strategy

package
v0.3.0 Latest Latest
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Published: Aug 2, 2018 License: MIT Imports: 2 Imported by: 1

Documentation

Index

Constants

This section is empty.

Variables

This section is empty.

Functions

func BuyAndHold

func BuyAndHold() *gbt.Strategy

BuyAndHold is a basic strategy, which creates a buy signal on every year change

func MovingAverageCross

func MovingAverageCross(short, long int) *gbt.Strategy

MovingAverageCross is a test strategy, which interprets the SMA on a series of data events specified by ShortWindow (SW) and LongWindow (LW). If SW bigger tha LW and there is not already an invested BOT position, the strategy creates a buy signal. If SW falls below LW and there is an invested BOT position, the strategy creates an exit signal.

Types

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