StrategyRunnerT

All backtest strategies should extend / inherit the StrategyRunnerT class. This class sets up the test environment in which a backtest will be run. This class provides several helper functions that will allow you to define your desired trading strategies.

You will need to implement the handleData() function. The handleData() function is the function where you define your trading logic. This function will be called repeatedly, once with each timestep / tick of the data.

The initialize() function is optional and can be used to initialize any class variables. This function is invoked only once, before the handleData() function is invoked.

For example:

import com.optstack.api._
import com.optstack.api.strategies._
import com.optstack.math._
import com.optstack.api.Implicits._

class PutVertical (config:BacktestConfig) extends StrategyRunnerT (config) {

	// Nasdaq 100 Index (NDX)
	var ndx = this.getInstrument ("^NDX");

	// NDX 10 period / 50 period Moving Averages
	var movingAvg10 = ndx.studies.MovingAverage(timePeriod=10)
	var movingAvg50 = ndx.studies.MovingAverage(timePeriod=50)

	def handleData () = {

		//Plot the 10 period and 50 period Moving Averages
		this.plot(plotItem=movingAvg10,plotName="10 period")
		this.plot(plotItem=movingAvg50,plotName="50 period")

	    // if 10 period moving average crosses above 50 period moving average,
	    // sell a put vertical
	    if (movingAvg10.crossesAbove(movingAvg50)) {
	    	var vertical = ndx.strategies.verticals.PutVertical

	    	// select put vertical which meet the following criterias:
	    	//    5 - 30 days to expiration,
	    	//    distance between strikes of 50 - 150,
	    	//      delta of 10 - 30
			vertical.selectBy(false).
				 daysToExpiration(minDays=5,maxDays=30).
				 distanceBetweenStrikes(minWidth=50,maxWidth=150).
				 delta(minDelta=10,maxDelta=30)

			// size the position by quantity
			vertical.sizeBy.quantity(quantity=1)

			// sell put vertical spread with orderID = "MyVerticalSpreadID"
			// this orderID can be used to lookup the vertical spread for future adjustments
			vertical.sell("MyVerticalSpreadID", "Selling Vertical Spread")
	    }

	    // lookup any existing vertical spread by its orderID
	    // close existing vertical spreads if the profit is $3000 or greater
	    val existingVerticalSpreads = this.selectPosition(orderID="MyVerticalSpreadID");
		existingVerticalSpreads.foreach ({   curVerticalSpread =>
			if (curVerticalSpread.gainLoss > 3000) {
				curVerticalSpread.close("ClosingSpread: Profit > 3000, Profit=" + curVerticalSpread.gainLoss)
			}

		})

	  }

		def initialize () = { }
  }

Linear Supertypes

Logging2, AnyRef, Any

Instance Constructors

new StrategyRunnerT(config: BacktestConfig)

Abstract Value Members

abstract def handleData(): Unit

Define your trading logic within the handleData() function.
Define your trading logic within the handleData() function. This function is called by the backtest engine repeatedly, once at each time step / tick.
Variables that are declared in this function are reset with each time step loop. Therefore, if you need a variable that maintains state across time steps, declare such variable outside this function.

Annotations
@FunctionInfo()
abstract def initialize(): Unit

Define any initialization logic within the initialize() function.
Define any initialization logic within the initialize() function. This function is called by the backtest engine once, before handleData() is invoked.

Annotations
@FunctionInfo()

Concrete Value Members

final def !=(arg0: AnyRef): Boolean

Definition Classes
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final def !=(arg0: Any): Boolean

Definition Classes
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final def ##(): Int

Definition Classes
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final def ==(arg0: AnyRef): Boolean

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final def ==(arg0: Any): Boolean

Definition Classes
Any
final def asInstanceOf[T0]: T0

Definition Classes
Any
def clone(): AnyRef

Attributes
protected[java.lang]
Definition Classes
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Annotations
@throws( ... )
final def eq(arg0: AnyRef): Boolean

Definition Classes
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def equals(arg0: Any): Boolean

Definition Classes
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def finalize(): Unit

Attributes
protected[java.lang]
Definition Classes
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Annotations
@throws( classOf[java.lang.Throwable] )
final def getClass(): Class[_]

Definition Classes
AnyRef → Any
final def getContext: RunContextT

View / update the backtest settings, such as initial cash balance, margining type, slippage parameters, etc.
View / update the backtest settings, such as initial cash balance, margining type, slippage parameters, etc..

