Index

A

AD() (in module pyalgotrade.talibext.indicator) addBarsFromCSV() (pyalgotrade.barfeed.ninjatraderfeed.Feed method) (pyalgotrade.barfeed.yahoofeed.Feed method) addDataSeries() (pyalgotrade.plotter.Subplot method) ADOSC() (in module pyalgotrade.talibext.indicator) ADX() (in module pyalgotrade.talibext.indicator) ADXR() (in module pyalgotrade.talibext.indicator)

APO() (in module pyalgotrade.talibext.indicator) appendValue() (pyalgotrade.dataseries.SequenceDataSeries method) AROON() (in module pyalgotrade.talibext.indicator) AROONOSC() (in module pyalgotrade.talibext.indicator) ATR() (in module pyalgotrade.talibext.indicator) AVGPRICE() (in module pyalgotrade.talibext.indicator)

B

Bar (class in pyalgotrade.bar) BarDataSeries (class in pyalgotrade.dataseries) BarFeed (class in pyalgotrade.barfeed) Bars (class in pyalgotrade.bar)

BBANDS() (in module pyalgotrade.talibext.indicator) BETA() (in module pyalgotrade.talibext.indicator) BOP() (in module pyalgotrade.talibext.indicator) Broker (class in pyalgotrade.broker) (class in pyalgotrade.broker.backtesting)

C

calculateValue() (pyalgotrade.technical.DataSeriesFilter method) cancelOrder() (pyalgotrade.broker.Broker method) CCI() (in module pyalgotrade.talibext.indicator) CDL2CROWS() (in module pyalgotrade.talibext.indicator) CDL3BLACKCROWS() (in module pyalgotrade.talibext.indicator) CDL3INSIDE() (in module pyalgotrade.talibext.indicator) CDL3LINESTRIKE() (in module pyalgotrade.talibext.indicator) CDL3OUTSIDE() (in module pyalgotrade.talibext.indicator) CDL3STARSINSOUTH() (in module pyalgotrade.talibext.indicator) CDL3WHITESOLDIERS() (in module pyalgotrade.talibext.indicator) CDLABANDONEDBABY() (in module pyalgotrade.talibext.indicator) CDLADVANCEBLOCK() (in module pyalgotrade.talibext.indicator) CDLBELTHOLD() (in module pyalgotrade.talibext.indicator) CDLBREAKAWAY() (in module pyalgotrade.talibext.indicator) CDLCLOSINGMARUBOZU() (in module pyalgotrade.talibext.indicator) CDLCONCEALBABYSWALL() (in module pyalgotrade.talibext.indicator) CDLCOUNTERATTACK() (in module pyalgotrade.talibext.indicator) CDLDARKCLOUDCOVER() (in module pyalgotrade.talibext.indicator) CDLDOJI() (in module pyalgotrade.talibext.indicator) CDLDOJISTAR() (in module pyalgotrade.talibext.indicator) CDLDRAGONFLYDOJI() (in module pyalgotrade.talibext.indicator) CDLENGULFING() (in module pyalgotrade.talibext.indicator) CDLEVENINGDOJISTAR() (in module pyalgotrade.talibext.indicator) CDLEVENINGSTAR() (in module pyalgotrade.talibext.indicator) CDLGAPSIDESIDEWHITE() (in module pyalgotrade.talibext.indicator) CDLGRAVESTONEDOJI() (in module pyalgotrade.talibext.indicator) CDLHAMMER() (in module pyalgotrade.talibext.indicator) CDLHANGINGMAN() (in module pyalgotrade.talibext.indicator) CDLHARAMI() (in module pyalgotrade.talibext.indicator) CDLHARAMICROSS() (in module pyalgotrade.talibext.indicator) CDLHIGHWAVE() (in module pyalgotrade.talibext.indicator) CDLHIKKAKE() (in module pyalgotrade.talibext.indicator) CDLHIKKAKEMOD() (in module pyalgotrade.talibext.indicator) CDLHOMINGPIGEON() (in module pyalgotrade.talibext.indicator) CDLIDENTICAL3CROWS() (in module pyalgotrade.talibext.indicator) CDLINNECK() (in module pyalgotrade.talibext.indicator)

