forge.signals

Forge API 1

What ``compute()`` returns: ``fg.Signals``, and named conditions built with ``fg.all_of``.

``compute(self, d)`` gives Forge whole arrays of entry and exit conditions. Forge turns them into orders without calling Python on every bar. Entry and exit fields are True/False numpy arrays the length of the strategy's bars, or condition trees whose names are kept so a bar can say which conditions were true.

Name	Kind	Summary
AddOn	class	Add to a position that moved in its favour: ``fg.AddOn(every_pips=20, size_mult=0.5)``.
Bracket	function	An entry order with its stop and its target: ``fg.Bracket(entry, sl, tp)``.
BreakEven	class	Move the stop to the entry price once the trade is ahead: ``fg.BreakEven(at_r=1.0)``.
Caps	class	The most a strategy may hold or risk: ``fg.Caps(max_lots=2, max_positions=3)``.
Entry	class	How entries are placed: ``fg.Entry.market``, ``limit``, ``stop`` or ``stop_limit``.
Exit	class	The ways to close trades together or by time: ``fg.Exit.basket``.
Filter	class	Filters for ``fg.Signals(filters=[...])`` and the class attribute ``filters``: where not to trade.
Order	class	The orders ``ctx.order`` takes: ``fg.Order.market``, ``limit``, ``stop`` and ``stop_limit``.
Plot	class	A named series for ``fg.Signals(plots=...)`` with a style and a pane.
Region	class	A stretch of bars to shade on the chart: ``fg.Region(start, end, label="news")``.
Signals	class	What ``compute()`` returns: entry and exit conditions, and named series to plot or record.
Size	class	How much each entry trades.
Stop	class	Where a losing trade is closed.
Target	class	Where a winning trade is closed.
Targets	class	Several targets that each close a part of the trade: ``fg.Targets([(0.5, t1), (0.5, t2)])``.
TimeStop	class	Close a trade that has been open too long: ``fg.TimeStop(bars=48)`` or ``duration="2d"``.
Trail	class	A stop that follows the price.
all_of	function	True on a bar where every named condition is true.
any_of	function	True on a bar where at least one named condition is true.
count	function	The number of bars among this bar and the ``over - 1`` before it where the condition is true.
n_of	function	True on a bar where at least ``k`` of the named conditions are true.
none_of	function	True on a bar where none of the named conditions is true.
then	function	True where ``second`` becomes true, if ``first`` became true 1 to ``within`` bars earlier.
vote	function	True from the bar the weighted share of true conditions reaches ``open_at`` percent until the bar it falls to ``close_at`` percent or below.