package JForex.myStrategies; import com.dukascopy.api.IEngine.OrderCommand; import com.dukascopy.api.*; import java.util.Calendar; import java.util.GregorianCalendar; import java.util.TimeZone; /** * Strategy not complete !!! * but can be used as a template * * @author JLongo */ public class MyFirstStrategy implements IStrategy { //Strategy base objects private IContext myContext = null; private IAccount myAccount = null; private IEngine myEngine = null; private IOrder myOrder = null; private IHistory myHistory = null; private IIndicators myIndicators = null; private IConsole myConsole = null; /** * Strategy changeable parameters */ /** * Instrument object from API with default value */ @Configurable("Currency Pair to use:") public Instrument myInstrument = Instrument.EURUSD; /** * Period object from API */ @Configurable("Time frame to use:") public Period myPeriod = Period.ONE_MIN; /** * Default position value - we are very poor :) */ @Configurable("Position value to use:") public double myPositionValue = 0.001; /** * Default value for Stop Loss - don't risk too much */ @Configurable("Stop Loss to use:") public int myStopLoss = 10; /** * Default value for Take Profit - we want to get it here */ @Configurable("Take Profit to use") public int myTakeProfit = 20; /** * Fixed variables - You can made them configurable if you want */ private IEngine.OrderCommand myOrderDirection = null; private boolean myCanTrade = false; /** * Here i'm using generic variables for indicators. * In this example we use variables for oscillator type indicators where * their values are bouncing between defined and know values. Examples of * this are RSI, RVI, CCI, Stochastics etc. * Other indicators may need other variables. * You can see information about the indicators and their parameters and * return values here: *http://www.dukascopy.com/client/javadoc/com/dukascopy/api/IIndicators.html */ private int myIndicatorHighValue = 70; private int myIndicatorLowValue = 30; private int myIndicatorPeriod = 14; /** * Executed at strategy start. * * @param context - Plataform interface * @throws JFException */ @Override public void onStart(IContext context) throws JFException { myContext = context; // i like my variables :) myEngine = myContext.getEngine(); myAccount = myContext.getAccount(); myHistory = myContext.getHistory(); myIndicators = myContext.getIndicators(); myConsole = context.getConsole(); }// end onStart /** * Executed on every tick received * * @param instrument - instrumment of the tick received * @param tick - tick data * @throws JFException */ @Override public void onTick(Instrument instrument, ITick tick) throws JFException { }// end onTick /** * Executed on every bar completed * * @param instrument - instrument for the bar received * @param period - period of the bar received * @param askBar - OHLC and volume for the ask bar * @param bidBar - OHLC and volume for the bid bar * @throws JFException */ @Override public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException { }// end onBar /** * Executed everytime a message is received from stream data * * @param message - the message itself * @throws JFException */ @Override public void onMessage(IMessage message) throws JFException { if (message.getType() == IMessage.Type.ORDER_FILL_OK || message.getType() == IMessage.Type.ORDER_SUBMIT_OK || message.getType() == IMessage.Type.SENDING_ORDER){ myCanTrade = false; } if (message.getType() == IMessage.Type.ORDER_CLOSE_REJECTED || message.getType() == IMessage.Type.ORDER_FILL_REJECTED || message.getType() == IMessage.Type.ORDER_SUBMIT_REJECTED || message.getType() == IMessage.Type.ORDER_CLOSE_OK){ myCanTrade = true; } }// end onMessage /** * Executed on every account change * * @param account - updated account data * @throws JFException */ @Override public void onAccount(IAccount account) throws JFException { }// end onAccount /** * Executed when the strategy stops * * @throws JFException */ @Override public void onStop() throws JFException { }// end onStop /** * Returns the value for order label in the format AAABBB_YYYYMMDDHHMM * where AAABBB is the pair and followed by the date and time * * @param instrument - the instrument in use * @return * @throws JFException */ private String getLabel (Instrument instrument) throws JFException{ String label; String stripSlash = instrument.toString(); String[] stripped = stripSlash.split("/"); String instrumentName = stripped[0] + stripped[1]; Calendar now = new GregorianCalendar(TimeZone.getTimeZone("GMT")); String nowYear = "" + now.get(Calendar.YEAR); String nowMonth = "00" + now.get(Calendar.MONTH); //leading 0 if needed String nowDay = "00" + now.get(Calendar.DAY_OF_MONTH); String nowHours = "00" + now.get(Calendar.HOUR_OF_DAY); String nowMinutes = "00" + now.get(Calendar.MINUTE); label = instrumentName + "_" + nowYear + nowMonth.substring(nowMonth.length()- 2) + // get only the last nowDay.substring(nowDay.length() - 2) + // two digits of nowHours.substring(nowHours.length() - 2) + // the string nowMinutes.substring(nowMinutes.length() - 2); return label; }// end getLabel /** * Executes buy or sell orders and waits for final state and sets myCantrade * * @param myOrderCommand - Sell or Buy * @param stopLossPrice - Price for StopLoss * @param takeProfitPrice - Price for Take profit * @throws JFException */ private void placeBuyorSell(OrderCommand myOrderCommand, double stopLossPrice, double takeProfitPrice) throws JFException{ //buy @ price market and with 0.5 slippage if (myOrderCommand == OrderCommand.BUY && myCanTrade){ myOrder = myEngine.submitOrder(getLabel(myInstrument), myInstrument, myOrderCommand, myPositionValue, 0, 0.5, stopLossPrice, takeProfitPrice); } //sell @ price market and with 0.5 slippage if (myOrderCommand == OrderCommand.SELL && myCanTrade){ myOrder = myEngine.submitOrder(getLabel(myInstrument), myInstrument, myOrderCommand, myPositionValue, 0, 0.5, stopLossPrice, takeProfitPrice); } /* This code was better implemented in onMessage method/function * //wait for final order state *while(myOrder.getState() != IOrder.State.CANCELED || * myOrder.getState() != IOrder.State.FILLED ) * myOrder.waitForUpdate(); * // set if we can or can't submit trades after * if (myOrder.getState() == IOrder.State.CANCELED) myCanTrade = true; * if (myOrder.getState() == IOrder.State.FILLED) myCanTrade = false; * */ }// end placeBuyorSell }