CDLINVERTEDHAMMER() (in module pyalgotrade.talibext.indicator) CDLKICKING() (in module pyalgotrade.talibext.indicator) CDLKICKINGBYLENGTH() (in module pyalgotrade.talibext.indicator) CDLLADDERBOTTOM() (in module pyalgotrade.talibext.indicator) CDLLONGLEGGEDDOJI() (in module pyalgotrade.talibext.indicator) CDLLONGLINE() (in module pyalgotrade.talibext.indicator) CDLMARUBOZU() (in module pyalgotrade.talibext.indicator) CDLMATCHINGLOW() (in module pyalgotrade.talibext.indicator) CDLMATHOLD() (in module pyalgotrade.talibext.indicator) CDLMORNINGDOJISTAR() (in module pyalgotrade.talibext.indicator) CDLMORNINGSTAR() (in module pyalgotrade.talibext.indicator) CDLONNECK() (in module pyalgotrade.talibext.indicator) CDLPIERCING() (in module pyalgotrade.talibext.indicator) CDLRICKSHAWMAN() (in module pyalgotrade.talibext.indicator) CDLRISEFALL3METHODS() (in module pyalgotrade.talibext.indicator) CDLSEPARATINGLINES() (in module pyalgotrade.talibext.indicator) CDLSHOOTINGSTAR() (in module pyalgotrade.talibext.indicator) CDLSHORTLINE() (in module pyalgotrade.talibext.indicator) CDLSPINNINGTOP() (in module pyalgotrade.talibext.indicator) CDLSTALLEDPATTERN() (in module pyalgotrade.talibext.indicator) CDLSTICKSANDWICH() (in module pyalgotrade.talibext.indicator) CDLTAKURI() (in module pyalgotrade.talibext.indicator) CDLTASUKIGAP() (in module pyalgotrade.talibext.indicator) CDLTHRUSTING() (in module pyalgotrade.talibext.indicator) CDLTRISTAR() (in module pyalgotrade.talibext.indicator) CDLUNIQUE3RIVER() (in module pyalgotrade.talibext.indicator) CDLUPSIDEGAP2CROWS() (in module pyalgotrade.talibext.indicator) CDLXSIDEGAP3METHODS() (in module pyalgotrade.talibext.indicator) CMO() (in module pyalgotrade.talibext.indicator) CORREL() (in module pyalgotrade.talibext.indicator) createLimitOrder() (pyalgotrade.broker.Broker method) createMarketOrder() (pyalgotrade.broker.Broker method) createStopLimitOrder() (pyalgotrade.broker.Broker method) createStopOrder() (pyalgotrade.broker.Broker method) CrossAbove (class in pyalgotrade.technical.cross) CrossBelow (class in pyalgotrade.technical.cross)

D

DataSeries (class in pyalgotrade.dataseries) DataSeriesFilter (class in pyalgotrade.technical) DefaultStrategy (class in pyalgotrade.broker.backtesting)

DEMA() (in module pyalgotrade.talibext.indicator) DX() (in module pyalgotrade.talibext.indicator)

E

EMA (class in pyalgotrade.technical.ma) EMA() (in module pyalgotrade.talibext.indicator) enterLong() (pyalgotrade.strategy.Strategy method) enterLongLimit() (pyalgotrade.strategy.Strategy method) enterLongStop() (pyalgotrade.strategy.Strategy method) enterLongStopLimit() (pyalgotrade.strategy.Strategy method) enterShort() (pyalgotrade.strategy.Strategy method)

enterShortLimit() (pyalgotrade.strategy.Strategy method) enterShortStop() (pyalgotrade.strategy.Strategy method) enterShortStopLimit() (pyalgotrade.strategy.Strategy method) entryFilled() (pyalgotrade.strategy.Position method) exitFilled() (pyalgotrade.strategy.Position method) exitPosition() (pyalgotrade.strategy.Strategy method)

