tech.nmfin.algoquant.demo.model.technical

Class SMA2DynamicDemo

java.lang.Object

tech.nmfin.algoquant.demo.model.technical.SMA2DynamicDemo

@Demo
public class SMA2DynamicDemo
extends Object

Runs a dynamically calibrated SMA crossover over rebalance/data-window combinations. Each combination has an independent simulator and performance measures. The strategy periodically recalibrates using a trailing data window. --quick reduces both the date range and parameter grid for a smoke run. Defaults to synthetic data; --live enables Yahoo downloads. Performance, execution and trade CSV files are written by SimulationResultsExporter.

Using this example. Separates trailing-window calibration from subsequent strategy execution and exports results for multiple parameter combinations. Use --quick for the smaller example configuration. Repeated calibration requires fresh strategy state; report rows belong to their own parameter set and should not be concatenated into one account.

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
SMA2DynamicDemo()

Method Summary

Modifier and Type	Method and Description
static void	main(String[] args)
void	run(Stock stock, dev.nm.misc.datastructure.time.LocalDateTimeInterval interval, OrderBookCacheFactory<Stock> cacheFactory, double capital0, Collection<NamedParam> params)

Methods inherited from class java.lang.Object

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

Constructor Detail

SMA2DynamicDemo

public SMA2DynamicDemo()

Method Detail

main

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

Throws:

Exception

run

public void run(Stock stock,
                dev.nm.misc.datastructure.time.LocalDateTimeInterval interval,
                OrderBookCacheFactory<Stock> cacheFactory,
                double capital0,
                Collection<NamedParam> params)
         throws Exception

Throws:

Exception