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Parameterized Conditions

Parameterized conditions evaluate changes in indicators or price over specified timeframes or intervals. These conditions enable more dynamic, time-sensitive logic in trading strategies.

All parameterized conditions inherit from the base Condition class and implement the standard evaluate, get_graphs, and to_dict methods.

AfterXDaysCondition

Returns True if a given condition has been satisfied before a specified number of days.

Arguments

AfterXDaysCondition(condition: Condition, number_of_days: int)
  • condition: The base condition to track.
  • number_of_days: Number of days after which the condition should be evaluated.

ChangeOfXPercentPerYDaysCondition

Checks if the given series has changed by a specified percentage over a given number of days.

Arguments

ChangeOfXPercentPerYDaysCondition(series: TradingSeries, percent: float, number_of_days: int)
  • series: The price or indicator series to evaluate.
  • percent: The percentage change threshold.
  • number_of_days: The number of days over which the change is evaluated.

IntraIntervalChangeOfXPercentCondition

Checks if the percentage change within a single interval defined by the strategy exceeds a threshold.

Arguments

IntraIntervalChangeOfXPercentCondition(series: TradingSeries, percent: float)
  • series: The price or indicator series to evaluate.
  • percent: The threshold percentage for the change to trigger the condition.

Examples

condition = ChangeOfXPercentPerYDaysCondition(
    series=CLOSE("AAPL"),
    percent=5.0,
    number_of_days=10
)

This condition evaluates True if AAPL's close has changed by at least 5% over the last 10 days.

condition = AfterXDaysCondition(
    condition=CrossOverCondition(EMA("AAPL", SourceType.CLOSE, 10, 0), CONST(150)),
    number_of_days=3
)

This condition evaluates True if AAPL's 10-day EMA has crossed above 150 3 days ago.