net.sourceforge.jasa.agent.strategy
Class SimpleMomentumStrategy

java.lang.Object
  AbstractStrategy
      net.sourceforge.jasa.agent.strategy.AbstractTradingStrategy
          net.sourceforge.jasa.agent.strategy.FixedQuantityStrategyImpl
              net.sourceforge.jasa.agent.strategy.FixedDirectionStrategy
                  net.sourceforge.jasa.agent.strategy.MomentumStrategy
                      net.sourceforge.jasa.agent.strategy.SimpleMomentumStrategy

All Implemented Interfaces:

java.io.Serializable, java.lang.Cloneable, FixedQuantityStrategy, TradingStrategy, MarketEventListener

public class SimpleMomentumStrategy
extends MomentumStrategy
implements java.io.Serializable

Field Summary

Fields inherited from class net.sourceforge.jasa.agent.strategy.MomentumStrategy

absolutePerterbationDistribution, currentPrice, initialMarginDistribution, lastShout, lastShoutAccepted, learner, prng, relativePerterbationDistribution, scaling, trAskPrice, trBidPrice, trPrice

Fields inherited from class net.sourceforge.jasa.agent.strategy.AbstractTradingStrategy

auction, tradeDirectionPolicy

Constructor Summary

SimpleMomentumStrategy(AbstractTradingAgent agent, RandomEngine prng)

Method Summary

protected void

adjustMargin()

Methods inherited from class net.sourceforge.jasa.agent.strategy.MomentumStrategy

adjustMargin, afterPropertiesSet, calculatePrice, eventOccurred, getCurrentPrice, getInitialMarginDistribution, getLastShout, getLearner, getPrng, getScaling, getTrAskPrice, getTrBidPrice, getTrPrice, initialise, isLastShoutAccepted, modifyShout, onAgentPolled, onMarketOpen, onOrderPlaced, onRoundClosed, onTransactionExecuted, perterb, setInitialMarginDistribution, setLearner, setLearner, setMargin, setPrng, setScaling, subscribeToEvents, targetMargin

Methods inherited from class net.sourceforge.jasa.agent.strategy.FixedDirectionStrategy

isBuy, isSell, setBuy

Methods inherited from class net.sourceforge.jasa.agent.strategy.FixedQuantityStrategyImpl

determineQuantity, getQuantity, setQuantity

Methods inherited from class net.sourceforge.jasa.agent.strategy.AbstractTradingStrategy

clone, getAgent, getTradeDirectionPolicy, isBuy, modifyOrder, protoClone, reset, setAgent, setTradeDirectionPolicy

Methods inherited from class java.lang.Object

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

Methods inherited from interface net.sourceforge.jasa.agent.TradingStrategy

isBuy, modifyOrder, setAgent

Constructor Detail

SimpleMomentumStrategy

public SimpleMomentumStrategy(AbstractTradingAgent agent,
                              RandomEngine prng)

Method Detail

adjustMargin

protected void adjustMargin()

Specified by:

adjustMargin in class MomentumStrategy