Annotations
@FunctionInfo()
final def getInstrument(symbol: String): SecurityT

Get security / instrument by its symbol
Get security / instrument by its symbol

Annotations
@FunctionInfo()
final def getNumOpenPositions(orderID: String): Int

Annotations
@FunctionInfo()
final def getOption(underlyingSymbol: String, callOrPut: String, expirationDate: Date, strike: Double): SecurityT

Get call / put option associated with underlying symbol
Get call / put option associated with underlying symbol

Annotations
@FunctionInfo()
final def getPortfolio: PortfolioStatsT

Get portfolio statistics, such as cost basis, market value, etc.
Get portfolio statistics, such as cost basis, market value, etc..

Annotations
@FunctionInfo()
def hashCode(): Int

Definition Classes
AnyRef → Any
final def isInstanceOf[T0]: Boolean

Definition Classes
Any
final def log(s: Any): Unit

Print the argument.
Print the argument. Logs will appear in the Logs Tab Panel. Useful for debugging your strategy

Annotations
@FunctionInfo()
def logError(message: ⇒ Any): Unit

Definition Classes
Logging2
final def ne(arg0: AnyRef): Boolean

Definition Classes
AnyRef
final def notify(): Unit

Definition Classes
AnyRef
final def notifyAll(): Unit

Definition Classes
AnyRef
final def pause(millis: Int): Unit

Pause execution of backtest for X milliseconds.
Pause execution of backtest for X milliseconds. (Limit 5000 milliseconds)

Annotations
@FunctionInfo()
final def plot(plotItem: Any, plotName: String, plotType: PlotTypeT = PlotTypeT.LINE, panel: PlotPanelT = PlotPanelT.LOWER_PANEL): Unit

Plot various time series data, such as technical studies (Moving Averages, Bollinger Bands, Portfolio Profit / Loss, etc.
Plot various time series data, such as technical studies (Moving Averages, Bollinger Bands, Portfolio Profit / Loss, etc...) Specify different types of plots (Line, Area, Candlestick, etc..) and whether to plot on Upper Panel or Lower Panels
For example:
```
//lookup Nasdaq 100 Index (NDX)
val ndx = this.getInstrument ("^NDX");

// NDX 50 period Moving Average
val movingAvg50 = ndx.studies.MovingAverage(numPeriods=50)

// plot 50 day moving average using Line chart on lower panel
this.plot(plotItem=movingAvg50,plotName="50 day",plotType=PlotTypeT.LINE, PlotPanelT.LOWER_PANEL)
```
Annotations
@FunctionInfo()
final def plot(plotItem: Any, plotName: String): Unit

Plot various time series data, such as technical studies (Moving Averages, Bollinger Bands, Portfolio Profit / Loss, etc.
Plot various time series data, such as technical studies (Moving Averages, Bollinger Bands, Portfolio Profit / Loss, etc...)
For example:
```
//lookup Nasdaq 100 Index (NDX)
		val ndx = this.getInstrument ("^NDX");

		// NDX 50 period Moving Average
		val movingAvg50 = ndx.studies.MovingAverage(numPeriods=50)

		// plot 50 day moving average
		this.plot(plotItem=movingAvg50,plotName="50 period moving average")
```
Annotations
@FunctionInfo()
final def plotPositions(positions: PositionsSequenceT[PositionT], plotName: String, methodToInvokeOnPositionT: String = "gainLoss"): Unit

Plot attributes of a sequence of positions, such as gainLoss, delta, etc.
Plot attributes of a sequence of positions, such as gainLoss, delta, etc. Useful when you have selected a list of positions, using "selectPosition" API
For example:
```
var positions= this.selectPosition(orderID="CoveredCall")
this.plotPositions(positions, "MyCoveredCalls", "gainLoss")
```
Annotations
@FunctionInfo()
def println(logLevel: Int, message: ⇒ Any): Unit

