Index

A

ACCEPTED (OlympusTrader.broker.interfaces.ITradeUpdateEvent attribute) account (OlympusTrader.broker.interfaces.IAccountState attribute) ACCOUNT (OlympusTrader.broker.paper_broker.PaperBroker attribute) Account (OlympusTrader.broker.paper_broker.PaperBroker property) ACCOUNT (OlympusTrader.strategy.base_strategy.BaseStrategy attribute) account (OlympusTrader.strategy.base_strategy.BaseStrategy property) ACCOUNT_HISTORY (OlympusTrader.broker.paper_broker.PaperBroker attribute) account_id (OlympusTrader.broker.interfaces.IAccount attribute) ACTIVE_ORDERS (OlympusTrader.broker.paper_broker.PaperBroker attribute) add_alpha() (OlympusTrader.strategy.base_strategy.BaseStrategy method) add_alphas() (OlympusTrader.strategy.base_strategy.BaseStrategy method) add_events() (OlympusTrader.strategy.base_strategy.BaseStrategy method) add_executor() (OlympusTrader.insight.executors.general.allExecutor.AllExecutor method) (OlympusTrader.insight.executors.general.anyExecutor.AnyExecutor method) (OlympusTrader.strategy.base_strategy.BaseStrategy method) add_executors() (OlympusTrader.strategy.base_strategy.BaseStrategy method) add_insight() (OlympusTrader.strategy.base_strategy.BaseStrategy method) add_ta() (OlympusTrader.strategy.base_strategy.BaseStrategy method) add_time_increment() (OlympusTrader.utils.timeframe.ITimeFrame method) addChildInsight() (OlympusTrader.insight.insight.Insight method) AllExecutor (class in OlympusTrader.insight.executors.general.allExecutor) ALLOW_INSIGHT_CHANGE_STATE (OlympusTrader.insight.executors.base_executor.BaseExecutor attribute) ALLOWED_ALPHAS (OlympusTrader.insight.executors.base_executor.BaseExecutor attribute) ALLOWED_ASSETS (OlympusTrader.alpha.base_alpha.BaseAlpha attribute) (OlympusTrader.insight.executors.base_executor.BaseExecutor attribute)

ALPACA (OlympusTrader.broker.interfaces.ISupportedBrokers attribute) AlpacaBroker (class in OlympusTrader.broker.alpaca_broker) alpha (OlympusTrader.alpha.base_alpha.AlphaResults attribute) ALPHA_MODELS (OlympusTrader.strategy.base_strategy.BaseStrategy attribute) AlphaResults (class in OlympusTrader.alpha.base_alpha) amount (OlympusTrader.utils.timeframe.ITimeFrame property) amount_value (OlympusTrader.utils.timeframe.ITimeFrame attribute) AnyExecutor (class in OlympusTrader.insight.executors.general.anyExecutor) applyTA (OlympusTrader.strategy.interfaces.IMarketDataStream attribute) ask (OlympusTrader.broker.interfaces.IQuote attribute) ask_size (OlympusTrader.broker.interfaces.IQuote attribute) asset (OlympusTrader.broker.interfaces.IOrder attribute) (OlympusTrader.broker.interfaces.IPosition attribute) ASSET (OlympusTrader.insight.insight.Insight attribute) asset_type (OlympusTrader.broker.interfaces.IAsset attribute) (OlympusTrader.strategy.interfaces.IMarketDataStream attribute) assets (OlympusTrader.strategy.base_strategy.BaseStrategy property) atrColumn (OlympusTrader.alpha.ema_price_crossover.EMAPriceCrossoverAlpha attribute) (OlympusTrader.alpha.rsi_divergance_alpha.RSIDiverganceAlpha attribute) (OlympusTrader.alpha.test_entry.TestEntryAlpha attribute) AttributeDict (class in OlympusTrader.utils.types) avg_entry_price (OlympusTrader.broker.interfaces.IPosition attribute) avg_loss (OlympusTrader.strategy.interfaces.IStrategyMetrics attribute) avg_win (OlympusTrader.strategy.interfaces.IStrategyMetrics attribute)

B

BACKTEST (OlympusTrader.strategy.interfaces.IStrategyMode attribute) BACKTEST_FlOW_CONTROL (OlympusTrader.broker.base_broker.BaseBroker attribute) BACKTESTING_CONFIG (OlympusTrader.strategy.base_strategy.BaseStrategy attribute) BACKTESTING_RESULTS (OlympusTrader.strategy.base_strategy.BaseStrategy attribute) barDataStreaming (OlympusTrader.broker.interfaces.ISupportedBrokerFeatures attribute) BASE (OlympusTrader.broker.interfaces.ISupportedBrokers attribute) BaseAlpha (class in OlympusTrader.alpha.base_alpha) BaseBroker (class in OlympusTrader.broker.base_broker) baseConfidence (OlympusTrader.strategy.base_strategy.BaseStrategy attribute) baseConfidenceModifierField (OlympusTrader.alpha.base_alpha.BaseAlpha attribute) BaseExecutor (class in OlympusTrader.insight.executors.base_executor)

BaseStrategy (class in OlympusTrader.strategy.base_strategy) BasicStopLossExecutor (class in OlympusTrader.insight.executors.filled.basicStopLoss) BasicTakeProfitExecutor (class in OlympusTrader.insight.executors.filled.basicTakeProfit) bid (OlympusTrader.broker.interfaces.IQuote attribute) bid_size (OlympusTrader.broker.interfaces.IQuote attribute) BRACKET (OlympusTrader.broker.interfaces.IOrderClass attribute) bracketOrders (OlympusTrader.broker.interfaces.ISupportedBrokerFeatures attribute) BROKER (OlympusTrader.insight.insight.Insight attribute) (OlympusTrader.strategy.base_strategy.BaseStrategy attribute) broker (OlympusTrader.strategy.base_strategy.BaseStrategy property) BUY (OlympusTrader.broker.interfaces.IOrderSide attribute) buying_power (OlympusTrader.broker.interfaces.IAccount attribute)

