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sclass G22StrategyRun { settable G22TradingStrategy strategy; settable TickerSequence ticker; settable new TickerSequence profitTicker; settable double finalProfit; settable transient IIteratorMonitor iteratorMonitor = dummyIteratorMonitor(); double totalProfit() { ret finalProfit; } run { strategy(strategy.emptyClone()); strategy.logToPrint(false); strategy.actualTicker(ticker); strategy.primed(true); strategy.active(true); temp it = iteratorMonitor.monitorIterator("Backtest", ticker.pricePoints()); for (pricePoint : it) { if (!strategy.active()) break; strategy.feed(pricePoint); double profit = strategy.coinProfit(); profitTicker.addIfPriceChanged(profit, pricePoint.timestamp); } strategy.closeMyself(); finalProfit(strategy.coinProfit()); } }
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Snippet ID: | #1036303 |
Snippet name: | G22StrategyRun - one run of a trading strategy |
Eternal ID of this version: | #1036303/15 |
Text MD5: | 1ff77367a31872fada0e79d778edcda8 |
Transpilation MD5: | 5e44dfd5a0cfe0e85fe1d815c9bbec1c |
Author: | stefan |
Category: | javax |
Type: | JavaX fragment (include) |
Public (visible to everyone): | Yes |
Archived (hidden from active list): | No |
Created/modified: | 2023-01-22 16:47:29 |
Source code size: | 877 bytes / 28 lines |
Pitched / IR pitched: | No / No |
Views / Downloads: | 159 / 289 |
Version history: | 14 change(s) |
Referenced in: | [show references] |