package jforex.strategies; import com.dukascopy.api.*; import com.dukascopy.api.bar.IPointAndFigure; import com.dukascopy.api.listener.IPointAndFigureFeedListener; import java.math.BigDecimal; import java.math.RoundingMode; public class LIVE12_point_and_figure_x3remote_EURUSD implements IStrategy { private IEngine engine = null; private IIndicators indicators = null; private int tagCounter = 0; private IConsole console; private IHistory history; private IAccount account; private int side_up = 0, trend_up = 0; private int side_dn = 0, trend_dn = 0; private int situatie_initiala = 1; private int mark1 = 0; private String order_side=""; private IOrder curent_order = null; private java.util.Set charts; /////////////////////////////////////////////////////////////////////////////////////////// private double amount = 0.006; private int slippage = 10; private double reff_up = 1.4290; private double max_risk=20; private double mm1=3; private double mm=3; private double acc_vall_reff=0; /////////////////////////////////////////////////////////////////////////////////////////// private Instrument selectedInstrument = Instrument.EURUSD; private double account_val, account_val_ini, account_val_ini_trade; private double risk; private double reff_up_stop; private double reff_dn_stop; private double stopLossPrice=0; private double reff_dn; IPointAndFigure prevBar1, prevBar2; public void onStart(IContext context) throws JFException { engine = context.getEngine(); indicators = context.getIndicators(); console = context.getConsole(); history = context.getHistory(); account = context.getAccount(); account_val=account.getEquity(); if(acc_vall_reff>0) { account_val_ini=acc_vall_reff; } else { account_val_ini=account.getEquity(); } reff_dn=reff_up; risk = getPipPrice(max_risk); reff_up_stop=reff_up - risk; reff_dn_stop=reff_dn + risk; context.subscribeToPointAndFigureFeed(selectedInstrument, OfferSide.BID, PriceRange.valueOf(1), ReversalAmount.valueOf(3), new IPointAndFigureFeedListener() { public void onBar(Instrument instrument, OfferSide offerSide, PriceRange priceRange, ReversalAmount reversalAmount,IPointAndFigure bar) { prevBar2=prevBar1; prevBar1=bar; } } ); } public void onStop() throws JFException { } public void onTick(Instrument instrument, ITick tick) throws JFException { reff_dn=reff_up; risk = getPipPrice(max_risk); reff_up_stop=reff_up - risk; reff_dn_stop=reff_dn + risk; if (!instrument.equals(selectedInstrument)) return; if (prevBar1==null || prevBar2==null) return; double max_up=Math.max(prevBar1.getHigh(), Math.max(prevBar2.getHigh(),reff_up)); double min_up=Math.min(prevBar1.getLow(), Math.min(prevBar2.getLow(),reff_up)); double max_dn=Math.max(prevBar1.getHigh(), Math.max(prevBar2.getHigh(),reff_dn)); double min_dn=Math.min(prevBar1.getLow(), Math.min(prevBar2.getLow(),reff_dn)); //algos for the reff_up trigger if(tick.getBid()>max_up) side_up = 1; else if(tick.getBid() 0) { for (IOrder order : engine.getOrders()) { if (order.isLong() && order.getInstrument().equals(selectedInstrument)) { order.close(); } } } trend_up=-1; } if(side_up==1) { if (trend_up == -1) { stopLossPrice = roundHalfDown(reff_up_stop, selectedInstrument.getPipScale() + 1); order_side="B"; account_val=Math.max(account.getEquity(), account_val_ini); account_val_ini_trade=account.getEquity(); curent_order = engine.submitOrder(getLabel(selectedInstrument), selectedInstrument, IEngine.OrderCommand.BUY, amount, 0, slippage, stopLossPrice, 0); reff_up=min_up; reff_dn=min_dn; mark1=0; trend_up=1; } } //algos for the reff_dn trigger if(tick.getBid()>max_dn) side_dn = 1; else if(tick.getBid() 0) { for (IOrder order : engine.getOrders()) { if (!order.isLong() && order.getInstrument().equals(selectedInstrument)) { order.close(); } } } trend_dn=1; } if(side_dn==-1) { if (trend_dn == 1) { stopLossPrice = roundHalfDown(reff_dn_stop + getPipPrice(1.5), selectedInstrument.getPipScale() + 1); order_side="S"; account_val=Math.max(account.getEquity(), account_val_ini); account_val_ini_trade=account.getEquity(); curent_order = engine.submitOrder(getLabel(selectedInstrument), selectedInstrument, IEngine.OrderCommand.SELL, amount, 0, slippage, stopLossPrice, 0); reff_up=max_up; reff_dn=max_dn; mark1=0; trend_dn=-1; } } if(curent_order!