C

calculate_dca_quantities() (OlympusTrader.insight.executors.new.percentageDCALevels.PercentageDCALevels method) calculate_drawdowns() (OlympusTrader.insight.executors.new.percentageDCALevels.PercentageDCALevels method) calculateTimeToLive() (OlympusTrader.utils.tools.ITradingTools method) cancel() (OlympusTrader.insight.insight.Insight method) cancel_order() (OlympusTrader.broker.alpaca_broker.AlpacaBroker method) (OlympusTrader.broker.base_broker.BaseBroker method) (OlympusTrader.broker.paper_broker.PaperBroker method) cancel_order_by_id() (OlympusTrader.insight.insight.Insight method) cancel_tracked_tasks() (OlympusTrader.strategy.base_strategy.BaseStrategy method) CancelAllOppositeSidetExecutor (class in OlympusTrader.insight.executors.new.cancelAllOppositeSide) CANCELED (OlympusTrader.broker.interfaces.ITradeUpdateEvent attribute) (OlympusTrader.insight.insight.InsightState attribute) CANCELED_ORDERS (OlympusTrader.broker.paper_broker.PaperBroker attribute) cancelling (OlympusTrader.insight.insight.IInsight attribute) cancelOrder (OlympusTrader.broker.interfaces.ISupportedBrokerFeatures attribute) cancelStopLossLeg() (OlympusTrader.insight.insight.Insight method) cancelTakeProfitLeg() (OlympusTrader.insight.insight.Insight method) cash (OlympusTrader.broker.interfaces.IAccount attribute) CCXT (OlympusTrader.broker.interfaces.ISupportedBrokers attribute) changeState() (OlympusTrader.insight.executors.base_executor.BaseExecutor method) checkIfCanShort() (OlympusTrader.insight.insight.Insight method) checkValidEntryInsight() (OlympusTrader.insight.insight.Insight method) checkValidQuantity() (OlympusTrader.insight.insight.Insight method) children (OlympusTrader.insight.insight.IInsight attribute) CHILDREN (OlympusTrader.insight.insight.Insight attribute) classType (OlympusTrader.insight.insight.Insight attribute) close() (OlympusTrader.insight.insight.Insight method) close_all_positions() (OlympusTrader.broker.alpaca_broker.AlpacaBroker method) (OlympusTrader.broker.base_broker.BaseBroker method) (OlympusTrader.broker.paper_broker.PaperBroker method) close_order_id (OlympusTrader.insight.insight.IInsight attribute) (OlympusTrader.insight.insight.Insight attribute) CLOSE_ORDERS (OlympusTrader.broker.paper_broker.PaperBroker attribute) close_position() (OlympusTrader.broker.alpaca_broker.AlpacaBroker method) (OlympusTrader.broker.base_broker.BaseBroker method) (OlympusTrader.broker.paper_broker.PaperBroker method) (OlympusTrader.strategy.base_strategy.BaseStrategy method)

close_price (OlympusTrader.insight.insight.IInsight attribute) (OlympusTrader.insight.insight.Insight attribute) CLOSED (OlympusTrader.broker.interfaces.ITradeUpdateEvent attribute) (OlympusTrader.insight.insight.InsightState attribute) closed_at (OlympusTrader.insight.insight.IInsight attribute) closedAt (OlympusTrader.insight.insight.Insight attribute) CloseExhaustedInsightExecutor (class in OlympusTrader.insight.executors.filled.closeExhaustedInsight) CloseMarketChangedExecutor (class in OlympusTrader.insight.executors.filled.closeMarketChanged) closePosition (OlympusTrader.broker.interfaces.ISupportedBrokerFeatures attribute) closeStream() (OlympusTrader.broker.alpaca_broker.AlpacaBroker method) (OlympusTrader.broker.base_broker.BaseBroker method) (OlympusTrader.broker.paper_broker.PaperBroker method) closeTradeStream() (OlympusTrader.broker.alpaca_broker.AlpacaBroker method) (OlympusTrader.broker.base_broker.BaseBroker method) (OlympusTrader.broker.paper_broker.PaperBroker method) closing (OlympusTrader.insight.insight.IInsight attribute) computeLocalSwingPoints() (OlympusTrader.alpha.rsi_divergance_alpha.RSIDiverganceAlpha method) computeRSIDivergance() (OlympusTrader.alpha.rsi_divergance_alpha.RSIDiverganceAlpha method) confidence (OlympusTrader.insight.insight.IInsight attribute) (OlympusTrader.insight.insight.Insight attribute) contract_size (OlympusTrader.broker.interfaces.IAsset attribute) contracts (OlympusTrader.insight.insight.IInsight attribute) (OlympusTrader.insight.insight.Insight attribute) convert_quantity_to_contracts() (OlympusTrader.insight.insight.Insight method) cost_basis (OlympusTrader.broker.interfaces.IPosition attribute) create_insight() (OlympusTrader.alpha.ema_price_crossover.EMAPriceCrossoverAlpha method) create_task() (OlympusTrader.strategy.base_strategy.BaseStrategy method) createAt (OlympusTrader.insight.insight.Insight attribute) created_at (OlympusTrader.broker.interfaces.IOrder attribute) (OlympusTrader.broker.interfaces.IOrderLeg attribute) (OlympusTrader.insight.insight.IInsight attribute) crypto_client (OlympusTrader.broker.alpaca_broker.AlpacaBroker attribute) crypto_stream_client (OlympusTrader.broker.alpaca_broker.AlpacaBroker attribute) currency (OlympusTrader.broker.interfaces.IAccount attribute) current_datetime (OlympusTrader.strategy.base_strategy.BaseStrategy property) current_price (OlympusTrader.broker.interfaces.IPosition attribute) CurrentTime (OlympusTrader.broker.paper_broker.PaperBroker attribute)

D

dataclass (OlympusTrader.insight.insight.Insight property) DataFeed (OlympusTrader.broker.base_broker.BaseBroker attribute) DAY (OlympusTrader.broker.interfaces.ITimeInForce attribute) Day (OlympusTrader.utils.timeframe.ITimeFrameUnit attribute) dcalevels (OlympusTrader.insight.executors.new.percentageDCALevels.PercentageDCALevels attribute) dcaPercentage (OlympusTrader.insight.executors.new.percentageDCALevels.PercentageDCALevels attribute) DefaultOnCancelledExecutor (class in OlympusTrader.insight.executors.canceled.defaultOnCancelled)

DefaultOnClosedExecutor (class in OlympusTrader.insight.executors.closed.defaultOnClosed) DefaultOnRejectExecutor (class in OlympusTrader.insight.executors.rejected.defaultOnReject) divergance_window (OlympusTrader.alpha.rsi_divergance_alpha.RSIDiverganceAlpha attribute) DOWNSTATE (OlympusTrader.insight.insight.StrategyDependantConfirmation attribute) dynamic_round() (in module OlympusTrader.utils.tools) (OlympusTrader.utils.tools.ITradingTools method) DynamicQuantityToRiskExecutor (class in OlympusTrader.insight.executors.new.dynamicQuantityToRisk)

E

emaColumn (OlympusTrader.alpha.ema_price_crossover.EMAPriceCrossoverAlpha attribute) EMAPriceCrossoverAlpha (class in OlympusTrader.alpha.ema_price_crossover) end (OlympusTrader.strategy.interfaces.IMarketDataStream attribute) END_DATE (OlympusTrader.broker.paper_broker.PaperBroker attribute) end_date (OlympusTrader.strategy.interfaces.IStrategyMetrics attribute) ending_cash (OlympusTrader.strategy.interfaces.IStrategyMetrics attribute) entry_price (OlympusTrader.insight.insight.PartialCloseResult attribute) equity (OlympusTrader.broker.interfaces.IAccount attribute) exchange (OlympusTrader.broker.interfaces.IAsset attribute) (OlympusTrader.strategy.interfaces.IMarketDataStream attribute) execute_insight_order() (OlympusTrader.broker.alpaca_broker.AlpacaBroker method) (OlympusTrader.broker.base_broker.BaseBroker method) (OlympusTrader.broker.paper_broker.PaperBroker method)

