Uses of Class
com.dukascopy.api.JFException

Packages that use JFException
com.dukascopy.api   
 

Uses of JFException in com.dukascopy.api
 

Methods in com.dukascopy.api that throw JFException
 double IIndicators.acos(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int shift)
          Calculates Vector Trigonometric ACos for bar specified with shift parameter.
 double[] IIndicators.acos(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, long from, long to)
           
 double IIndicators.ad(Instrument instrument, Period period, OfferSide side, int shift)
          Calculates Chaikin A/D Line for bar specified with shift parameter.
 double[] IIndicators.ad(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 double IIndicators.add(Instrument instrument, Period period, OfferSide side1, IIndicators.AppliedPrice appliedPrice1, OfferSide side2, IIndicators.AppliedPrice appliedPrice2, int shift)
          Calculates Vector Arithmetic Add for bar specified with shift parameter.
 double[] IIndicators.add(Instrument instrument, Period period, OfferSide side1, IIndicators.AppliedPrice appliedPrice1, OfferSide side2, IIndicators.AppliedPrice appliedPrice2, long from, long to)
           
 double IIndicators.adOsc(Instrument instrument, Period period, OfferSide side, int fastPeriod, int slowPeriod, int shift)
          Calculates Chaikin A/D Oscillator for bar specified with shift parameter.
 double[] IIndicators.adOsc(Instrument instrument, Period period, OfferSide side, int fastPeriod, int slowPeriod, long from, long to)
           
 double IIndicators.adx(Instrument instrument, Period period, OfferSide side, int timePeriod, int shift)
          Calculates Average Directional Movement Index for bar specified with shift parameter.
 double[] IIndicators.adx(Instrument instrument, Period period, OfferSide side, int timePeriod, long from, long to)
           
 double IIndicators.adxr(Instrument instrument, Period period, OfferSide side, int timePeriod, int shift)
          Calculates Average Directional Movement Index Rating for bar specified with shift parameter.
 double[] IIndicators.adxr(Instrument instrument, Period period, OfferSide side, int timePeriod, long from, long to)
           
 double IIndicators.apo(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int fastPeriod, int slowPeriod, IIndicators.MaType maType, int shift)
          Calculates Absolute Price Oscillator for bar specified with shift parameter.
 double[] IIndicators.apo(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int fastPeriod, int slowPeriod, IIndicators.MaType maType, long from, long to)
           
 double[] IIndicators.aroon(Instrument instrument, Period period, OfferSide side, int timePeriod, int shift)
          Calculates Aroon indicator for bar specified with shift parameter.
 double[][] IIndicators.aroon(Instrument instrument, Period period, OfferSide side, int timePeriod, long from, long to)
           
 double IIndicators.aroonOsc(Instrument instrument, Period period, OfferSide side, int timePeriod, int shift)
          Calculates Aroon Oscillator for bar specified with shift parameter.
 double[] IIndicators.aroonOsc(Instrument instrument, Period period, OfferSide side, int timePeriod, long from, long to)
           
 double IIndicators.asin(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int shift)
          Calculates Vector Trigonometric ASin for bar specified with shift parameter.
 double[] IIndicators.asin(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, long from, long to)
           
 double IIndicators.atan(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int shift)
          Calculates Vector Trigonometric ATan for bar specified with shift parameter.
 double[] IIndicators.atan(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, long from, long to)
           
 double IIndicators.atr(Instrument instrument, Period period, OfferSide side, int timePeriod, int shift)
          Calculates Average True Range for bar specified with shift parameter.
 double[] IIndicators.atr(Instrument instrument, Period period, OfferSide side, int timePeriod, long from, long to)
           
 double IIndicators.avgPrice(Instrument instrument, Period period, OfferSide side, int shift)
          Calculates Average Price for bar specified with shift parameter.
 double[] IIndicators.avgPrice(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 double[] IIndicators.bbands(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, double nbDevUp, double nbDevDn, IIndicators.MaType maType, int shift)
           
