Hello,

I am trying to implement a basic Moving Average Crossover Strategy. I was able to download and compile a sample MA strategy that was provided in a previous post, but the example does not execute orders. Would someone be able to modify this code so it may execute orders?

/**
* MA Cross
*
* @author defc0n1
* @version 0.1
*/
package jforex;

import java.util.concurrent.TimeUnit;

import com.dukascopy.api.*;
import com.dukascopy.api.IEngine.OrderCommand;
import com.dukascopy.api.IIndicators.AppliedPrice;
import com.dukascopy.api.IIndicators.MaType;

public class MaCross implements IStrategy {
   @Configurable("Instrument") public Instrument instrument = Instrument.EURUSD;
   @Configurable("Amount") public double amount = 0.25;
   @Configurable("Slippage") public double slippage = 5;
   @Configurable("Time frame") public Period timeFrame = Period.TEN_MINS;   
   @Configurable("MA1 type") public MaType ma1Type = MaType.SMA;
   @Configurable("MA1 time period") public int ma1TimePeriod = 20;   
   @Configurable("MA2 type") public MaType ma2Type = MaType.SMA;
   @Configurable("MA2 time period") public int ma2TimePeriod = 50;   
   @Configurable("MA filter") public Filter maFilter = Filter.WEEKENDS;
   @Configurable("Offer side") public OfferSide offerSide = OfferSide.ASK;
   @Configurable("Applied price") public AppliedPrice appliedPrice  = AppliedPrice.CLOSE;

   
   
   private IEngine engine;
   private IConsole console;
   private IHistory history;
   private IContext context;
   private IIndicators indicators;
   private IUserInterface userInterface;
   
   private IOrder order = null;
   
   public void onStart(IContext context) throws JFException {
      this.engine = context.getEngine();
      this.console = context.getConsole();
      this.history = context.getHistory();
      this.context = context;
      this.indicators = context.getIndicators();
      this.userInterface = context.getUserInterface();
   }

   public void onAccount(IAccount account) throws JFException {
   }

   public void onMessage(IMessage message) throws JFException {     
   }

   public void onStop() throws JFException {
   }

   public void onTick(Instrument instrument, ITick tick) throws JFException {   
         
   }
   
    public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException {   
       if(!instrument.equals(this.instrument) || period != this.timeFrame) return;
     
            double MaFast ;
            double MaFastprev;
            double MaFastnext;
           
            double MaSlow ;
            double MaSlowprev ;
            double MaSlownext;
           
         
           
            String EntryMa = "false" ;
           
            // previous bar
            int shift2 = 2 ;
           
            //actual bar
            int shift1 = 1 ;
            //next bar
            int shift0 = 0 ;
           
            MaFast = indicators.ma(this.instrument,this.timeFrame,this.offerSide,this.appliedPrice,this.ma1TimePeriod,this.ma1Type,shift1);
            MaFastprev= indicators.ma(this.instrument,this.timeFrame,this.offerSide,this.appliedPrice,this.ma1TimePeriod,this.ma1Type,shift2);
            MaFastnext = indicators.ma(this.instrument,this.timeFrame,this.offerSide,this.appliedPrice,this.ma1TimePeriod,this.ma1Type,shift0);
           
           
           
           
            MaSlow = indicators.ma(this.instrument,this.timeFrame,this.offerSide,this.appliedPrice,this.ma2TimePeriod,this.ma2Type,shift1);
            MaSlowprev = indicators.ma(this.instrument,this.timeFrame,this.offerSide,this.appliedPrice,this.ma2TimePeriod,this.ma2Type,shift2);
            MaSlownext = indicators.ma(this.instrument,this.timeFrame,this.offerSide,this.appliedPrice,this.ma2TimePeriod,this.ma2Type,shift0);
       
           
         
            if (MaFast > MaSlow && MaFastprev < MaSlowprev && MaFastnext > MaSlownext) {
           
           
           
           engine.submitOrder(OrderCommand.BUY, this.instrument, orderCmd, amount, 0, 20, stopLossPrice, takeProfitPrice);
            console.getOut().println("Long Entry");
           
                }
               
             
               
                else if (MaSlow > MaFast && MaSlowprev < MaFastprev && MaSlownext >MaFastnext){
              engine.submitOrder(OrderCommand.SELL, this.instrument, orderCmd, amount, 0, 20, stopLossPrice, takeProfitPrice);
             console.getOut().println("Short Entry");
               
            }
           
           
     
    }
}

Thank you!

You are "trying"? You have to have the latest API documentation, and then fill in the parameters according to the API.

The action happens here:

    if (MaFast > MaSlow && MaFastprev < MaSlowprev && MaFastnext > MaSlownext) {
        engine.submitOrder(OrderCommand.BUY, this.instrument, orderCmd, amount, 0, 20, stopLossPrice, takeProfitPrice);
        console.getOut().println("Long Entry");
    }
    else if (MaSlow > MaFast && MaSlowprev < MaFastprev && MaSlownext >MaFastnext){
        engine.submitOrder(OrderCommand.SELL, this.instrument, orderCmd, amount, 0, 20, stopLossPrice, takeProfitPrice);
        console.getOut().println("Short Entry");
    }

Choose an IEngine.submitOrder() that fits your needs and fill in the required parameters..

Example: a buy @market order for 10000 units of EURUSD, with slippage of max 5 pips:

IEngine.submitOrder("market buy", Instrument.EURUSD, IEngine.OrderCommand.BUY, 0.01, 0, 5)

com.dukascopy.api.JFException: Label inconsistent (Label must not be null, longer than 64 symbols, contain restricted symbols or start with number) @ jforex