Hello,

Looking for a strategy that simply trades the difference between price at two different times.

ie: if price at 7:15 is 3 pips greater than price at 7:00, take a long position at 7:15 with preset TP/SL. If reverse, take a short position.

Many Thanks,

Nachtschwarmer

Please take a look at the following strategy:

package jforex.strategies;

import java.text.SimpleDateFormat;
import java.util.TimeZone;

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

public class TradeOnDirection implements IStrategy {

   @Configurable("Instrument")
   public Instrument instrument = Instrument.EURUSD;
   @Configurable("Instrument")
   public Period period = Period.TEN_SECS;   
   @Configurable("Amount")
   public double amount = 0.001;
   @Configurable("Stop loss")
   public int stopLossPips = 3;
   @Configurable("Take profit")
   public int takeProfitPips = 5;
   
   private IEngine engine;
   private IConsole console;
   private IHistory history;
   
   private int orderCount; 
   
   @Override
   public void onStart(IContext context) throws JFException {
      this.engine = context.getEngine();
      this.console = context.getConsole();
      this.history = context.getHistory();      

      console.getOut().println("start");
   }

   @Override
   public void onTick(Instrument instrument, ITick tick) throws JFException {
      
   }

   @Override
   public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException {
      if( this.instrument != instrument || this.period != period){
         return;      
      }
      //take previous bar from historical data
      IBar prevBar = history.getBar(instrument, period, OfferSide.BID, 2);

      OrderCommand cmd = bidBar.getClose() > prevBar.getClose() 
         ? OrderCommand.BUY
         : OrderCommand.SELL;
      
      submitOrder(cmd);
   }
   
   private IOrder submitOrder(OrderCommand orderCmd) throws JFException {

      double stopLossPrice, takeProfitPrice;

      // Calculating stop loss and take profit prices
      if (orderCmd == OrderCommand.BUY) {
         stopLossPrice = history.getLastTick(this.instrument).getBid() - getPipPrice(this.stopLossPips);
         takeProfitPrice = history.getLastTick(this.instrument).getBid() + getPipPrice(this.takeProfitPips);
      } else {
         stopLossPrice = history.getLastTick(this.instrument).getAsk() + getPipPrice(this.stopLossPips);
         takeProfitPrice = history.getLastTick(this.instrument).getAsk() - getPipPrice(this.takeProfitPips);
      }

      // Submitting an order for the specified instrument at the current market price
      return engine.submitOrder("order" + ++orderCount, this.instrument, orderCmd, this.amount, 0, 5, stopLossPrice, takeProfitPrice);
   }
   
   private double getPipPrice(int pips) {
      return pips * this.instrument.getPipValue();
   }

   @Override
   public void onMessage(IMessage message) throws JFException {
      //if the message is related to order print its content
      if (message.getOrder() != null){
         console.getOut().println(message.getOrder().getLabel() + " " + message.getType() + " " + message.getContent());
      }
   }

   @Override
   public void onAccount(IAccount account) throws JFException {

   }

   @Override
   public void onStop() throws JFException {
      //close all orders on strategy stop
      for(IOrder o : engine.getOrders()){
         o.close();
      }
   }

}

For more on strategies, start here:
https://www.dukascopy.com/wiki/index.php?title=Overview

Thank you for the reply.

This code opens trades on every occurrence at the set configurable time period (5 min, hourly, etc) 24 hours a day. Is there a way to add daily configurable times during which the strategy will open trades between?

Example: Strategy only opens trades between 0:00 and 7:00 daily, with trades only closing on Take Profit/Stop Loss.

Another solution would be a universal code for any strategy that starts and stops a strategy the same times daily while leaving open trades open until their SL/TP is realized, regardless of time.

Thank You Again

Nachtschwarmer

See the following example:
viewtopic.php?f=31&t=42386

Thanks for the program.
I have one request.
Could you tell me, how to insert the trailing step into the program?
I know
setStopLossPrice(double price,
OfferSide side,
double trailingStep)
but don't know how and where to insert it into the program.

Consider doing something something similar to this:

      IOrder order = engine.submitOrder("order" + ++orderCount , this.instrument, orderCmd, this.amount, 0, 5, 0, takeProfitPrice);
      //wait max 2 secs for order to get opened
      order.waitForUpdate(2000);
      //normally state here should be OPENED, but for a more general case we add also FILLED
      if(order.getState() == IOrder.State.OPENED || order.getState() == IOrder.State.FILLED){
         order.setStopLossPrice(stopLossPrice, OfferSide.BID, 10);
      }

See:
https://www.dukascopy.com/wiki/index.php ... ting_order

Thanks, working fine.

I don't understand this line:

//take previous bar from historical data
IBar prevBar = history.getBar(instrument, period, OfferSide.BID, 2);

Why do you use number 2, why not number 1?
shift - number of candle back in time staring from current bar. 1 - previous bar, 2 - current bar minus 2 bars and so on
1 means the previous bar.

It depends on what we take as current - bar with shift=2 is used for "previous bar" in onBar, since:
0 - bar currently formed (just started)
1 - bar that just arrived in onBar (since it just got finished)
2 - previous bar - one bar before the onBar bar.
Thus, in general shift=1 returns the pervious bar, but if by "previous bar" we mean - previous from onBar bar, then we use shift 2.