 double[][] IIndicators.bbands(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, double nbDevUp, double nbDevDn, IIndicators.MaType maType, long from, long to)
           
 double IIndicators.beta(Instrument instrument, Period period, OfferSide side1, IIndicators.AppliedPrice appliedPrice1, OfferSide side2, IIndicators.AppliedPrice appliedPrice2, int timePeriod, int shift)
           
 double[] IIndicators.beta(Instrument instrument, Period period, OfferSide side1, IIndicators.AppliedPrice appliedPrice1, OfferSide side2, IIndicators.AppliedPrice appliedPrice2, int timePeriod, long from, long to)
           
 double IIndicators.bop(Instrument instrument, Period period, OfferSide side, int shift)
           
 double[] IIndicators.bop(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 Object[] IIndicators.calculateIndicator(Instrument instrument, Period period, OfferSide[] side, String functionName, IIndicators.AppliedPrice[] inputTypes, Object[] optParams, int shift)
          This is universal function that allows to get values for any indicator available, including user indicators.
 Object[] IIndicators.calculateIndicator(Instrument instrument, Period period, OfferSide[] side, String functionName, IIndicators.AppliedPrice[] inputTypes, Object[] optParams, long from, long to)
          This is universal function that allows to get values for any indicator available, including user indicators.
 double IIndicators.cci(Instrument instrument, Period period, OfferSide side, int timePeriod, int shift)
           
 double[] IIndicators.cci(Instrument instrument, Period period, OfferSide side, int timePeriod, long from, long to)
           
 int IIndicators.cdl2Crows(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdl2Crows(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdl3BlackCrows(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdl3BlackCrows(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdl3Inside(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdl3Inside(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdl3LineStrike(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdl3LineStrike(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdl3Outside(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdl3Outside(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdl3StarsInSouth(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdl3StarsInSouth(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdl3WhiteSoldiers(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdl3WhiteSoldiers(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlAbandonedBaby(Instrument instrument, Period period, OfferSide side, double penetration, int shift)
           
 int[] IIndicators.cdlAbandonedBaby(Instrument instrument, Period period, OfferSide side, double penetration, long from, long to)
           
 int IIndicators.cdlAdvanceBlock(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlAdvanceBlock(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlBeltHold(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlBeltHold(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlBreakAway(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlBreakAway(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlClosingMarubozu(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlClosingMarubozu(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlConcealBabySwall(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlConcealBabySwall(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlCounterattack(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlCounterattack(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlDarkCloudCover(Instrument instrument, Period period, OfferSide side, double penetration, int shift)
           
 int[] IIndicators.cdlDarkCloudCover(Instrument instrument, Period period, OfferSide side, double penetration, long from, long to)
           
 int IIndicators.cdlDoji(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlDoji(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlDojiStar(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlDojiStar(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlDragonflyDoji(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlDragonflyDoji(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlEngulfing(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlEngulfing(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlEveningDojiStar(Instrument instrument, Period period, OfferSide side, double penetration, int shift)
           
 int[] IIndicators.cdlEveningDojiStar(Instrument instrument, Period period, OfferSide side, double penetration, long from, long to)
           
 int IIndicators.cdlEveningStar(Instrument instrument, Period period, OfferSide side, double penetration, int shift)
           
 int[] IIndicators.cdlEveningStar(Instrument instrument, Period period, OfferSide side, double penetration, long from, long to)
           
