clojure-backtesting.parameters — com.github.clojure-finance/clojure-backtesting 1.1.2

CACHE-SIZE clj

CHANGE-CACHE-SIZE clj

(CHANGE-CACHE-SIZE size)

CHANGE-EMA-CYCLE clj

(CHANGE-EMA-CYCLE int)

CHANGE-MACD-LONG clj

(CHANGE-MACD-LONG int)

CHANGE-MACD-SHORT clj

(CHANGE-MACD-SHORT int)

CHANGE-MACD-SIGNAL clj

(CHANGE-MACD-SIGNAL int)

CHANGE-RSI-CYCLE clj

(CHANGE-RSI-CYCLE int)

DIRECT clj

EMA-CYCLE clj

EMA-K clj

FUNDAMENTALS-MAX-AGE-MONTHS clj

INITIAL-MARGIN clj

INTEREST-RATE clj

LEVERAGE clj

MACD-LONG clj

MACD-LONG-K clj

MACD-SHORT clj

MACD-SHORT-K clj

MACD-SIGNAL clj

MACD-SIGNAL-K clj

MAINTENANCE-MARGIN clj

MERGE-MAX-AGE-MONTHS clj

MISSING-DAYS-LIMIT clj

ORDER-EXPIRATION clj

OUTPUT-DIR clj

PRICE-KEY clj

PRINT clj

REINVEST-DIVIDENDS clj

RSI-CYCLE clj

SAR-AF-MAX clj

SAR-AF-STEP clj

TICKER-KEY clj

TRANSACTION-COST clj

update-fundamentals-max-age clj

(update-fundamentals-max-age months)

This function sets how many months after its period end a fundamental value stays usable.

update-initial-margin clj

(update-initial-margin new-im)

This function updates the initial margin.

update-interest-rate clj

(update-interest-rate new-ir)

This function updates the interest rate. 0 switches interest off.

update-maintenance-margin clj

(update-maintenance-margin new-mm)

This function updates the maintenance margin.

update-output-dir clj

(update-output-dir dir)

This function sets the directory for the CSV records, or nil for none.

update-reinvest-dividends clj

(update-reinvest-dividends flag)

This function switches dividend reinvestment on or off.

update-transaction-cost clj

(update-transaction-cost new-tc)

This function updates the transaction cost. 0 switches commission off.