EXECUTED (OlympusTrader.insight.insight.InsightState attribute) executeInsight() (OlympusTrader.strategy.base_strategy.BaseStrategy method) (OlympusTrader.strategy.strategy.Strategy method) execution_dependency (OlympusTrader.insight.insight.IInsight attribute) execution_risk (OlympusTrader.strategy.base_strategy.BaseStrategy attribute) executionDepends (OlympusTrader.insight.insight.Insight attribute) executor (OlympusTrader.insight.executors.base_executor.ExecutorResults attribute) ExecutorResults (class in OlympusTrader.insight.executors.base_executor) executors (OlympusTrader.insight.executors.general.allExecutor.AllExecutor attribute) (OlympusTrader.insight.executors.general.anyExecutor.AnyExecutor attribute) EXPIRED (OlympusTrader.broker.interfaces.ITradeUpdateEvent attribute) export_trade_log() (OlympusTrader.broker.paper_broker.PaperBroker method) export_vbt_signals() (OlympusTrader.broker.paper_broker.PaperBroker method)

F

feature (OlympusTrader.strategy.interfaces.IMarketDataStream attribute) featuredBarDataStreaming (OlympusTrader.broker.interfaces.ISupportedBrokerFeatures attribute) FeedDelay (OlympusTrader.broker.paper_broker.PaperBroker attribute) FILLED (OlympusTrader.broker.interfaces.ITradeUpdateEvent attribute) (OlympusTrader.insight.insight.InsightState attribute) filled_at (OlympusTrader.broker.interfaces.IOrder attribute) (OlympusTrader.broker.interfaces.IOrderLeg attribute) (OlympusTrader.insight.insight.IInsight attribute) filled_price (OlympusTrader.broker.interfaces.IOrder attribute) (OlympusTrader.broker.interfaces.IOrderLeg attribute) (OlympusTrader.insight.insight.PartialCloseResult attribute) filled_qty (OlympusTrader.broker.interfaces.IOrder attribute) filledAt (OlympusTrader.insight.insight.Insight attribute) first_on_fill (OlympusTrader.insight.insight.IInsight attribute) FLATSTATE (OlympusTrader.insight.insight.StrategyDependantConfirmation attribute)

FOK (OlympusTrader.broker.interfaces.ITimeInForce attribute) format_on_bar() (OlympusTrader.broker.alpaca_broker.AlpacaBroker method) (OlympusTrader.broker.base_broker.BaseBroker method) (OlympusTrader.broker.paper_broker.PaperBroker method) format_on_quote() (OlympusTrader.broker.alpaca_broker.AlpacaBroker method) (OlympusTrader.broker.base_broker.BaseBroker method) (OlympusTrader.broker.paper_broker.PaperBroker method) format_on_trade_update() (OlympusTrader.broker.alpaca_broker.AlpacaBroker method) (OlympusTrader.broker.base_broker.BaseBroker method) (OlympusTrader.broker.paper_broker.PaperBroker method) format_order() (OlympusTrader.broker.alpaca_broker.AlpacaBroker method) (OlympusTrader.broker.base_broker.BaseBroker method) (OlympusTrader.broker.paper_broker.PaperBroker method) format_position() (OlympusTrader.broker.alpaca_broker.AlpacaBroker method) fractionable (OlympusTrader.broker.interfaces.IAsset attribute) FullAccountQuantityToRiskExecutor (class in OlympusTrader.insight.executors.new.fullAccountQuantiityToRisk)

G

generateInsights() (OlympusTrader.alpha.base_alpha.BaseAlpha method) (OlympusTrader.alpha.ema_price_crossover.EMAPriceCrossoverAlpha method) (OlympusTrader.alpha.rsi_divergance_alpha.RSIDiverganceAlpha method) (OlympusTrader.alpha.test_entry.TestEntryAlpha method) (OlympusTrader.strategy.base_strategy.BaseStrategy method) (OlympusTrader.strategy.strategy.Strategy method) get_account() (OlympusTrader.broker.alpaca_broker.AlpacaBroker method) (OlympusTrader.broker.base_broker.BaseBroker method) (OlympusTrader.broker.paper_broker.PaperBroker method) (OlympusTrader.strategy.sharedmemory.SharedStrategyManager method) get_all_unrealized_pnl() (OlympusTrader.utils.tools.ITradingTools method) get_asset() (OlympusTrader.alpha.base_alpha.BaseAlpha method) (OlympusTrader.insight.executors.base_executor.BaseExecutor method) get_assets() (OlympusTrader.strategy.sharedmemory.SharedStrategyManager method) get_BaseBroker() (in module OlympusTrader.insight.insight) get_baseConfidenceModifier() (OlympusTrader.alpha.base_alpha.BaseAlpha method) get_current_time (OlympusTrader.broker.base_broker.BaseBroker property) (OlympusTrader.broker.paper_broker.PaperBroker property) get_filled_insights() (OlympusTrader.utils.tools.ITradingTools method) get_history() (OlympusTrader.alpha.base_alpha.BaseAlpha method) (OlympusTrader.broker.alpaca_broker.AlpacaBroker method) (OlympusTrader.broker.base_broker.BaseBroker method) (OlympusTrader.broker.paper_broker.PaperBroker method) (OlympusTrader.insight.executors.base_executor.BaseExecutor method) (OlympusTrader.strategy.sharedmemory.SharedStrategyManager method) get_insights() (OlympusTrader.strategy.sharedmemory.SharedStrategyManager method) get_latest_bar() (OlympusTrader.alpha.base_alpha.BaseAlpha method) (OlympusTrader.insight.executors.base_executor.BaseExecutor method) get_latest_quote() (OlympusTrader.alpha.base_alpha.BaseAlpha method) (OlympusTrader.broker.alpaca_broker.AlpacaBroker method) (OlympusTrader.broker.base_broker.BaseBroker method) (OlympusTrader.broker.paper_broker.PaperBroker method) (OlympusTrader.insight.executors.base_executor.BaseExecutor method) get_metrics() (OlympusTrader.strategy.sharedmemory.SharedStrategyManager method)

get_mode() (OlympusTrader.strategy.sharedmemory.SharedStrategyManager method) get_next_time_increment() (OlympusTrader.utils.timeframe.ITimeFrame method) get_order() (OlympusTrader.broker.alpaca_broker.AlpacaBroker method) (OlympusTrader.broker.base_broker.BaseBroker method) (OlympusTrader.broker.paper_broker.PaperBroker method) get_orders() (OlympusTrader.broker.alpaca_broker.AlpacaBroker method) (OlympusTrader.broker.base_broker.BaseBroker method) (OlympusTrader.broker.paper_broker.PaperBroker method) get_position() (OlympusTrader.broker.alpaca_broker.AlpacaBroker method) (OlympusTrader.broker.base_broker.BaseBroker method) (OlympusTrader.broker.paper_broker.PaperBroker method) get_positions() (OlympusTrader.broker.alpaca_broker.AlpacaBroker method) (OlympusTrader.broker.base_broker.BaseBroker method) (OlympusTrader.broker.paper_broker.PaperBroker method) (OlympusTrader.strategy.sharedmemory.SharedStrategyManager method) get_previos_bar() (OlympusTrader.alpha.base_alpha.BaseAlpha method) (OlympusTrader.insight.executors.base_executor.BaseExecutor method) get_strategy() (OlympusTrader.strategy.sharedmemory.SharedStrategyManager method) get_ticker_info() (OlympusTrader.broker.alpaca_broker.AlpacaBroker method) (OlympusTrader.broker.base_broker.BaseBroker method) (OlympusTrader.broker.paper_broker.PaperBroker method) get_time() (OlympusTrader.strategy.sharedmemory.SharedStrategyManager method) get_time_increment() (OlympusTrader.utils.timeframe.ITimeFrame method) get_unrealized_pnl() (OlympusTrader.utils.tools.ITradingTools method) get_VBT_results() (OlympusTrader.broker.paper_broker.PaperBroker method) getAccount (OlympusTrader.broker.interfaces.ISupportedBrokerFeatures attribute) getHistory (OlympusTrader.broker.interfaces.ISupportedBrokerFeatures attribute) getPL() (OlympusTrader.insight.insight.Insight method) (OlympusTrader.insight.insight.PartialCloseResult method) getPnLRatio() (OlympusTrader.insight.insight.Insight method) getPosition (OlympusTrader.broker.interfaces.ISupportedBrokerFeatures attribute) getPositions (OlympusTrader.broker.interfaces.ISupportedBrokerFeatures attribute) getQuote (OlympusTrader.broker.interfaces.ISupportedBrokerFeatures attribute) getTickerInfo (OlympusTrader.broker.interfaces.ISupportedBrokerFeatures attribute) GTC (OlympusTrader.broker.interfaces.ITimeInForce attribute)