 int IIndicators.cdlGapSideSideWhite(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlGapSideSideWhite(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlGravestoneDoji(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlGravestoneDoji(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlHammer(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlHammer(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlHangingMan(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlHangingMan(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlHarami(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlHarami(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlHaramiCross(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlHaramiCross(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlHighWave(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlHighWave(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlHikkake(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlHikkake(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlHikkakeMod(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlHikkakeMod(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlHomingPigeon(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlHomingPigeon(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlIdentical3Crows(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlIdentical3Crows(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlInNeck(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlInNeck(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlInvertedHammer(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlInvertedHammer(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlKicking(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlKicking(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlKickingByLength(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlKickingByLength(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlLadderBotton(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlLadderBotton(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlLongLeggedDoji(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlLongLeggedDoji(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlLongLine(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlLongLine(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlMarubozu(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlMarubozu(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlMatchingLow(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlMatchingLow(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlMathold(Instrument instrument, Period period, OfferSide side, double penetration, int shift)
           
 int[] IIndicators.cdlMathold(Instrument instrument, Period period, OfferSide side, double penetration, long from, long to)
           
 int IIndicators.cdlMorningDojiStar(Instrument instrument, Period period, OfferSide side, double penetration, int shift)
           
 int[] IIndicators.cdlMorningDojiStar(Instrument instrument, Period period, OfferSide side, double penetration, long from, long to)
           
 int IIndicators.cdlMorningStar(Instrument instrument, Period period, OfferSide side, double penetration, int shift)
           
 int[] IIndicators.cdlMorningStar(Instrument instrument, Period period, OfferSide side, double penetration, long from, long to)
           
 int IIndicators.cdlOnNeck(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlOnNeck(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlPiercing(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlPiercing(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlRickshawMan(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlRickshawMan(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlRiseFall3Methods(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlRiseFall3Methods(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlSeparatingLines(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlSeparatingLines(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlShootingStar(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlShootingStar(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlShortLine(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlShortLine(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlSpinningTop(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlSpinningTop(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlStalledPattern(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlStalledPattern(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlStickSandwich(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlStickSandwich(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlTakuri(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlTakuri(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlTasukiGap(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlTasukiGap(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlThrusting(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlThrusting(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlTristar(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlTristar(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlUnique3River(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlUnique3River(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlUpsideGap2Crows(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlUpsideGap2Crows(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 int IIndicators.cdlXsideGap3Methods(Instrument instrument, Period period, OfferSide side, int shift)
           
 int[] IIndicators.cdlXsideGap3Methods(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 double IIndicators.ceil(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int shift)
           
 double[] IIndicators.ceil(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, long from, long to)
           
 void IOrder.close()
          Sends a request to fully close position by market price or cancel entry order This is the only allowed IOrder.close() method for entry orders
 void IOrder.close(double amount)
          Sends a request to close the position with specified amount, by market price and default slippage.
 void IOrder.close(double amount, double price)
          Sends a request to close the position with specified amount, price and default slippage.
 void IOrder.close(double amount, double price, double slippage)
          Sends a request to close the position with specified amount, price and slippage.
 void IEngine.closeOrders(IOrder... orders)
          Mass close.
 double IIndicators.cmo(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, int shift)
           
 double[] IIndicators.cmo(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, long from, long to)
           
 double IIndicators.correl(Instrument instrument, Period period, OfferSide side1, IIndicators.AppliedPrice appliedPrice1, OfferSide side2, IIndicators.AppliedPrice appliedPrice2, int timePeriod, int shift)
           
 double[] IIndicators.correl(Instrument instrument, Period period, OfferSide side1, IIndicators.AppliedPrice appliedPrice1, OfferSide side2, IIndicators.AppliedPrice appliedPrice2, int timePeriod, long from, long to)
           
 double IIndicators.cos(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int shift)
           
 double[] IIndicators.cos(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, long from, long to)
           
 double IIndicators.cosh(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int shift)
           
 double[] IIndicators.cosh(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, long from, long to)
           
 double IIndicators.dema(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, int shift)
           
 double[] IIndicators.dema(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, long from, long to)
           
 double IIndicators.div(Instrument instrument, Period period, OfferSide side1, IIndicators.AppliedPrice appliedPrice1, OfferSide side2, IIndicators.AppliedPrice appliedPrice2, int shift)
           
