CreateIndicatorsProtocolV1#

API documentation for tradeexecutor.strategy.pandas_trader.indicator.CreateIndicatorsProtocolV1 Python class in Trading Strategy framework.

class CreateIndicatorsProtocolV1[source]#

Bases: Protocol

Call signature for create_indicators function.

Deprecated. See CreateIndicatorsProtocolV2.

__init__(*args, **kwargs)#

Methods

__init__(*args, **kwargs)

__call__(parameters, indicators, strategy_universe, execution_context)[source]#

Build technical indicators for the strategy.

Parameters:

  • parameters (StrategyParameters) –

    Passed from the backtest / live strategy parametrs.

    If doing a grid search, each paramter is simplified.

  • indicators (IndicatorSet) –

    Indicator builder helper class.

    Call IndicatorBuilder.create() to add new indicators to the strategy.

  • strategy_universe (TradingStrategyUniverse) –

    The loaded strategy universe.

    Use to resolve symbolic pair information if needed

  • execution_context (ExecutionContext) – Information about if this is a live or backtest run.

Returns:

This function does not return anything.

Instead indicators.add is used to attach new indicators to the strategy.

__init__(*args, **kwargs)#