H

hasExhaustedTTL() (OlympusTrader.insight.insight.Insight method) hasExpired() (OlympusTrader.insight.insight.Insight method) HCCM (OlympusTrader.insight.insight.StrategyDependantConfirmation attribute) HISTORICAL_DATA (OlympusTrader.broker.alpaca_broker.AlpacaBroker attribute) (OlympusTrader.broker.paper_broker.PaperBroker attribute)

HISTORY (OlympusTrader.strategy.base_strategy.BaseStrategy attribute) history (OlympusTrader.strategy.base_strategy.BaseStrategy property) Hour (OlympusTrader.utils.timeframe.ITimeFrameUnit attribute) HRVCM (OlympusTrader.insight.insight.StrategyDependantConfirmation attribute) HTFCM (OlympusTrader.insight.insight.StrategyDependantConfirmation attribute)

I

IAccount (class in OlympusTrader.broker.interfaces) IAccountState (class in OlympusTrader.broker.interfaces) IAsset (class in OlympusTrader.broker.interfaces) IBacktestingConfig (class in OlympusTrader.strategy.interfaces) id (OlympusTrader.broker.interfaces.IAsset attribute) IInsight (class in OlympusTrader.insight.insight) IMarketDataStream (class in OlympusTrader.strategy.interfaces) includes (OlympusTrader.insight.executors.new.percentageDCALevels.PercentageDCALevels attribute) init() (OlympusTrader.alpha.base_alpha.BaseAlpha method) (OlympusTrader.alpha.ema_price_crossover.EMAPriceCrossoverAlpha method) (OlympusTrader.alpha.rsi_divergance_alpha.RSIDiverganceAlpha method) (OlympusTrader.alpha.test_entry.TestEntryAlpha method) (OlympusTrader.strategy.base_strategy.BaseStrategy method) (OlympusTrader.strategy.strategy.Strategy method) Insight (class in OlympusTrader.insight.insight) insight (OlympusTrader.alpha.base_alpha.AlphaResults attribute) INSIGHT_EXECUTORS (OlympusTrader.strategy.base_strategy.BaseStrategy attribute) insight_id (OlympusTrader.insight.insight.IInsight attribute) INSIGHT_ID (OlympusTrader.insight.insight.Insight attribute) insightRateLimit (OlympusTrader.strategy.base_strategy.BaseStrategy attribute) INSIGHTS (OlympusTrader.strategy.base_strategy.BaseStrategy attribute) insights (OlympusTrader.strategy.base_strategy.BaseStrategy property) InsightState (class in OlympusTrader.insight.insight) IOC (OlympusTrader.broker.interfaces.ITimeInForce attribute)

IOrder (class in OlympusTrader.broker.interfaces) IOrderClass (class in OlympusTrader.broker.interfaces) IOrderLeg (class in OlympusTrader.broker.interfaces) IOrderLegs (class in OlympusTrader.broker.interfaces) IOrderRequest (class in OlympusTrader.broker.interfaces) IOrderSide (class in OlympusTrader.broker.interfaces) IOrderType (class in OlympusTrader.broker.interfaces) IPosition (class in OlympusTrader.broker.interfaces) IQuote (class in OlympusTrader.broker.interfaces) is_long_signal() (OlympusTrader.alpha.ema_price_crossover.EMAPriceCrossoverAlpha method) is_short_signal() (OlympusTrader.alpha.ema_price_crossover.EMAPriceCrossoverAlpha method) is_time_increment() (OlympusTrader.utils.timeframe.ITimeFrame method) isAllowedAlpha() (OlympusTrader.insight.executors.base_executor.BaseExecutor method) isAllowedAsset() (OlympusTrader.alpha.base_alpha.BaseAlpha method) (OlympusTrader.insight.executors.base_executor.BaseExecutor method) IStrategyMetrics (class in OlympusTrader.strategy.interfaces) IStrategyMode (class in OlympusTrader.strategy.interfaces) ISupportedBrokerFeatures (class in OlympusTrader.broker.interfaces) ISupportedBrokers (class in OlympusTrader.broker.interfaces) ITimeFrame (class in OlympusTrader.utils.timeframe) ITimeFrameUnit (class in OlympusTrader.utils.timeframe) ITimeInForce (class in OlympusTrader.broker.interfaces) ITradeUpdate (class in OlympusTrader.broker.interfaces) ITradeUpdateEvent (class in OlympusTrader.broker.interfaces) ITradingTools (class in OlympusTrader.utils.tools)

L

LCCM (OlympusTrader.insight.insight.StrategyDependantConfirmation attribute) legs (OlympusTrader.broker.interfaces.IOrder attribute) (OlympusTrader.insight.insight.IInsight attribute) (OlympusTrader.insight.insight.Insight attribute) leverage (OlympusTrader.broker.interfaces.IAccount attribute) (OlympusTrader.broker.interfaces.ISupportedBrokerFeatures attribute) LEVERAGE (OlympusTrader.broker.paper_broker.PaperBroker attribute) LIMIT (OlympusTrader.broker.interfaces.IOrderType attribute) limit_price (OlympusTrader.broker.interfaces.IOrder attribute) (OlympusTrader.broker.interfaces.IOrderLeg attribute) (OlympusTrader.broker.interfaces.IOrderRequest attribute) (OlympusTrader.insight.insight.IInsight attribute) (OlympusTrader.insight.insight.Insight attribute)

limitEntry (OlympusTrader.alpha.test_entry.TestEntryAlpha attribute) LIVE (OlympusTrader.strategy.interfaces.IStrategyMode attribute) local_window (OlympusTrader.alpha.rsi_divergance_alpha.RSIDiverganceAlpha attribute) LOGGER (OlympusTrader.broker.base_broker.BaseBroker attribute) (OlympusTrader.strategy.base_strategy.BaseStrategy attribute) logPnL() (OlympusTrader.insight.insight.Insight method) LRVCM (OlympusTrader.insight.insight.StrategyDependantConfirmation attribute) LTFCM (OlympusTrader.insight.insight.StrategyDependantConfirmation attribute)