 double[] IIndicators.div(Instrument instrument, Period period, OfferSide side1, IIndicators.AppliedPrice appliedPrice1, OfferSide side2, IIndicators.AppliedPrice appliedPrice2, long from, long to)
           
 double IIndicators.dx(Instrument instrument, Period period, OfferSide side, int timePeriod, int shift)
           
 double[] IIndicators.dx(Instrument instrument, Period period, OfferSide side, int timePeriod, long from, long to)
           
 double IIndicators.ema(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, int shift)
          Calculates Exponential Moving Average for bar specified with shift parameter.
 double[] IIndicators.ema(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, long from, long to)
          Calculates Exponential Moving Average for ticks or bars in specified period.
 double IIndicators.exp(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int shift)
           
 double[] IIndicators.exp(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, long from, long to)
           
 double IIndicators.floor(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int shift)
           
 double[] IIndicators.floor(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, long from, long to)
           
 IBar IHistory.getBar(Instrument instrument, Period period, OfferSide side, int shift)
          Returns bar for specified instrument, period and side, that is shifted back in time for number in bars specified in shift parameter, 0 - current bar (currently generated from ticks), 1 - previous bar (last formed bar) If there is no bar loaded at that position, then function returns null.
 List<IBar> IHistory.getBars(Instrument instrument, Period period, OfferSide side, long from, long to)
          Returns bars for specified instrument, period and side.
 long IHistory.getBarStart(Period period, long time)
          Returns starting time of the bar that includes time specified in time parameter
 ITick IHistory.getLastTick(Instrument instrument)
          Returns last tick for specified instrument
 long IHistory.getNextBarStart(Period period, long barTime)
          Returns starting time of the bar next to the bar that includes time specified in barTime parameter
 IOrder IEngine.getOrder(String label)
          Returns order by label, or null if no order was found
 List<IOrder> IEngine.getOrders()
          Returns list of orders in IOrder.State.CREATED, IOrder.State.OPENED and IOrder.State.FILLED state
 List<IOrder> IEngine.getOrders(Instrument instrument)
          Returns list of orders in IOrder.State.CREATED, IOrder.State.OPENED and IOrder.State.FILLED state for specified instrument
 long IHistory.getPreviousBarStart(Period period, long barTime)
          Returns starting time of the bar previous to the bar that includes time specified in barTime parameter
 long IHistory.getStartTimeOfCurrentBar(Instrument instrument, Period period)
          Returns starting time of the current bar (bar currently generated from ticks) for specified instrument and period.
 List<ITick> IHistory.getTicks(Instrument instrument, long from, long to)
          Returns ticks for specified instrument and time interval.
 long IHistory.getTimeForNBarsBack(Period period, long to, int numberOfBars)
          Returns starting time of the bar that is numberOfBars - 1 back in time to the bar that includes time specified in to parameter.
 long IHistory.getTimeForNBarsForward(Period period, long from, int numberOfBars)
          Returns starting time of the bar that is + numberOfBars - 1 in the future to the bar that includes time specified in from parameter.
 long IHistory.getTimeOfLastTick(Instrument instrument)
          Returns time of last tick received for specified instrument.
 double IIndicators.ht_dcperiod(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int shift)
           
 double[] IIndicators.ht_dcperiod(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, long from, long to)
           
 double IIndicators.ht_dcphase(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int shift)
           
 double[] IIndicators.ht_dcphase(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, long from, long to)
           
 double[] IIndicators.ht_phasor(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int shift)
           
 double[][] IIndicators.ht_phasor(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, long from, long to)
           
 double[] IIndicators.ht_sine(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int shift)
           
 double[][] IIndicators.ht_sine(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, long from, long to)
           
 double IIndicators.ht_trendline(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int shift)
           
 double[] IIndicators.ht_trendline(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, long from, long to)
           
 int IIndicators.ht_trendmode(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int shift)
           
 int[] IIndicators.ht_trendmode(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, long from, long to)
           