F

Feed (class in pyalgotrade.barfeed.ninjatraderfeed) (class in pyalgotrade.barfeed.yahoofeed) fillLimitOrder() (pyalgotrade.broker.backtesting.FillStrategy method) fillMarketOrder() (pyalgotrade.broker.backtesting.FillStrategy method)

fillStopLimitOrder() (pyalgotrade.broker.backtesting.FillStrategy method) fillStopOrder() (pyalgotrade.broker.backtesting.FillStrategy method) FillStrategy (class in pyalgotrade.broker.backtesting)

G

getAction() (pyalgotrade.broker.Order method) getAdjClose() (pyalgotrade.bar.Bar method) getAdjCloseDataSeries() (pyalgotrade.dataseries.BarDataSeries method) getAllOrNone() (pyalgotrade.broker.Order method) getBar() (pyalgotrade.bar.Bars method) getBroker() (pyalgotrade.strategy.Strategy method) getCash() (pyalgotrade.broker.Broker method) getClose() (pyalgotrade.bar.Bar method) getCloseDataSeries() (pyalgotrade.dataseries.BarDataSeries method) getCommission() (pyalgotrade.broker.Broker method) (pyalgotrade.broker.OrderExecutionInfo method) getCurrentDateTime() (pyalgotrade.strategy.Strategy method) getD() (pyalgotrade.technical.stoch.StochasticOscillator method) getDataSeries() (pyalgotrade.barfeed.BarFeed method) (pyalgotrade.technical.DataSeriesFilter method) getDateTime() (pyalgotrade.bar.Bar method) (pyalgotrade.bar.Bars method) (pyalgotrade.broker.OrderExecutionInfo method) getDefaultInstrument() (pyalgotrade.barfeed.BarFeed method) getEntryOrder() (pyalgotrade.strategy.Position method) getExecutionInfo() (pyalgotrade.broker.Order method) getExitOnSessionClose() (pyalgotrade.strategy.Position method) getExitOrder() (pyalgotrade.strategy.Position method) getFeed() (pyalgotrade.strategy.Strategy method) getFillOnClose() (pyalgotrade.broker.MarketOrder method) getFillStrategy() (pyalgotrade.broker.backtesting.Broker method) getFirstValidPos() (pyalgotrade.dataseries.DataSeries method) getGoodTillCanceled() (pyalgotrade.broker.Order method) getHigh() (pyalgotrade.bar.Bar method) getHighDataSeries() (pyalgotrade.dataseries.BarDataSeries method) getInstrument() (pyalgotrade.broker.Order method) (pyalgotrade.strategy.Position method) getInstruments() (pyalgotrade.bar.Bars method)

getInstrumentSubplot() (pyalgotrade.plotter.StrategyPlotter method) getLength() (pyalgotrade.dataseries.DataSeries method) getLimitPrice() (pyalgotrade.broker.LimitOrder method) (pyalgotrade.broker.StopLimitOrder method) getLow() (pyalgotrade.bar.Bar method) getLowDataSeries() (pyalgotrade.dataseries.BarDataSeries method) getNetProfit() (pyalgotrade.strategy.Position method) getNextBars() (pyalgotrade.barfeed.BarFeed method) getOpen() (pyalgotrade.bar.Bar method) getOpenDataSeries() (pyalgotrade.dataseries.BarDataSeries method) getOrCreateSubplot() (pyalgotrade.plotter.StrategyPlotter method) getParameters() (pyalgotrade.optimizer.server.Results method) getPortfolioSubplot() (pyalgotrade.plotter.StrategyPlotter method) getPrice() (pyalgotrade.broker.OrderExecutionInfo method) getQuantity() (pyalgotrade.broker.Order method) (pyalgotrade.strategy.Position method) getRegisteredInstruments() (pyalgotrade.barfeed.BarFeed method) getResult() (pyalgotrade.optimizer.server.Results method) (pyalgotrade.strategy.Position method) getSessionClose() (pyalgotrade.bar.Bar method) getShares() (pyalgotrade.broker.backtesting.Broker method) getState() (pyalgotrade.broker.Order method) getStopPrice() (pyalgotrade.broker.StopLimitOrder method) (pyalgotrade.broker.StopOrder method) getType() (pyalgotrade.broker.Order method) getValue() (pyalgotrade.broker.backtesting.Broker method) (pyalgotrade.dataseries.DataSeries method) getValueAbsolute() (pyalgotrade.dataseries.DataSeries method) getValues() (pyalgotrade.dataseries.DataSeries method) getVolume() (pyalgotrade.bar.Bar method) getVolumeDataSeries() (pyalgotrade.dataseries.BarDataSeries method) getWindowSize() (pyalgotrade.technical.DataSeriesFilter method)