M

MANUAL (OlympusTrader.insight.insight.StrategyTypes attribute) margin (OlympusTrader.broker.interfaces.ISupportedBrokerFeatures attribute) margin_required (OlympusTrader.broker.interfaces.IPosition attribute) marginable (OlympusTrader.broker.interfaces.IAsset attribute) MARKET (OlympusTrader.broker.interfaces.IOrderType attribute) market_value (OlympusTrader.broker.interfaces.IPosition attribute) marketChanged (OlympusTrader.insight.insight.IInsight attribute) (OlympusTrader.insight.insight.Insight attribute) MarketOrderEntryPriceExecutor (class in OlympusTrader.insight.executors.new.marketOrderEntryPrice) max_order_size (OlympusTrader.broker.interfaces.IAsset attribute) maximum_costbasis (OlympusTrader.insight.executors.new.dynamicQuantityToRisk.DynamicQuantityToRiskExecutor attribute) maxOrderValue (OlympusTrader.broker.interfaces.ISupportedBrokerFeatures attribute) maxSpawn (OlympusTrader.alpha.test_entry.TestEntryAlpha attribute) message (OlympusTrader.alpha.base_alpha.AlphaResults attribute) (OlympusTrader.insight.executors.base_executor.ExecutorResults attribute) METRICS (OlympusTrader.strategy.base_strategy.BaseStrategy attribute) metrics (OlympusTrader.strategy.base_strategy.BaseStrategy property) min_order_size (OlympusTrader.broker.interfaces.IAsset attribute) min_price_increment (OlympusTrader.broker.interfaces.IAsset attribute) minimum_costbasis (OlympusTrader.insight.executors.new.dynamicQuantityToRisk.DynamicQuantityToRiskExecutor attribute) MinimumRiskToRewardExecutor (class in OlympusTrader.insight.executors.new.minimumRiskToReward) minRewardRiskRatio (OlympusTrader.strategy.base_strategy.BaseStrategy attribute) Minute (OlympusTrader.utils.timeframe.ITimeFrameUnit attribute) MODE (OlympusTrader.broker.paper_broker.PaperBroker attribute) (OlympusTrader.insight.insight.Insight attribute) (OlympusTrader.strategy.base_strategy.BaseStrategy attribute) mode (OlympusTrader.strategy.base_strategy.BaseStrategy property) module OlympusTrader OlympusTrader.alpha OlympusTrader.alpha.base_alpha OlympusTrader.alpha.ema_price_crossover OlympusTrader.alpha.rsi_divergance_alpha OlympusTrader.alpha.test_entry OlympusTrader.broker OlympusTrader.broker.alpaca_broker OlympusTrader.broker.base_broker OlympusTrader.broker.interfaces OlympusTrader.broker.paper_broker OlympusTrader.insight OlympusTrader.insight.executors OlympusTrader.insight.executors.base_executor OlympusTrader.insight.executors.canceled OlympusTrader.insight.executors.canceled.defaultOnCancelled OlympusTrader.insight.executors.closed OlympusTrader.insight.executors.closed.defaultOnClosed OlympusTrader.insight.executors.executed OlympusTrader.insight.executors.filled OlympusTrader.insight.executors.filled.basicStopLoss OlympusTrader.insight.executors.filled.basicTakeProfit OlympusTrader.insight.executors.filled.closeExhaustedInsight OlympusTrader.insight.executors.filled.closeMarketChanged OlympusTrader.insight.executors.general OlympusTrader.insight.executors.general.allExecutor OlympusTrader.insight.executors.general.anyExecutor OlympusTrader.insight.executors.new OlympusTrader.insight.executors.new.cancelAllOppositeSide OlympusTrader.insight.executors.new.dynamicQuantityToRisk OlympusTrader.insight.executors.new.fullAccountQuantiityToRisk OlympusTrader.insight.executors.new.marketOrderEntryPrice OlympusTrader.insight.executors.new.minimumRiskToReward OlympusTrader.insight.executors.new.percentageDCALevels OlympusTrader.insight.executors.new.rejectExpiredInsight OlympusTrader.insight.executors.rejected OlympusTrader.insight.executors.rejected.defaultOnReject OlympusTrader.insight.insight OlympusTrader.strategy OlympusTrader.strategy.base_strategy OlympusTrader.strategy.interfaces OlympusTrader.strategy.sharedmemory OlympusTrader.strategy.strategy OlympusTrader.ui OlympusTrader.universe OlympusTrader.utils OlympusTrader.utils.timeframe OlympusTrader.utils.tools OlympusTrader.utils.types

Month (OlympusTrader.utils.timeframe.ITimeFrameUnit attribute) MT5 (OlympusTrader.broker.interfaces.ISupportedBrokers attribute)

N

NAME (OlympusTrader.alpha.base_alpha.BaseAlpha attribute) (OlympusTrader.broker.base_broker.BaseBroker attribute) name (OlympusTrader.broker.interfaces.IAsset attribute) NAME (OlympusTrader.insight.executors.base_executor.BaseExecutor attribute) (OlympusTrader.strategy.base_strategy.BaseStrategy attribute)

NEW (OlympusTrader.broker.interfaces.ITradeUpdateEvent attribute) (OlympusTrader.insight.insight.InsightState attribute) NONE (OlympusTrader.insight.insight.StrategyDependantConfirmation attribute)

O

OCO (OlympusTrader.broker.interfaces.IOrderClass attribute) OlympusTrader module OlympusTrader.alpha module OlympusTrader.alpha.base_alpha module OlympusTrader.alpha.ema_price_crossover module OlympusTrader.alpha.rsi_divergance_alpha module OlympusTrader.alpha.test_entry module OlympusTrader.broker module OlympusTrader.broker.alpaca_broker module OlympusTrader.broker.base_broker module OlympusTrader.broker.interfaces module OlympusTrader.broker.paper_broker module OlympusTrader.insight module OlympusTrader.insight.executors module OlympusTrader.insight.executors.base_executor module OlympusTrader.insight.executors.canceled module OlympusTrader.insight.executors.canceled.defaultOnCancelled module OlympusTrader.insight.executors.closed module OlympusTrader.insight.executors.closed.defaultOnClosed module OlympusTrader.insight.executors.executed module OlympusTrader.insight.executors.filled module OlympusTrader.insight.executors.filled.basicStopLoss module OlympusTrader.insight.executors.filled.basicTakeProfit module OlympusTrader.insight.executors.filled.closeExhaustedInsight module OlympusTrader.insight.executors.filled.closeMarketChanged module OlympusTrader.insight.executors.general module OlympusTrader.insight.executors.general.allExecutor module OlympusTrader.insight.executors.general.anyExecutor module OlympusTrader.insight.executors.new module OlympusTrader.insight.executors.new.cancelAllOppositeSide module