 double IIndicators.kama(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, int shift)
           
 double[] IIndicators.kama(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, long from, long to)
           
 double IIndicators.linearReg(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, int shift)
           
 double[] IIndicators.linearReg(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, long from, long to)
           
 double IIndicators.linearRegAngle(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, int shift)
           
 double[] IIndicators.linearRegAngle(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, long from, long to)
           
 double IIndicators.linearRegIntercept(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, int shift)
           
 double[] IIndicators.linearRegIntercept(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, long from, long to)
           
 double IIndicators.linearRegSlope(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, int shift)
           
 double[] IIndicators.linearRegSlope(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, long from, long to)
           
 double IIndicators.ln(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int shift)
           
 double[] IIndicators.ln(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, long from, long to)
           
 double IIndicators.log10(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int shift)
           
 double[] IIndicators.log10(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, long from, long to)
           
 double IIndicators.ma(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, IIndicators.MaType maType, int shift)
           
 double[] IIndicators.ma(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, IIndicators.MaType maType, long from, long to)
           
 double[] IIndicators.macd(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int fastPeriod, int slowPeriod, int signalPeriod, int shift)
           
 double[][] IIndicators.macd(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int fastPeriod, int slowPeriod, int signalPeriod, long from, long to)
           
 double[] IIndicators.macdExt(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int fastPeriod, IIndicators.MaType fastMaType, int slowPeriod, IIndicators.MaType slowMaType, int signalPeriod, IIndicators.MaType signalMaType, int shift)
           
 double[][] IIndicators.macdExt(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int fastPeriod, IIndicators.MaType fastMaType, int slowPeriod, IIndicators.MaType slowMaType, int signalPeriod, IIndicators.MaType signalMaType, long from, long to)
           
 double[] IIndicators.macdFix(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int signalPeriod, int shift)
           
 double[][] IIndicators.macdFix(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int signalPeriod, long from, long to)
           
 double[] IIndicators.mama(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, double fastLimit, double slowLimit, int shift)
           
 double[][] IIndicators.mama(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, double fastLimit, double slowLimit, long from, long to)
           
 double IIndicators.mavp(Instrument instrument, Period period, OfferSide side1, IIndicators.AppliedPrice appliedPrice1, OfferSide side2, IIndicators.AppliedPrice appliedPrice2, int minPeriod, int maxPeriod, IIndicators.MaType maType, int shift)
           
 double[] IIndicators.mavp(Instrument instrument, Period period, OfferSide side1, IIndicators.AppliedPrice appliedPrice1, OfferSide side2, IIndicators.AppliedPrice appliedPrice2, int minPeriod, int maxPeriod, IIndicators.MaType maType, long from, long to)
           
 double IIndicators.max(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, int shift)
           
 double[] IIndicators.max(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, long from, long to)
           
 double IIndicators.medPrice(Instrument instrument, Period period, OfferSide side, int shift)
           
 double[] IIndicators.medPrice(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 void IEngine.mergeOrders(IOrder... orders)
          Deprecated. use mergeOrders(String label,IOrder... orders) throws JFException;
 IOrder IEngine.mergeOrders(String label, IOrder... orders)
          Merges orders.
 double IIndicators.mfi(Instrument instrument, Period period, OfferSide side, int timePeriod, int shift)
           
 double[] IIndicators.mfi(Instrument instrument, Period period, OfferSide side, int timePeriod, long from, long to)
           
 double IIndicators.midPoint(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, int shift)
           
 double[] IIndicators.midPoint(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, long from, long to)
           
 double IIndicators.midPrice(Instrument instrument, Period period, OfferSide side, int timePeriod, int shift)
           
 double[] IIndicators.midPrice(Instrument instrument, Period period, OfferSide side, int timePeriod, long from, long to)
           
 double IIndicators.min(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, int shift)
           
 double[] IIndicators.min(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, long from, long to)
           
 double[] IIndicators.minMax(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, int shift)
           
