tech.nmfin.algoquant.demo.model.technical

Class SMA2Demo020

java.lang.Object

tech.nmfin.algoquant.demo.model.technical.SMA2Demo020

@Demo
public class SMA2Demo020
extends Object

Demonstrates a fixed SMA crossover using a reusable simulation specification. The template supplies products, dates, data, strategy, currency and measures; SimTemplateUtils builds and runs the simulator from those specifications. The data override keeps this example offline by default despite its Yahoo template. Pass --live to request Yahoo data. Results are printed to the console.

Using this example. Use this after SMA2Demo010 to see the same setup expressed through template overrides. SimTemplateUtils.run creates the simulation from the specification. The built-in SMA2 remains fixed-unit sized even when the template supplies a large initial cash balance.

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.

Author:

Haksun Li

Constructor Summary

Constructors

Constructor and Description
SMA2Demo020()

Method Summary

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

Methods inherited from class java.lang.Object

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

Constructor Detail

SMA2Demo020

public SMA2Demo020()

Method Detail

main

public static void main(String[] args)