H

HT_DCPERIOD() (in module pyalgotrade.talibext.indicator) HT_DCPHASE() (in module pyalgotrade.talibext.indicator) HT_PHASOR() (in module pyalgotrade.talibext.indicator)

HT_SINE() (in module pyalgotrade.talibext.indicator) HT_TRENDLINE() (in module pyalgotrade.talibext.indicator) HT_TRENDMODE() (in module pyalgotrade.talibext.indicator)

I

InstrumentSubplot (class in pyalgotrade.plotter) isAccepted() (pyalgotrade.broker.Order method) isCanceled() (pyalgotrade.broker.Order method)

isFilled() (pyalgotrade.broker.Order method) isLimitOrderActive() (pyalgotrade.broker.StopLimitOrder method)

K

KAMA() (in module pyalgotrade.talibext.indicator)

L

LimitOrder (class in pyalgotrade.broker) LINEARREG() (in module pyalgotrade.talibext.indicator) LINEARREG_ANGLE() (in module pyalgotrade.talibext.indicator)

LINEARREG_INTERCEPT() (in module pyalgotrade.talibext.indicator) LINEARREG_SLOPE() (in module pyalgotrade.talibext.indicator)

M

MA() (in module pyalgotrade.talibext.indicator) MACD() (in module pyalgotrade.talibext.indicator) MACDEXT() (in module pyalgotrade.talibext.indicator) MACDFIX() (in module pyalgotrade.talibext.indicator) MAMA() (in module pyalgotrade.talibext.indicator) MarketOrder (class in pyalgotrade.broker) MAX() (in module pyalgotrade.talibext.indicator) MAXINDEX() (in module pyalgotrade.talibext.indicator) MEDPRICE() (in module pyalgotrade.talibext.indicator) MFI() (in module pyalgotrade.talibext.indicator)

MIDPOINT() (in module pyalgotrade.talibext.indicator) MIDPRICE() (in module pyalgotrade.talibext.indicator) MIN() (in module pyalgotrade.talibext.indicator) MININDEX() (in module pyalgotrade.talibext.indicator) MINMAX() (in module pyalgotrade.talibext.indicator) MINMAXINDEX() (in module pyalgotrade.talibext.indicator) MINUS_DI() (in module pyalgotrade.talibext.indicator) MINUS_DM() (in module pyalgotrade.talibext.indicator) MOM() (in module pyalgotrade.talibext.indicator)

N

NATR() (in module pyalgotrade.talibext.indicator)

O

OBV() (in module pyalgotrade.talibext.indicator) onBars() (pyalgotrade.strategy.Strategy method) onEnterCanceled() (pyalgotrade.strategy.Strategy method) onEnterOk() (pyalgotrade.strategy.Strategy method) onExitCanceled() (pyalgotrade.strategy.Strategy method) onExitOk() (pyalgotrade.strategy.Strategy method)

onFinish() (pyalgotrade.strategy.Strategy method) onOrderUpdated() (pyalgotrade.strategy.Strategy method) onStart() (pyalgotrade.strategy.Strategy method) Order (class in pyalgotrade.broker) OrderExecutionInfo (class in pyalgotrade.broker)

