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SMA2Demo010
github-actions[bot] edited this page Oct 18, 2026
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This is an earlier AlgoQuant usage tutorial record. Its numerical results are irrelevant to the teaching purpose. See the maintained tutorial and the learning directory.
Synthetic-data demonstration. Source · Verified execution · Data-and-methodology · Reproduce-the-results
Fixed SMA crossover; fast lag 1, slow lag 2. Uses the simulator builder and an HKD-denominated stock descriptor.
| Item | Value |
|---|---|
| Instrument label | ^HSCE |
| Requested interval (end excluded) | 2010-01-01 to 2016-01-22 |
| Data | Generated weekday OHLCV bars |
| Mode | Offline, headless; script passes --quick (only dynamic demo changes its workload) |
| NAV observations | 1580 |
| Executions | 65 |
| P&L | 1015.941925 |
| InformationRatioForTrades | 4.671747 |
| OmegaForTrades | Infinity |
The run passed the nonempty/finite NAV check. Execution count counts fills; it is not necessarily a count of completed round-trip trades. NAV observations count the report's valuations.
mvn exec:java -Dexec.mainClass=tech.nmfin.algoquant.demo.model.technical.SMA2Demo010 -Dexec.args="--quick"A valid external NM license and Maven authentication are required; see Reproduce-the-results.