OlympusTrader.insight.executors.new.dynamicQuantityToRisk module OlympusTrader.insight.executors.new.fullAccountQuantiityToRisk module OlympusTrader.insight.executors.new.marketOrderEntryPrice module OlympusTrader.insight.executors.new.minimumRiskToReward module OlympusTrader.insight.executors.new.percentageDCALevels module OlympusTrader.insight.executors.new.rejectExpiredInsight module OlympusTrader.insight.executors.rejected module OlympusTrader.insight.executors.rejected.defaultOnReject module OlympusTrader.insight.insight module OlympusTrader.strategy module OlympusTrader.strategy.base_strategy module OlympusTrader.strategy.interfaces module OlympusTrader.strategy.sharedmemory module OlympusTrader.strategy.strategy module OlympusTrader.ui module OlympusTrader.universe module OlympusTrader.utils module OlympusTrader.utils.timeframe module OlympusTrader.utils.tools module OlympusTrader.utils.types module on_bar() (OlympusTrader.strategy.base_strategy.BaseStrategy method) (OlympusTrader.strategy.strategy.Strategy method) OPG (OlympusTrader.broker.interfaces.ITimeInForce attribute) opposite_side (OlympusTrader.insight.insight.Insight attribute) order_class (OlympusTrader.broker.interfaces.IOrder attribute) (OlympusTrader.broker.interfaces.IOrderLeg attribute) (OlympusTrader.broker.interfaces.IOrderRequest attribute) order_id (OlympusTrader.broker.interfaces.IOrder attribute) (OlympusTrader.broker.interfaces.IOrderLeg attribute) (OlympusTrader.insight.insight.IInsight attribute) (OlympusTrader.insight.insight.Insight attribute) (OlympusTrader.insight.insight.PartialCloseResult attribute) orders (OlympusTrader.broker.interfaces.IAccountState attribute) Orders (OlympusTrader.broker.paper_broker.PaperBroker attribute) ORDERS (OlympusTrader.strategy.base_strategy.BaseStrategy attribute) orders (OlympusTrader.strategy.base_strategy.BaseStrategy property) OTO (OlympusTrader.broker.interfaces.IOrderClass attribute)

P

PAPER (OlympusTrader.broker.base_broker.BaseBroker attribute) (OlympusTrader.broker.interfaces.ISupportedBrokers attribute) PaperBroker (class in OlympusTrader.broker.paper_broker) parent (OlympusTrader.insight.insight.IInsight attribute) PARENT (OlympusTrader.insight.insight.Insight attribute) partial_closes (OlympusTrader.insight.insight.IInsight attribute) (OlympusTrader.insight.insight.Insight attribute) PARTIAL_FILLED (OlympusTrader.broker.interfaces.ITradeUpdateEvent attribute) partial_filled_quantity (OlympusTrader.insight.insight.IInsight attribute) PartialCloseResult (class in OlympusTrader.insight.insight) partialFilled() (OlympusTrader.insight.insight.Insight method) passed (OlympusTrader.insight.executors.base_executor.ExecutorResults attribute) PENDING_NEW (OlympusTrader.broker.interfaces.ITradeUpdateEvent attribute) PENDING_ORDERS (OlympusTrader.broker.paper_broker.PaperBroker attribute) PercentageDCALevels (class in OlympusTrader.insight.executors.new.percentageDCALevels) periodTillTp (OlympusTrader.insight.insight.Insight attribute)

periodUnfilled (OlympusTrader.insight.insight.Insight attribute) positionClosed() (OlympusTrader.insight.insight.Insight method) (OlympusTrader.strategy.interfaces.IStrategyMetrics method) positionFilled() (OlympusTrader.insight.insight.Insight method) positionOpened() (OlympusTrader.strategy.interfaces.IStrategyMetrics method) positions (OlympusTrader.broker.interfaces.IAccountState attribute) Positions (OlympusTrader.broker.paper_broker.PaperBroker attribute) POSITIONS (OlympusTrader.strategy.base_strategy.BaseStrategy attribute) positions (OlympusTrader.strategy.base_strategy.BaseStrategy property) preemptiveTA (OlympusTrader.strategy.interfaces.IBacktestingConfig attribute) PreviousTime (OlympusTrader.broker.paper_broker.PaperBroker attribute) price_base (OlympusTrader.broker.interfaces.IAsset attribute) processActiveOrders() (OlympusTrader.broker.paper_broker.PaperBroker method) processCanceledOrders() (OlympusTrader.broker.paper_broker.PaperBroker method) processClosedOrders() (OlympusTrader.broker.paper_broker.PaperBroker method) processPendingOrders() (OlympusTrader.broker.paper_broker.PaperBroker method) processUpdateOrders() (OlympusTrader.broker.paper_broker.PaperBroker method)

Q

qty (OlympusTrader.broker.interfaces.IOrder attribute) (OlympusTrader.broker.interfaces.IOrderRequest attribute) (OlympusTrader.broker.interfaces.IPosition attribute) quantity (OlympusTrader.insight.insight.IInsight attribute) (OlympusTrader.insight.insight.Insight attribute) (OlympusTrader.insight.insight.PartialCloseResult attribute)

quantity_base (OlympusTrader.broker.interfaces.IAsset attribute) quantity_round() (OlympusTrader.utils.tools.ITradingTools method)

R

registerAlpha() (OlympusTrader.alpha.base_alpha.BaseAlpha method) REJECTED (OlympusTrader.broker.interfaces.ITradeUpdateEvent attribute) (OlympusTrader.insight.insight.InsightState attribute) RejectExpiredInsightExecutor (class in OlympusTrader.insight.executors.new.rejectExpiredInsight) remove_executor() (OlympusTrader.insight.executors.general.allExecutor.AllExecutor method) (OlympusTrader.insight.executors.general.anyExecutor.AnyExecutor method) REPLACED (OlympusTrader.broker.interfaces.ITradeUpdateEvent attribute) resample_bars_from_timeframe() (OlympusTrader.utils.timeframe.ITimeFrame method) RESOLUTION (OlympusTrader.strategy.base_strategy.BaseStrategy attribute) resolution (OlympusTrader.strategy.base_strategy.BaseStrategy property) returnResults() (OlympusTrader.alpha.base_alpha.BaseAlpha method) (OlympusTrader.insight.executors.base_executor.BaseExecutor method) RRR (OlympusTrader.insight.insight.IInsight attribute) rsiColumn (OlympusTrader.alpha.rsi_divergance_alpha.RSIDiverganceAlpha attribute) RSIDiverganceAlpha (class in OlympusTrader.alpha.rsi_divergance_alpha) run() (OlympusTrader.insight.executors.base_executor.BaseExecutor method) (OlympusTrader.insight.executors.canceled.defaultOnCancelled.DefaultOnCancelledExecutor method) (OlympusTrader.insight.executors.closed.defaultOnClosed.DefaultOnClosedExecutor method) (OlympusTrader.insight.executors.filled.basicStopLoss.BasicStopLossExecutor method) (OlympusTrader.insight.executors.filled.basicTakeProfit.BasicTakeProfitExecutor method) (OlympusTrader.insight.executors.filled.closeExhaustedInsight.CloseExhaustedInsightExecutor method) (OlympusTrader.insight.executors.filled.closeMarketChanged.CloseMarketChangedExecutor method) (OlympusTrader.insight.executors.general.allExecutor.AllExecutor method) (OlympusTrader.insight.executors.general.anyExecutor.AnyExecutor method) (OlympusTrader.insight.executors.new.cancelAllOppositeSide.CancelAllOppositeSidetExecutor method) (OlympusTrader.insight.executors.new.dynamicQuantityToRisk.DynamicQuantityToRiskExecutor method) (OlympusTrader.insight.executors.new.fullAccountQuantiityToRisk.FullAccountQuantityToRiskExecutor method) (OlympusTrader.insight.executors.new.marketOrderEntryPrice.MarketOrderEntryPriceExecutor method) (OlympusTrader.insight.executors.new.minimumRiskToReward.MinimumRiskToRewardExecutor method) (OlympusTrader.insight.executors.new.percentageDCALevels.PercentageDCALevels method) (OlympusTrader.insight.executors.new.rejectExpiredInsight.RejectExpiredInsightExecutor method) (OlympusTrader.insight.executors.rejected.defaultOnReject.DefaultOnRejectExecutor method) (OlympusTrader.strategy.base_strategy.BaseStrategy method)

run_teardown() (OlympusTrader.strategy.base_strategy.BaseStrategy method) RUNNING_MARKET_STREAM (OlympusTrader.broker.base_broker.BaseBroker attribute) RUNNING_TRADE_STREAM (OlympusTrader.broker.base_broker.BaseBroker attribute)