P

placeOrder() (pyalgotrade.broker.Broker method) plot() (pyalgotrade.plotter.StrategyPlotter method) PLUS_DI() (in module pyalgotrade.talibext.indicator) PLUS_DM() (in module pyalgotrade.talibext.indicator) Position (class in pyalgotrade.strategy) PPO() (in module pyalgotrade.talibext.indicator) pyalgotrade.bar (module) pyalgotrade.barfeed (module) pyalgotrade.barfeed.ninjatraderfeed (module) pyalgotrade.barfeed.yahoofeed (module) pyalgotrade.broker (module) pyalgotrade.broker.backtesting (module) pyalgotrade.dataseries (module)

pyalgotrade.optimizer.local (module) pyalgotrade.optimizer.server (module) pyalgotrade.optimizer.worker (module) pyalgotrade.plotter (module) pyalgotrade.strategy (module) pyalgotrade.talibext.indicator (module) pyalgotrade.technical (module) pyalgotrade.technical.cross (module) pyalgotrade.technical.ma (module) pyalgotrade.technical.roc (module) pyalgotrade.technical.rsi (module) pyalgotrade.technical.stoch (module) pyalgotrade.technical.trend (module)

R

RateOfChange (class in pyalgotrade.technical.roc) Results (class in pyalgotrade.optimizer.server) ROC() (in module pyalgotrade.talibext.indicator) ROCP() (in module pyalgotrade.talibext.indicator) ROCR() (in module pyalgotrade.talibext.indicator)

ROCR100() (in module pyalgotrade.talibext.indicator) RSI (class in pyalgotrade.technical.rsi) RSI() (in module pyalgotrade.talibext.indicator) run() (in module pyalgotrade.optimizer.local) (in module pyalgotrade.optimizer.worker) (pyalgotrade.strategy.Strategy method)

S

SAR() (in module pyalgotrade.talibext.indicator) SAREXT() (in module pyalgotrade.talibext.indicator) SequenceDataSeries (class in pyalgotrade.dataseries) serve() (in module pyalgotrade.optimizer.server) setAllOrNone() (pyalgotrade.broker.Order method) setCash() (pyalgotrade.broker.Broker method) setCommission() (pyalgotrade.broker.Broker method) setExitOnSessionClose() (pyalgotrade.strategy.Position method) setFillStrategy() (pyalgotrade.broker.backtesting.Broker method) setGoodTillCanceled() (pyalgotrade.broker.Order method) Slope (class in pyalgotrade.technical.trend) SMA (class in pyalgotrade.technical.ma)

SMA() (in module pyalgotrade.talibext.indicator) STDDEV() (in module pyalgotrade.talibext.indicator) STOCH() (in module pyalgotrade.talibext.indicator) StochasticOscillator (class in pyalgotrade.technical.stoch) STOCHF() (in module pyalgotrade.talibext.indicator) STOCHRSI() (in module pyalgotrade.talibext.indicator) StopLimitOrder (class in pyalgotrade.broker) StopOrder (class in pyalgotrade.broker) Strategy (class in pyalgotrade.strategy) StrategyPlotter (class in pyalgotrade.plotter) Subplot (class in pyalgotrade.plotter) SUM() (in module pyalgotrade.talibext.indicator)

T

T3() (in module pyalgotrade.talibext.indicator) TEMA() (in module pyalgotrade.talibext.indicator) TRANGE() (in module pyalgotrade.talibext.indicator) TRIMA() (in module pyalgotrade.talibext.indicator)

TRIX() (in module pyalgotrade.talibext.indicator) TSF() (in module pyalgotrade.talibext.indicator) TYPPRICE() (in module pyalgotrade.talibext.indicator)

U

ULTOSC() (in module pyalgotrade.talibext.indicator)

V

VAR() (in module pyalgotrade.talibext.indicator)

W

WCLPRICE() (in module pyalgotrade.talibext.indicator) WILLR() (in module pyalgotrade.talibext.indicator)

WMA (class in pyalgotrade.technical.ma) WMA() (in module pyalgotrade.talibext.indicator)