Hello. I try to make strategy using Renko 10 pips [7] and Simple Moving Average (SMA) 100.
But the indicator calculation result is different from the chart.
So I try to calculate the indicator from the chart (I get the strategy code from wiki):

package jforex.charts.ind;

import java.util.Arrays;

import com.dukascopy.api.DataType;
import com.dukascopy.api.IAccount;
import com.dukascopy.api.IBar;
import com.dukascopy.api.IChart;
import com.dukascopy.api.IConsole;
import com.dukascopy.api.IContext;
import com.dukascopy.api.IHistory;
import com.dukascopy.api.IIndicators;
import com.dukascopy.api.IIndicators.AppliedPrice;
import com.dukascopy.api.IMessage;
import com.dukascopy.api.IStrategy;
import com.dukascopy.api.ITick;
import com.dukascopy.api.ITimedData;
import com.dukascopy.api.Instrument;
import com.dukascopy.api.JFException;
import com.dukascopy.api.OfferSide;
import com.dukascopy.api.Period;
import com.dukascopy.api.feed.IFeedDescriptor;
import com.dukascopy.api.indicators.IIndicator;
import com.dukascopy.api.indicators.IIndicatorAppearanceInfo;
import com.dukascopy.api.indicators.OutputParameterInfo;

/**
 * The strategy calculates indicators with the same parameters
 * as they appear on the last selected chart
 *
 */
public class CalculateIndicatorsFromChart implements IStrategy {

    private IIndicators indicators;
    private IHistory history;
    private IConsole console;
    private IChart chart;
    
    private int dataCount = 3;

    @Override
    public void onStart(IContext context) throws JFException {
        indicators = context.getIndicators();
        history = context.getHistory();
        console = context.getConsole();
        chart = context.getLastActiveChart();
        if (chart == null) {
            console.getErr().println("No chart opened!");
            return;
        }
        IFeedDescriptor feedDescriptor = chart.getFeedDescriptor();
        if(feedDescriptor.getDataType() == DataType.TICKS){
            console.getWarn().println("Tick charts need to get calculate with from-to method");
            return;
        }
        
        for (IIndicatorAppearanceInfo info : chart.getIndicatorApperanceInfos()) {
            AppliedPrice[] appliedPrices = new AppliedPrice[info.getDrawingStyles().length];
            Arrays.fill(appliedPrices, AppliedPrice.CLOSE);
            OfferSide[] offerSides = new OfferSide[info.getDrawingStyles().length];
            Arrays.fill(offerSides, chart.getSelectedOfferSide());
            IIndicator indicator = indicators.getIndicator(info.getName());
            ITimedData feedData = history.getFeedData(feedDescriptor, 1);
            console.getInfo().println("completed " + feedData + " of feed: " + feedDescriptor);
            Object[] result = indicators.calculateIndicator(feedDescriptor, offerSides, info.getName(), appliedPrices, info.getOptParams(), dataCount, feedData
                    .getTime(), 0);
            for (int i = 0; i < indicator.getIndicatorInfo().getNumberOfOutputs(); i++) {
                OutputParameterInfo.Type outputType = indicator.getOutputParameterInfo(i).getType();
                String resultStr = 
                        outputType == OutputParameterInfo.Type.DOUBLE ? Arrays.toString((double[]) result[i])
                        : outputType == OutputParameterInfo.Type.INT ? Arrays.toString((int[]) result[i])
                        : "object outputs need special processing";
                console.getOut().format("%s %s last %s values: %s", info.getName(), indicator.getOutputParameterInfo(i).getName(), dataCount, resultStr).println();
            }

        }
        
        context.stop();
    }

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

    @Override
    public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException {}

    @Override
    public void onMessage(IMessage message) throws JFException {}

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

    @Override
    public void onStop() throws JFException {}

}

Result of the last 3 values:
Chart -> 1.35860 ; 1.35856 ; 1.35851
Strategy -> 1.35865 ; 1.35862 ; 1.35858

1. How to fix miscalculation indicator in Renko bar?
2. How to fix calculates indicator from the chart?

Sorry for my bad English.
Thank you.

Hi,

Some thing to consider:
1) Make sure you are using the exact same settings (filters, indicator parameters, etc). More on this at:
https://www.dukascopy.com/wiki/#Indicato ... _checklist
2) There are some 'bugs' regarding Renko feed currently on the platform. Take a look on the following topics to see if you are facing the same issues:
viewtopic.php?f=85&t=50640
viewtopic.php?f=85&t=50994

Some good news:
If you indeed face those bugs, a redesigned version of Renko feed is available on the JForex 4 platform. Give it a try:
viewtopic.php?f=200&t=51402

We managed to replicate this, the issue has been registered.

Thank you Tcsabina and Admin

The issue has been fixed. Renko bar calculation has changed. In-progress Renko bars are no longer generated. Therefore there are no renko bars with index 0 and expression

history.getFeedData(renkoFeedDescriptor, 0);

will always return null;
The attached strategy includes an example with Renko bars.

Thank you,Admin.

I try to use it on SMA and SAR. For SMA the result for API and Chart is same. But for SAR the result is different.


I can't find SAR for IFeedDescriptor in javadoc. Is this affect the API calculation result?

Thank you

SAR indicator needs more values for calculation.
Please try running the new test strategy that is in the attachment.
(1. open RENKO chart, 2. add SAR to the chart, 3. run the strategy)

Thank you, Admin