 double[][] IIndicators.minMax(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, long from, long to)
           
 double IIndicators.minusDi(Instrument instrument, Period period, OfferSide side, int timePeriod, int shift)
           
 double[] IIndicators.minusDi(Instrument instrument, Period period, OfferSide side, int timePeriod, long from, long to)
           
 double IIndicators.minusDm(Instrument instrument, Period period, OfferSide side, int timePeriod, int shift)
           
 double[] IIndicators.minusDm(Instrument instrument, Period period, OfferSide side, int timePeriod, long from, long to)
           
 double IIndicators.mom(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, int shift)
           
 double[] IIndicators.mom(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, long from, long to)
           
 double IIndicators.mult(Instrument instrument, Period period, OfferSide side1, IIndicators.AppliedPrice appliedPrice1, OfferSide side2, IIndicators.AppliedPrice appliedPrice2, int shift)
           
 double[] IIndicators.mult(Instrument instrument, Period period, OfferSide side1, IIndicators.AppliedPrice appliedPrice1, OfferSide side2, IIndicators.AppliedPrice appliedPrice2, long from, long to)
           
 double IIndicators.natr(Instrument instrument, Period period, OfferSide side, int timePeriod, int shift)
           
 double[] IIndicators.natr(Instrument instrument, Period period, OfferSide side, int timePeriod, long from, long to)
           
 double IIndicators.obv(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, OfferSide sideForPriceV, int shift)
           
 double[] IIndicators.obv(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, OfferSide sideForPriceV, long from, long to)
           
 void IStrategy.onAccount(IAccount account)
          Called when account information update is received
 void IStrategy.onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar)
          Called on every bar for every basic period and instrument that application is subscribed on
 void IStrategy.onMessage(IMessage message)
          Called when new message is received
 void IStrategy.onStart(IContext context)
          Called on strategy start
 void IStrategy.onStop()
          Called before strategy is stopped
 void IStrategy.onTick(Instrument instrument, ITick tick)
          Called on every tick of every instrument that application is subscribed on
 double IIndicators.plusDi(Instrument instrument, Period period, OfferSide side, int timePeriod, int shift)
           
 double[] IIndicators.plusDi(Instrument instrument, Period period, OfferSide side, int timePeriod, long from, long to)
           
 double IIndicators.plusDm(Instrument instrument, Period period, OfferSide side, int timePeriod, int shift)
           
 double[] IIndicators.plusDm(Instrument instrument, Period period, OfferSide side, int timePeriod, long from, long to)
           
 double IIndicators.ppo(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int fastPeriod, int slowPeriod, IIndicators.MaType maType, int shift)
           
 double[] IIndicators.ppo(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int fastPeriod, int slowPeriod, IIndicators.MaType maType, long from, long to)
           
 void IHistory.readBars(Instrument instrument, Period period, OfferSide side, long from, long to, LoadingDataListener barListener, LoadingProgressListener loadingProgress)
          Reads bars from the local cache in the background.
 void IHistory.readTicks(Instrument instrument, long from, long to, LoadingDataListener tickListener, LoadingProgressListener loadingProgress)
          Reads ticks from the local cache in the background.
 double IIndicators.roc(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, int shift)
           
 double[] IIndicators.roc(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, long from, long to)
           
 double IIndicators.rocp(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, int shift)
           
 double[] IIndicators.rocp(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, long from, long to)
           
 double IIndicators.rocr(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, int shift)
           
 double[] IIndicators.rocr(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, long from, long to)
           
 double IIndicators.rocr100(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, int shift)
           
 double[] IIndicators.rocr100(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, long from, long to)
           
 double IIndicators.rsi(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, int shift)
           
 double[] IIndicators.rsi(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, long from, long to)
           
 double IIndicators.sar(Instrument instrument, Period period, OfferSide side, double acceleration, double maximum, int shift)
           