=null && !curent_order.getState().equals(IOrder.State.CLOSED)) { double sum = curent_order.getAmount(); double sum_close=0.001; if (sum>=0.003) { sum_close = 0.001; if (account.getEquity()>account_val+sum*100*mm && mark1==11) { sum_close = sum-0.002; curent_order.close(sum_close); mark1=12; account_val=Math.max(account.getEquity(), account_val_ini); } if (account.getEquity()>account_val+sum*100*mm && mark1==10) { curent_order.close(sum_close); mark1=11; account_val=Math.max(account.getEquity(), account_val_ini); } if (account.getEquity()>account_val+sum*100*mm && mark1==9) { curent_order.close(sum_close); mark1=10; account_val=Math.max(account.getEquity(), account_val_ini); } if (account.getEquity()>account_val+sum*100*mm && mark1==8) { curent_order.close(sum_close); mark1=9; account_val=Math.max(account.getEquity(), account_val_ini); } if (account.getEquity()>account_val+sum*100*mm && mark1==7) { curent_order.close(sum_close); mark1=8; account_val=Math.max(account.getEquity(), account_val_ini); } if (account.getEquity()>account_val+sum*100*mm && mark1==6) { curent_order.close(sum_close); mark1=7; account_val=Math.max(account.getEquity(), account_val_ini); } if (account.getEquity()>account_val+sum*100*mm && mark1==5) { curent_order.close(sum_close); mark1=6; account_val=Math.max(account.getEquity(), account_val_ini); } if (account.getEquity()>account_val+sum*100*mm && mark1==4) { curent_order.close(sum_close); mark1=5; account_val=Math.max(account.getEquity(), account_val_ini); } if (account.getEquity()>account_val+sum*100*mm && mark1==3) { curent_order.close(sum_close); mark1=4; account_val=Math.max(account.getEquity(), account_val_ini); } if (account.getEquity()>account_val+sum*100*mm && mark1==2) { curent_order.close(sum_close); mark1=3; account_val=Math.max(account.getEquity(), account_val_ini); } if (account.getEquity()>account_val+sum*100*mm && mark1==1) { curent_order.close(sum_close); mark1=2; account_val=Math.max(account.getEquity(), account_val_ini); } //if (curent_order.getProfitLossInPips()>(risk/2)/getPipPrice(1)+1.5+2.0 && mark1==0) { if (account.getEquity()>account_val+sum*100*mm1 && (mark1==-1 || mark1==0)) { sum_close = roundHalfUp(Math.max(0.001, 1*sum/3), 3); curent_order.close(sum_close); mark1=1; account_val=Math.max(account.getEquity(), account_val_ini); } if (account_val_ini_trade < account_val_ini && account.getEquity()>account_val_ini+sum*100*1.5 && (mark1==-1 || mark1==0)) { sum_close = roundHalfUp(Math.max(0.001, 2*sum/3), 3); curent_order.close(sum_close); mark1=1; account_val=Math.max(account.getEquity(), account_val_ini); } if (account.getEquity()1.5+1.0+3.0 && mark1==0) { sum_close = roundHalfUp(Math.max(0.001, 1*sum/3), 3); curent_order.close(sum_close); mark1=-1; account_val=Math.max(account.getEquity(), account_val_ini); } } } } public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException { } protected String getLabel(Instrument instrument) { String label = instrument.name(); label = label.substring(0, 2) + label.substring(3, 5); label = "BB0"+label + order_side + (tagCounter++); label = label.toLowerCase(); return label; } public void onMessage(IMessage message) throws JFException { } public void onAccount(IAccount account) throws JFException { } private double getPipPrice(double pips) { return pips * selectedInstrument.getPipValue(); } private double roundHalfDown(double amount, int decimalPlaces) { return (new BigDecimal(amount)).setScale(decimalPlaces, BigDecimal.ROUND_DOWN).doubleValue(); } private double roundHalfUp(double amount, int decimalPlaces) { return (new BigDecimal(amount)).setScale(decimalPlaces, BigDecimal.ROUND_UP).doubleValue(); } }