throws Exception

Throws:

Exception

run

public void run(Stock product)
         throws Exception

Throws:

Exception