 double[] IIndicators.sar(Instrument instrument, Period period, OfferSide side, double acceleration, double maximum, long from, long to)
           
 double IIndicators.sarExt(Instrument instrument, Period period, OfferSide side, double startValue, double offsetOnReverse, double accelerationInitLong, double accelerationLong, double accelerationMaxLong, double accelerationInitShort, double accelerationShort, double accelerationMaxShort, int shift)
          Note!
 double[] IIndicators.sarExt(Instrument instrument, Period period, OfferSide side, double startValue, double offsetOnReverse, double accelerationInitLong, double accelerationLong, double accelerationMaxLong, double accelerationInitShort, double accelerationShort, double accelerationMaxShort, long from, long to)
          Note!
 void IOrder.setGoodTillTime(long goodTillTime)
          Sets "good till time" for BIDs and OFFERs
 void IOrder.setOpenPrice(double price)
          Sets open price for order in IOrder.State.CREATED or IOrder.State.OPENED state
 void IOrder.setRequestedAmount(double amount)
          Sets amount of order in IOrder.State.CREATED or IOrder.State.OPENED state
 void IOrder.setStopLoss(double price)
          Deprecated. changed to setStopLossPrice
 void IOrder.setStopLoss(double price, OfferSide side)
          Deprecated. changed to setStopLossPrice
 void IOrder.setStopLoss(double price, OfferSide side, double trailingStep)
          Deprecated. changed to setStopLossPrice
 void IOrder.setStopLossPrice(double price)
          Sets stop loss price.
 void IOrder.setStopLossPrice(double price, OfferSide side)
          Sets stop loss price.
 void IOrder.setStopLossPrice(double price, OfferSide side, double trailingStep)
          Sets stop loss price.
 void IOrder.setTakeProfit(double price)
          Deprecated. changed to setTakeProfitPrice
 void IOrder.setTakeProfitPrice(double price)
          Sets take profit price.
 double IIndicators.sin(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int shift)
           
 double[] IIndicators.sin(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, long from, long to)
           
 double IIndicators.sinh(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int shift)
           
 double[] IIndicators.sinh(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, long from, long to)
           
 double IIndicators.sma(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, int shift)
           
 double[] IIndicators.sma(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, long from, long to)
           
 double IIndicators.sqrt(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int shift)
           
 double[] IIndicators.sqrt(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, long from, long to)
           
 double IIndicators.stdDev(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, double nbDev, int shift)
           
 double[] IIndicators.stdDev(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, double nbDev, long from, long to)
           
 double[] IIndicators.stoch(Instrument instrument, Period period, OfferSide side, int fastKPeriod, int slowKPeriod, IIndicators.MaType slowKMaType, int slowDPeriod, IIndicators.MaType slowDMaType, int shift)
           
 double[][] IIndicators.stoch(Instrument instrument, Period period, OfferSide side, int fastKPeriod, int slowKPeriod, IIndicators.MaType slowKMaType, int slowDPeriod, IIndicators.MaType slowDMaType, long from, long to)
           
 double[] IIndicators.stochF(Instrument instrument, Period period, OfferSide side, int fastKPeriod, int fastDPeriod, IIndicators.MaType fastDMaType, int shift)
           
 double[][] IIndicators.stochF(Instrument instrument, Period period, OfferSide side, int fastKPeriod, int fastDPeriod, IIndicators.MaType fastDMaType, long from, long to)
           
 double[] IIndicators.stochRsi(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, int fastKPeriod, int fastDPeriod, IIndicators.MaType fastDMaType, int shift)
           
 double[][] IIndicators.stochRsi(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, int fastKPeriod, int fastDPeriod, IIndicators.MaType fastDMaType, long from, long to)
           
 double IIndicators.sub(Instrument instrument, Period period, OfferSide side1, IIndicators.AppliedPrice appliedPrice1, OfferSide side2, IIndicators.AppliedPrice appliedPrice2, int shift)
           
 double[] IIndicators.sub(Instrument instrument, Period period, OfferSide side1, IIndicators.AppliedPrice appliedPrice1, OfferSide side2, IIndicators.AppliedPrice appliedPrice2, long from, long to)
           
