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Python Algorithmic Trading Cookbook

You're reading from  Python Algorithmic Trading Cookbook

Product type Book
Published in Aug 2020
Publisher Packt
ISBN-13 9781838989354
Pages 542 pages
Edition 1st Edition
Languages
Author (1):
Pushpak Dagade Pushpak Dagade
Profile icon Pushpak Dagade

Table of Contents (16) Chapters

Preface Handling and Manipulating Date, Time, and Time Series Data Stock Markets - Primer on Trading Fetching Financial Data Computing Candlesticks and Historical Data Computing and Plotting Technical Indicators Placing Regular Orders on the Exchange Placing Bracket and Cover Orders on the Exchange Algorithmic Trading Strategies - Coding Step by Step Algorithmic Trading - Backtesting Algorithmic Trading - Paper Trading Algorithmic Trading - Real Trading Other Books You May Enjoy Appendix I
Appendix II
Appendix III

EMA-Regular-Order strategy – coding the strategy_exit_position method

In this recipe, you will continue with the coding of the StrategyEMARegularOrder class. Here, you will code the strategy_exit_position() method, the last mandatory method enforced by the StrategyBase base class. This method is called by the AlgoBulls core engine every time the strategy_select_instruments_for_exit method returns non-empty data. By the end of this recipe, you will have completed coding the StrategyEMARegularOrder class.

Please refer to the flowchart in the introduction of this chapter to understand how AlgoBulls core engine calls the strategy_select_instruments_for_exit() method during strategy execution.

Getting ready

Make sure you have followed the previous recipe before starting this recipe.

How to do it…

Continue coding the StrategyEMARegularOrder class. Define a method to the exit position for a given instrument based on sideband_info:

class StrategyEMARegularOrder(StrategyBase):
...
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