So, this strategy checks the last fully finished bar? If this bar is green then opens long position, if this bar is red, then opens short position?

Yes

I wanted to try this program with custom time periods, but it is not working.

public Period period = Period.createCustomPeriod(Unit.Hour, 12);

If I set up 2 or 6 or 8 or 12 hours, then nothing happening on the historical test, however it is working with 1 hour.
What is the problem?

In order to use custom periods, you have to subscribe to them, the same time passing the business logic that should be executed on the particular custom period, see:
https://www.dukascopy.com/wiki/index.php ... tom_period

In live trading I could set up 20 seconds and it was working fine.
But in the historical tester nothing is happening.

Please use @RequiresFullAccess annotation (this is due to the fact that the historical value cache gets read from a local directory which is not in IContext.getFilesDir()). As in the following example:
https://www.dukascopy.com/wiki/index.php ... te_to_file

I cannot make it.
Even I cannot stop the running of the historical tester if I press cancel.

Please check what you receive on Java console. See:
viewtopic.php?f=81&t=39073&p=50123

I tried so many times, still not working.
Why cannot set up simply more time periods, like 8, 12 hours, 2, 3 days etc in the dialog box?

Please provide an example strategy which you are launching and a precise launch scenario. Also please describe what you expect the strategy to do and how it actually behaves.

I found a solution.
Little bit later I describe the situation.

But now I have a new strange problem.
Let's take the original probgram what you wrote here on Tue 30 Aug, 2011, 07:51
TradeOnDirection

Previously it worked very well with different instruments and time periods.
But since yesterday it is not working with XAUUSD and Daily. It is working well with XAUUSD Hourly, 4 Hours etc, but not daily.
It is working fine with other instruments like EURUSD, XAGUSD daily.
When I start with XAUUSD and Daily the tester is running the time is passing if see the report, but the program is not doing anything.
What can be the problem?

Please thy this strategy

package jforex.strategies;
 
import java.text.SimpleDateFormat;
import java.util.TimeZone;
 
import com.dukascopy.api.*;
import com.dukascopy.api.IEngine.OrderCommand;
 
public class TradeOnDirection implements IStrategy {
 
   @Configurable("Instrument")
   public Instrument instrument = Instrument.EURUSD;
   @Configurable("Instrument")
   public Period period = Period.TEN_SECS;   
   @Configurable("Amount")
   public double amount = 0.001;
   @Configurable("Stop loss")
   public int stopLossPips = 3;
   @Configurable("Take profit")
   public int takeProfitPips = 5;
    
   private IEngine engine;
   private IConsole console;
   private IHistory history;
    
   private int orderCount;
    
   @Override
   public void onStart(IContext context) throws JFException {
      this.engine = context.getEngine();
      this.console = context.getConsole();
      this.history = context.getHistory();
   }
 
   @Override
   public void onTick(Instrument instrument, ITick tick) throws JFException {
       
   }
 
   @Override
   public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException {
       
      if( !this.instrument.equals(instrument) || !this.period.equals(period) ){
         return;      
      }

      //take previous bar from historical data
      IBar prevBar = history.getBar(instrument, period, OfferSide.BID, 2);
      
      console.getOut().println(bidBar.getClose() + " " + prevBar.getClose());
 
      OrderCommand cmd = bidBar.getClose() > prevBar.getClose()
         ? OrderCommand.BUY
         : OrderCommand.SELL;
       
      submitOrder(cmd);
   }
    
   private IOrder submitOrder(OrderCommand orderCmd) throws JFException {
 
      double stopLossPrice, takeProfitPrice;
 
      // Calculating stop loss and take profit prices
      if (orderCmd == OrderCommand.BUY) {
         stopLossPrice = history.getLastTick(this.instrument).getBid() - getPipPrice(this.stopLossPips);
         takeProfitPrice = history.getLastTick(this.instrument).getBid() + getPipPrice(this.takeProfitPips);
      } else {
         stopLossPrice = history.getLastTick(this.instrument).getAsk() + getPipPrice(this.stopLossPips);
         takeProfitPrice = history.getLastTick(this.instrument).getAsk() - getPipPrice(this.takeProfitPips);
      }
 
      // Submitting an order for the specified instrument at the current market price
      return engine.submitOrder("order" + ++orderCount, this.instrument, orderCmd, this.amount, 0, 5, stopLossPrice, takeProfitPrice);
   }
    
   private double getPipPrice(int pips) {
      return pips * this.instrument.getPipValue();
   }
 
   @Override
   public void onMessage(IMessage message) throws JFException {
      //if the message is related to order print its content
      if (message.getOrder() != null){
         console.getOut().println(message.getOrder().getLabel() + " " + message.getType() + " " + message.getContent());
      }
   }
 
   @Override
   public void onAccount(IAccount account) throws JFException {
 
   }
 
   @Override
   public void onStop() throws JFException {
      //close all orders on strategy stop
      for(IOrder o : engine.getOrders()){
         o.close();
      }
   }
 
}