 IOrder IEngine.submitOrder(String label, Instrument instrument, IEngine.OrderCommand orderCommand, double amount)
          Submits new order.
 IOrder IEngine.submitOrder(String label, Instrument instrument, IEngine.OrderCommand orderCommand, double amount, double price)
          Submits new order.
 IOrder IEngine.submitOrder(String label, Instrument instrument, IEngine.OrderCommand orderCommand, double amount, double price, double slippage)
          Submits new order.
 IOrder IEngine.submitOrder(String label, Instrument instrument, IEngine.OrderCommand orderCommand, double amount, double price, double slippage, double stopLossPrice, double takeProfitPrice)
          Submits new order.
 IOrder IEngine.submitOrder(String label, Instrument instrument, IEngine.OrderCommand orderCommand, double amount, double price, double slippage, double stopLossPrice, double takeProfitPrice, long goodTillTime)
          Submits new order.
 IOrder IEngine.submitOrder(String label, Instrument instrument, IEngine.OrderCommand orderCommand, double amount, double price, double slippage, double stopLossPrice, double takeProfitPrice, long goodTillTime, String comment)
          Submits new order.
 double IIndicators.sum(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, int shift)
           
 double[] IIndicators.sum(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, long from, long to)
           
 double IIndicators.t3(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, double vFactor, int shift)
           
 double[] IIndicators.t3(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, double vFactor, long from, long to)
           
 double IIndicators.tan(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int shift)
           
 double[] IIndicators.tan(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, long from, long to)
           
 double IIndicators.tanh(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int shift)
           
 double[] IIndicators.tanh(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, long from, long to)
           
 double[] IIndicators.td_i(Instrument instrument, Period period, OfferSide side, int timePeriod, int shift)
           
 double[][] IIndicators.td_i(Instrument instrument, Period period, OfferSide side, int timePeriod, long from, long to)
           
 double IIndicators.tema(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, int shift)
           
 double[] IIndicators.tema(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, long from, long to)
           
 double IIndicators.trange(Instrument instrument, Period period, OfferSide side, int shift)
           
 double[] IIndicators.trange(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 double IIndicators.trima(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, int shift)
           
 double[] IIndicators.trima(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, long from, long to)
           
 double IIndicators.trix(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, int shift)
           
 double[] IIndicators.trix(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, long from, long to)
           
 double IIndicators.tsf(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, int shift)
           
 double[] IIndicators.tsf(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, long from, long to)
           
 double IIndicators.typPrice(Instrument instrument, Period period, OfferSide side, int shift)
           
 double[] IIndicators.typPrice(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 double IIndicators.ultOsc(Instrument instrument, Period period, OfferSide side, int timePeriod1, int timePeriod2, int timePeriod3, int shift)
           
 double[] IIndicators.ultOsc(Instrument instrument, Period period, OfferSide side, int timePeriod1, int timePeriod2, int timePeriod3, long from, long to)
           
 double IIndicators.var(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, double nbDev, int shift)
           
 double[] IIndicators.var(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, double nbDev, long from, long to)
           
 double IIndicators.wclPrice(Instrument instrument, Period period, OfferSide side, int shift)
           
 double[] IIndicators.wclPrice(Instrument instrument, Period period, OfferSide side, long from, long to)
           
 double IIndicators.willr(Instrument instrument, Period period, OfferSide side, int timePeriod, int shift)
           
 double[] IIndicators.willr(Instrument instrument, Period period, OfferSide side, int timePeriod, long from, long to)
           
 double IIndicators.wma(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, int shift)
           
 double[] IIndicators.wma(Instrument instrument, Period period, OfferSide side, IIndicators.AppliedPrice appliedPrice, int timePeriod, long from, long to)
           
 



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