Dear support,

I am trying to get the 'Lowest High' for my strategy and having some troubles. First of all I created such a variable:

double max= indicators.max(instrument, defPeriod, OfferSide.BID, IIndicators.AppliedPrice.HIGH, 2, 0);

This variable returns me the highest values. The second part is more complicated. I want to get the Lowest of these Highs, but not over some specified period, but for the period from my last opened position. It implies that sometimes this 'Low of the Highs' will be calculated for e.g. 5 candles and sometimes for e.g. 15 candles.

could you give me some hint or idea, how could I get this? I think I should use something like

'public double getMin()'

and something with

'for (IOrder order : engine.getOrders(instrument)) {
if (order.getState() == IOrder.State.FILLED) {'

but have no idea how to implement this. I would be very grateful if you could help.

Thanks!

Hi,
please consider the following code:

package forum;

import java.util.*;

import com.dukascopy.api.*;
import com.dukascopy.api.IEngine.OrderCommand;
import com.dukascopy.api.IOrder.State;

public class ForumSandbox implements IStrategy {
   private IEngine engine;
   private IConsole console;
   private IHistory history;   
   
   Period period = Period.ONE_HOUR;
   Instrument instrument = Instrument.EURUSD;
   IOrder order = null;
   
   public void onStart(IContext context) throws JFException {
      this.engine = context.getEngine();
      this.console = context.getConsole();
      this.history = context.getHistory();      
            
       this.order = engine.submitOrder("order", this.instrument, OrderCommand.SELL, 0.001);  
   }

   public void onAccount(IAccount account) throws JFException {
   }

   public void onMessage(IMessage message) throws JFException {
   }

   public void onStop() throws JFException {
      if (this.order.getState() != State.CREATED && this.order.getState() != State.CANCELED)
         this.order.close();
   }

   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.period) return;
       
       if (bidBar.getTime() < this.order.getCreationTime()) return;
       
       console.getOut().println("Min high value: " + getMinHigh());
    }
    
    private double getMinHigh() throws JFException{              
       long orderBarTime = history.getBarStart(this.period, this.order.getCreationTime());             
       long lastClosedBarTime = history.getBar(this.instrument, this.period, OfferSide.BID, 1).getTime();                  
       
       List<IBar> bars = history.getBars(this.instrument, this.period, OfferSide.BID, orderBarTime, lastClosedBarTime);
             
       ArrayList<Double> barHighs = new ArrayList<Double>();
       for (IBar bar : bars){
          barHighs.add(bar.getHigh());
       }
          
       double lowestValue = barHighs.get(0);
       for (Double barHigh : barHighs){
          lowestValue = barHigh < lowestValue ? barHigh : lowestValue;
       }                                                     
       return lowestValue;              
    }
}