Library "eStrategy" Library contains methods which can help build custom strategy for continuous investment plans and also compare it with systematic buy and hold.
sip(startYear, initialDeposit, depositFrequency, recurringDeposit, buyPrice) Depicts systematic buy and hold over period of time Parameters: startYear: Year on which SIP is started initialDeposit: Initial one time investment at the start depositFrequency: Frequency of recurring deposit - can be monthly or weekly recurringDeposit: Recurring deposit amount buyPrice: Indicatinve buy price. Use high to be conservative. low, close, open, hl2, hlc3, ohlc4, hlcc4 are other options. Returns: totalInvestment - initial + recurring deposits totalQty - Quantity of units held for given instrument totalEquity - Present equity
customStrategy(startYear, initialDeposit, depositFrequency, recurringDeposit, buyPrice, sellPrice, initialInvestmentPercent, recurringInvestmentPercent, signal, tradePercent) Allows users to define custom strategy and enhance systematic buy and hold by adding take profit and reloads Parameters: startYear: Year on which SIP is started initialDeposit: Initial one time investment at the start depositFrequency: Frequency of recurring deposit - can be monthly or weekly recurringDeposit: Recurring deposit amount buyPrice: Indicatinve buy price. Use high to be conservative. low, close, open, hl2, hlc3, ohlc4, hlcc4 are other options. sellPrice: Indicatinve sell price. Use low to be conservative. high, close, open, hl2, hlc3, ohlc4, hlcc4 are other options. initialInvestmentPercent: percent of amount to invest from the initial depost. Keep rest of them as cash recurringInvestmentPercent: percent of amount to invest from recurring deposit. Keep rest of them as cash signal: can be 1, -1 or 0. 1 means buy/reload. -1 means take profit and 0 means neither. tradePercent: percent of amount to trade when signal is not 0. If taking profit, it will sell the percent from existing position. If reloading, it will buy with percent from cash reserve Returns: totalInvestment - initial + recurring deposits totalQty - Quantity of units held for given instrument totalCash = Amount of cash held totalEquity - Overall equity = totalQty*close + totalCash
Информация о релизе
v2
Added: getEquityAthAndDrawdown(equity) Calculates max equity, current drawdown from equity ATH and max drawdown Parameters: equity: Present equity value Returns: equityAth - Equity all time high drawdown - Present drawdown percentage from equity ATH maxDrawdown - Max drawdown percentage
Информация о релизе
v3
Added: getAverageCashPercent(cash, equity) Calculates average cash holding percent for strategy Parameters: cash: Present cash holding equity: Present equity value Returns: currentCashPercent - Cash Percent of Equity avgCashPercent - Average cash percent of equity
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