Definition Classes
Logging2
def println(message: ⇒ Any): Unit

Definition Classes
Logging2
final def selectPortfolio(): PositionT

Select the portfolio
Select the portfolio

Annotations
@FunctionInfo()
final def selectPosition(orderID: String, removeClosedPositions: Boolean = true): PositionsSequenceT[PositionT]

Select a position by its Order ID.
Select a position by its Order ID. Returns a sequence of zero or more matching positions.
To select by Order ID, be sure to specify the order ID when you buy / sell an order.
```
val cc = ndx.strategies.withStock.CoveredCall
cc.buy(quantity=10,orderID="vertical1001",comments="Enter CoveredCall When 50 Day MVG crosses above 200 Day MVG")

.....
.....

// select the covered call order using the orderID
val coveredCall = this.selectPosition(orderID="vertical1001")
```
Annotations
@FunctionInfo()
See also
com.optstack.api.strategies.OrderFiltersT
final def synchronized[T0](arg0: ⇒ T0): T0

Definition Classes
AnyRef
def toString(): String

Definition Classes
AnyRef → Any
final def wait(): Unit

Definition Classes
AnyRef
Annotations
@throws( ... )
final def wait(arg0: Long, arg1: Int): Unit

Definition Classes
AnyRef
Annotations
@throws( ... )
final def wait(arg0: Long): Unit

Definition Classes
AnyRef
Annotations
@throws( ... )

Deprecated Value Members

final def BarType: BarTypeHelperT.type

Annotations
@FunctionInfo() @deprecated
Deprecated
final def closePositions(position: PositionT, comments: String = ""): Unit

Close the specified position
Close the specified position

Annotations
@FunctionInfo() @deprecated
Deprecated
final def closePositions(positionID: String): Unit

Close the position by its Position ID
Close the position by its Position ID

Annotations
@FunctionInfo() @deprecated
Deprecated
final def orders: OrdersActionT.type

Annotations
@FunctionInfo() @deprecated
Deprecated

abstract class StrategyRunnerT extends Logging2

Instance Constructors

new StrategyRunnerT(config: BacktestConfig)

Abstract Value Members

abstract def handleData(): Unit

abstract def initialize(): Unit

Concrete Value Members

final def !=(arg0: AnyRef): Boolean

final def !=(arg0: Any): Boolean

final def ##(): Int

final def ==(arg0: AnyRef): Boolean

final def ==(arg0: Any): Boolean

final def asInstanceOf[T0]: T0

def clone(): AnyRef

final def eq(arg0: AnyRef): Boolean

def equals(arg0: Any): Boolean

def finalize(): Unit

final def getClass(): Class[_]

final def getContext: RunContextT

final def getInstrument(symbol: String): SecurityT

final def getNumOpenPositions(orderID: String): Int

final def getOption(underlyingSymbol: String, callOrPut: String, expirationDate: Date, strike: Double): SecurityT

final def getPortfolio: PortfolioStatsT

def hashCode(): Int

final def isInstanceOf[T0]: Boolean

final def log(s: Any): Unit

def logError(message: ⇒ Any): Unit

final def ne(arg0: AnyRef): Boolean

final def notify(): Unit

final def notifyAll(): Unit

final def pause(millis: Int): Unit

final def plot(plotItem: Any, plotName: String, plotType: PlotTypeT = PlotTypeT.LINE, panel: PlotPanelT = PlotPanelT.LOWER_PANEL): Unit

final def plot(plotItem: Any, plotName: String): Unit

final def plotPositions(positions: PositionsSequenceT[PositionT], plotName: String, methodToInvokeOnPositionT: String = "gainLoss"): Unit

def println(logLevel: Int, message: ⇒ Any): Unit

def println(message: ⇒ Any): Unit

final def selectPortfolio(): PositionT

final def selectPosition(orderID: String, removeClosedPositions: Boolean = true): PositionsSequenceT[PositionT]

final def synchronized[T0](arg0: ⇒ T0): T0

def toString(): String

final def wait(): Unit

final def wait(arg0: Long, arg1: Int): Unit

final def wait(arg0: Long): Unit

Deprecated Value Members

final def BarType: BarTypeHelperT.type

final def closePositions(position: PositionT, comments: String = ""): Unit

final def closePositions(positionID: String): Unit

final def orders: OrdersActionT.type

Inherited from Logging2

Inherited from AnyRef

Inherited from Any

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