tech.nmfin.algoquant.demo.model.tutorial

Class TutorialStrategy

java.lang.Object

tech.nmfin.algoquant.demo.model.tutorial.TutorialStrategy

All Implemented Interfaces:

StrategyHandler, Strategy

public class TutorialStrategy
extends Object
implements Strategy

This is a simple example that accompanies the tutorial to show how a strategy is coded up in AlgoQuant. This strategy buys on a up-tick and sells on a down-tick.

Using this example. Minimal Strategy implementation: onEvent filters order-book events, reads the updated market context and computes target minus current filled position. Equal prices choose the long target because the comparison is >=. It targets +1 or -1 unit, with no automatic cash-based sizing; create a new instance for each run because previousPrice is mutable state.

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

Implementation in this tutorial. This is an event-handling lesson rather than a published econometric model. Price direction selects a fixed signed-unit target and the existing position determines the incremental order. See TutorialStrategy for equal-price behavior and the companion demo for monthly sampling.

Nested Class Summary

Nested classes/interfaces inherited from interface tech.nmfin.algoquant.execution.strategy.Strategy

Strategy.Param

Constructor Summary

Constructors

Constructor and Description
TutorialStrategy(Product product) Creates a fresh fixed-unit strategy for a single product.

Method Summary

Modifier and Type	Method and Description
void	onEvent(TraderContext ctx, Event evt)

Methods inherited from class java.lang.Object

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

Methods inherited from interface tech.nmfin.algoquant.execution.strategy.Strategy

initialize

Constructor Detail

TutorialStrategy

public TutorialStrategy(Product product)

Creates a fresh fixed-unit strategy for a single product.

Parameters:

product - instrument whose updates and filled position are read from the context

Method Detail

onEvent

public void onEvent(TraderContext ctx,
                    Event evt)

Specified by:

onEvent in interface Strategy