com.dukascopy.api

Interface IStrategy

All Superinterfaces:

IJFRunnable<IContext>

public interface IStrategy
extends IJFRunnable<IContext>

Interface that all strategies should implement

Method Summary

Modifier and Type	Method and Description
void	onAccount(IAccount account) Called when account information update is received
void	onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) Called on every bar for every basic period and instrument that application is subscribed on.
void	onMessage(IMessage message) Called when new message is received.
void	onStart(IContext context) Called on strategy start.
void	onStop() Called before strategy is stopped.
void	onTick(Instrument instrument, ITick tick) Called on every tick of every instrument that application is subscribed on.

Method Detail

onStart

void onStart(IContext context)
      throws JFException

Called on strategy start. Here one would normally initialize variables held by IContext, subscribe to instruments and feeds (e.g. custom period, range bars, renko bricks, etc.) and do other strategy setup operations.

It is imperative to subscribe with IContext.setSubscribedInstruments(java.util.Set, boolean) to the instruments that the strategy is going to work with, one can do it in the following way:

 context.setSubscribedInstruments(new HashSet<Instrument>(Arrays.asList(Instrument.EURUSD, Instrument.AUDCAD), true));
 

Specified by:

onStart in interface IJFRunnable<IContext>

Parameters:

context - allows access to all system functionality

Throws:

JFException - when strategy author ignores exceptions

onTick

void onTick(Instrument instrument,
            ITick tick)
     throws JFException

Called on every tick of every instrument that application is subscribed on.

In order to only work with ticks of a particular instrument consider tick filtering:

 public void onTick(Instrument instrument, ITick tick) throws JFException {
     if (!instrument.equals(Instrument.EURUSD) || !instrument.equals(Instrument.AUDCAD)){ 
         return; 
     }
     //the strategy from here on only works with either EURUSD or AUDCAD ticks
 } 
 

Parameters:

instrument - instrument of the tick

tick - tick data

Throws:

JFException - when strategy author ignores exceptions

onBar

void onBar(Instrument instrument,
           Period period,
           IBar askBar,
           IBar bidBar)
    throws JFException

Called on every bar for every basic period and instrument that application is subscribed on.

In order to only work with bars of a particular instrument and period consider bar filtering:

 public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException {
     if (!instrument.equals(Instrument.EURUSD) || !period.equals(Period.ONE_HOUR)){ 
         return; 
     }
     //the strategy from here on only works with EURUSD ONE_HOUR bars
 } 
 

Parameters:

instrument - instrument of the bar

period - period of the bar

askBar - bar created of ask side of the ticks

bidBar - bar created of bid side of the ticks

Throws:

JFException - when strategy author ignores exceptions

onMessage

void onMessage(IMessage message)
        throws JFException

Called when new message is received. Most prominently the method receives an IMessage whenever the order state of any order changes, this way allowing to manage order state.

Parameters:

message - message

Throws:

JFException - when strategy author ignores exceptions

onAccount

void onAccount(IAccount account)
        throws JFException

Called when account information update is received

Parameters:

account - updated account information

Throws:

JFException - when strategy author ignores exceptions

onStop

void onStop()
     throws JFException

Called before strategy is stopped. Here, depending on strategy logic, one would consider closing all active orders, removing created chart objects, disposing any custom GUI objects, etc.

Specified by:

onStop in interface IJFRunnable<IContext>

Throws:

JFException