S

saveBacktestResults() (OlympusTrader.strategy.base_strategy.BaseStrategy method) SELL (OlympusTrader.broker.interfaces.IOrderSide attribute) set_filled_price() (OlympusTrader.insight.insight.PartialCloseResult method) set_mode() (OlympusTrader.insight.insight.Insight method) setCurrentTime() (OlympusTrader.broker.paper_broker.PaperBroker method) SharedStrategyManager (class in OlympusTrader.strategy.sharedmemory) shortable (OlympusTrader.broker.interfaces.IAsset attribute) shorting (OlympusTrader.broker.interfaces.ISupportedBrokerFeatures attribute) shorting_enabled (OlympusTrader.broker.interfaces.IAccount attribute) should_run() (OlympusTrader.insight.executors.base_executor.BaseExecutor method) shouldClosePartialFilledIfCancelled (OlympusTrader.strategy.base_strategy.BaseStrategy attribute) side (OlympusTrader.broker.interfaces.IOrder attribute) (OlympusTrader.broker.interfaces.IOrderRequest attribute) (OlympusTrader.broker.interfaces.IPosition attribute) (OlympusTrader.insight.insight.IInsight attribute) (OlympusTrader.insight.insight.Insight attribute) (OlympusTrader.insight.insight.PartialCloseResult attribute) SIMPLE (OlympusTrader.broker.interfaces.IOrderClass attribute) SL (OlympusTrader.insight.insight.Insight attribute) SSM (OlympusTrader.strategy.base_strategy.BaseStrategy attribute) start (OlympusTrader.strategy.interfaces.IMarketDataStream attribute) start() (OlympusTrader.alpha.base_alpha.BaseAlpha method) (OlympusTrader.alpha.ema_price_crossover.EMAPriceCrossoverAlpha method) (OlympusTrader.alpha.rsi_divergance_alpha.RSIDiverganceAlpha method) (OlympusTrader.alpha.test_entry.TestEntryAlpha method) (OlympusTrader.strategy.base_strategy.BaseStrategy method) (OlympusTrader.strategy.strategy.Strategy method) START_DATE (OlympusTrader.broker.paper_broker.PaperBroker attribute) start_date (OlympusTrader.strategy.interfaces.IStrategyMetrics attribute) STARTING_CASH (OlympusTrader.broker.paper_broker.PaperBroker attribute) starting_cash (OlympusTrader.strategy.interfaces.IStrategyMetrics attribute) startTradeStream() (OlympusTrader.broker.alpaca_broker.AlpacaBroker method) (OlympusTrader.broker.base_broker.BaseBroker method) (OlympusTrader.broker.paper_broker.PaperBroker method) state (OlympusTrader.insight.executors.base_executor.BaseExecutor attribute) (OlympusTrader.insight.insight.IInsight attribute) (OlympusTrader.insight.insight.Insight attribute) (OlympusTrader.strategy.base_strategy.BaseStrategy property) status (OlympusTrader.broker.interfaces.IAsset attribute) (OlympusTrader.broker.interfaces.IOrder attribute) (OlympusTrader.broker.interfaces.IOrderLeg attribute)

stock_client (OlympusTrader.broker.alpaca_broker.AlpacaBroker attribute) stock_stream_client (OlympusTrader.broker.alpaca_broker.AlpacaBroker attribute) STOP (OlympusTrader.broker.interfaces.IOrderType attribute) STOP_LIMIT (OlympusTrader.broker.interfaces.IOrderType attribute) stop_loss (OlympusTrader.broker.interfaces.IOrderLegs attribute) (OlympusTrader.broker.interfaces.IOrderRequest attribute) (OlympusTrader.insight.insight.IInsight attribute) stop_price (OlympusTrader.broker.interfaces.IOrder attribute) (OlympusTrader.insight.insight.Insight attribute) stopLossOrderLeg (OlympusTrader.insight.insight.Insight property) stored (OlympusTrader.strategy.interfaces.IMarketDataStream attribute) stored_path (OlympusTrader.strategy.interfaces.IMarketDataStream attribute) Strategy (class in OlympusTrader.strategy.strategy) STRATEGY (OlympusTrader.alpha.base_alpha.BaseAlpha attribute) (OlympusTrader.insight.executors.base_executor.BaseExecutor attribute) strategy (OlympusTrader.insight.insight.IInsight attribute) STRATEGY (OlympusTrader.utils.tools.ITradingTools attribute) STRATEGY_ID (OlympusTrader.strategy.base_strategy.BaseStrategy attribute) StrategyDependantConfirmation (class in OlympusTrader.insight.insight) strategyType (OlympusTrader.insight.insight.Insight attribute) StrategyTypes (class in OlympusTrader.insight.insight) streamMarketData() (OlympusTrader.broker.alpaca_broker.AlpacaBroker method) (OlympusTrader.broker.base_broker.BaseBroker method) (OlympusTrader.broker.paper_broker.PaperBroker method) STREAMS (OlympusTrader.strategy.base_strategy.BaseStrategy attribute) streams (OlympusTrader.strategy.base_strategy.BaseStrategy property) submit() (OlympusTrader.insight.insight.Insight method) submit_order() (OlympusTrader.strategy.base_strategy.BaseStrategy method) submited (OlympusTrader.insight.insight.IInsight attribute) submitOrder (OlympusTrader.broker.interfaces.ISupportedBrokerFeatures attribute) submitted_at (OlympusTrader.broker.interfaces.IOrder attribute) (OlympusTrader.broker.interfaces.IOrderLeg attribute) success (OlympusTrader.alpha.base_alpha.AlphaResults attribute) (OlympusTrader.insight.executors.base_executor.ExecutorResults attribute) supportedFeatures (OlympusTrader.broker.base_broker.BaseBroker attribute) symbol (OlympusTrader.broker.interfaces.IAsset attribute) (OlympusTrader.broker.interfaces.IOrderRequest attribute) (OlympusTrader.broker.interfaces.IQuote attribute) (OlympusTrader.insight.insight.IInsight attribute) (OlympusTrader.insight.insight.Insight attribute) (OlympusTrader.strategy.interfaces.IMarketDataStream attribute)

T

T212 (OlympusTrader.broker.interfaces.ISupportedBrokers attribute) TA (OlympusTrader.alpha.base_alpha.BaseAlpha attribute) (OlympusTrader.strategy.interfaces.IMarketDataStream attribute) take_profit (OlympusTrader.broker.interfaces.IOrderLegs attribute) (OlympusTrader.broker.interfaces.IOrderRequest attribute) (OlympusTrader.insight.insight.IInsight attribute) takeProfitOrderLeg (OlympusTrader.insight.insight.Insight property) TaStrategy (OlympusTrader.strategy.base_strategy.BaseStrategy attribute) teardown() (OlympusTrader.strategy.base_strategy.BaseStrategy method) (OlympusTrader.strategy.strategy.Strategy method) TEST (OlympusTrader.insight.insight.StrategyTypes attribute) TestEntryAlpha (class in OlympusTrader.alpha.test_entry) tf (OlympusTrader.insight.insight.Insight attribute) TICKER_INFO (OlympusTrader.broker.base_broker.BaseBroker attribute) time_frame (OlympusTrader.strategy.interfaces.IMarketDataStream attribute) time_in_force (OlympusTrader.broker.interfaces.IOrder attribute) (OlympusTrader.broker.interfaces.IOrderRequest attribute) timestamp (OlympusTrader.broker.interfaces.IQuote attribute) to_timeDelta() (OlympusTrader.utils.timeframe.ITimeFrame method) TOOLS (OlympusTrader.strategy.base_strategy.BaseStrategy attribute) tools (OlympusTrader.strategy.base_strategy.BaseStrategy property) total_closed (OlympusTrader.strategy.interfaces.IStrategyMetrics attribute) total_loss (OlympusTrader.strategy.interfaces.IStrategyMetrics attribute) total_losses (OlympusTrader.strategy.interfaces.IStrategyMetrics attribute)

total_open (OlympusTrader.strategy.interfaces.IStrategyMetrics attribute) total_pnl (OlympusTrader.strategy.interfaces.IStrategyMetrics attribute) total_profit (OlympusTrader.strategy.interfaces.IStrategyMetrics attribute) total_wins (OlympusTrader.strategy.interfaces.IStrategyMetrics attribute) TP (OlympusTrader.insight.insight.Insight attribute) tradable (OlympusTrader.broker.interfaces.IAsset attribute) trade_stream_client (OlympusTrader.broker.alpaca_broker.AlpacaBroker attribute) tradeEventStreaming (OlympusTrader.broker.interfaces.ISupportedBrokerFeatures attribute) tradeOnFeatureEvents (OlympusTrader.strategy.base_strategy.BaseStrategy attribute) trading_client (OlympusTrader.broker.alpaca_broker.AlpacaBroker attribute) trail_price (OlympusTrader.broker.interfaces.IOrderRequest attribute) trailing_stop (OlympusTrader.broker.interfaces.IOrderLegs attribute) TRAILING_STOP (OlympusTrader.broker.interfaces.IOrderType attribute) trailingStop (OlympusTrader.broker.interfaces.ISupportedBrokerFeatures attribute) trailingStopOrderLeg (OlympusTrader.insight.insight.Insight property) TRO (OlympusTrader.broker.interfaces.IOrderClass attribute) TTL_filled (OlympusTrader.insight.insight.IInsight attribute) TTL_unfilled (OlympusTrader.insight.insight.IInsight attribute) TV (OlympusTrader.broker.interfaces.ISupportedBrokers attribute) type (OlympusTrader.broker.interfaces.IOrder attribute) (OlympusTrader.broker.interfaces.IOrderLeg attribute) (OlympusTrader.broker.interfaces.IOrderRequest attribute) (OlympusTrader.insight.insight.IInsight attribute) (OlympusTrader.insight.insight.Insight attribute) (OlympusTrader.strategy.interfaces.IMarketDataStream attribute)

U

unit (OlympusTrader.utils.timeframe.ITimeFrame property) unit_value (OlympusTrader.utils.timeframe.ITimeFrame attribute) UNIVERSE (OlympusTrader.strategy.base_strategy.BaseStrategy attribute) universe() (OlympusTrader.strategy.base_strategy.BaseStrategy method) (OlympusTrader.strategy.strategy.Strategy method) unrealized_pl (OlympusTrader.broker.interfaces.IPosition attribute) update_account_balance() (OlympusTrader.broker.paper_broker.PaperBroker method) update_account_history() (OlympusTrader.broker.paper_broker.PaperBroker method) update_contracts() (OlympusTrader.insight.insight.Insight method) update_limit_price() (OlympusTrader.insight.insight.Insight method) update_market_changed() (OlympusTrader.insight.insight.Insight method) update_order() (OlympusTrader.broker.alpaca_broker.AlpacaBroker method) (OlympusTrader.broker.base_broker.BaseBroker method) (OlympusTrader.broker.paper_broker.PaperBroker method) UPDATE_ORDERS (OlympusTrader.broker.paper_broker.PaperBroker attribute) update_quantity() (OlympusTrader.insight.insight.Insight method) updateCloseOrderID() (OlympusTrader.insight.insight.Insight method) updated_at (OlympusTrader.broker.interfaces.IOrder attribute) (OlympusTrader.broker.interfaces.IOrderLeg attribute) (OlympusTrader.insight.insight.IInsight attribute)

updatedAt (OlympusTrader.insight.insight.Insight attribute) updateDerivedMetrics() (OlympusTrader.strategy.interfaces.IStrategyMetrics method) updateEnd() (OlympusTrader.strategy.interfaces.IStrategyMetrics method) updateLegs() (OlympusTrader.insight.insight.Insight method) updateOrderID() (OlympusTrader.insight.insight.Insight method) updateStart() (OlympusTrader.strategy.interfaces.IStrategyMetrics method) updateState() (OlympusTrader.insight.insight.Insight method) updateStopLoss() (OlympusTrader.insight.insight.Insight method) updateStopLossLegs() (OlympusTrader.insight.insight.Insight method) updateSubmited() (OlympusTrader.insight.insight.Insight method) updateTakeProfit() (OlympusTrader.insight.insight.Insight method) updateTakeProfitLegs() (OlympusTrader.insight.insight.Insight method) updateTrailingStopLegs() (OlympusTrader.insight.insight.Insight method) UPSTATE (OlympusTrader.insight.insight.StrategyDependantConfirmation attribute) use_quote_entry (OlympusTrader.alpha.rsi_divergance_alpha.RSIDiverganceAlpha attribute) useContractSize (OlympusTrader.insight.insight.IInsight attribute) uses_contract_size (OlympusTrader.insight.insight.Insight property)

V

validate() (OlympusTrader.insight.insight.Insight method) validate_timeframe() (OlympusTrader.utils.timeframe.ITimeFrame static method) value (OlympusTrader.utils.timeframe.ITimeFrame property) VARIABLES (OlympusTrader.strategy.base_strategy.BaseStrategy attribute) VERBOSE (OlympusTrader.broker.base_broker.BaseBroker attribute) (OlympusTrader.broker.paper_broker.PaperBroker attribute) (OlympusTrader.strategy.base_strategy.BaseStrategy attribute)

VERSION (OlympusTrader.alpha.base_alpha.BaseAlpha attribute) (OlympusTrader.insight.executors.base_executor.BaseExecutor attribute) volume (OlympusTrader.broker.interfaces.IQuote attribute)

W

WARM_UP (OlympusTrader.strategy.base_strategy.BaseStrategy attribute) warm_up (OlympusTrader.strategy.base_strategy.BaseStrategy property) Week (OlympusTrader.utils.timeframe.ITimeFrameUnit attribute)

win_rate (OlympusTrader.strategy.interfaces.IStrategyMetrics attribute) WITHSSM (OlympusTrader.strategy.base_strategy.BaseStrategy attribute) WITHUI (OlympusTrader.strategy.base_strategy.BaseStrategy attribute)