package com.dukascopy.visualforex.visualjforex; import java.util.*; import com.dukascopy.api.*; import java.text.SimpleDateFormat; import java.util.Calendar; import java.util.concurrent.CopyOnWriteArrayList; import java.lang.reflect.*; import java.math.BigDecimal; /* * Created by VisualJForex Generator, version 2.40 * Date: 02.08.2017 15:55 */ public class ATR_CHanel implements IStrategy { private CopyOnWriteArrayList tradeEventActions = new CopyOnWriteArrayList(); private static final String DATE_FORMAT_NOW = "yyyyMMdd_HHmmss"; private IEngine engine; private IConsole console; private IHistory history; private IContext context; private IIndicators indicators; private IUserInterface userInterface; @Configurable("defaultTakeProfit:") public int defaultTakeProfit = 12; @Configurable("defaultTradeAmount:") public double defaultTradeAmount = 10.0; @Configurable("defaultInstrument:") public Instrument defaultInstrument = Instrument.EURUSD; @Configurable("defaultSlippage:") public int defaultSlippage = 2; @Configurable("defaultStopLoss:") public int defaultStopLoss = 12; @Configurable("defaultPeriod:") public Period defaultPeriod = Period.ONE_MIN; private Instrument _USD_CAD = Instrument.USDCAD; private double _lowerBand_eur_usd; private double _upperBand_eur_jpy; private double _upperBand_gbp_usd; private Candle _EUR_JPY_CANDLE = null ; private Tick LastTick = null ; private String AccountCurrency = ""; private double _Sell_Eur; private double _Sell_GBP_JPY; private double _upperBand_gbp_jpy; private double Leverage; private double _ATR_GBP_MUL; private double _Sell_Cad; private double _Buy_Eur_JPY; private Instrument _GBP_USD = Instrument.GBPUSD; private Candle _CAD_CANDLE = null ; private double _lowerBand_gbp_jpy; private double _ATR_CAD_MUL; private double _ATR_EUR; private double _ATR_CAD; private Instrument _EUR_JPY = Instrument.EURJPY; private double _lowerBand_eur_jpy; private double _lowerBand_gbp_usd; private Candle _Eur_JPY_Candle = null ; private Instrument _GBP_JPY = Instrument.GBPJPY; private Candle LastAskCandle = null ; private double _Buy_GBP_JPY; private double _ATR_EUR_JPY_MUL; private double _ATR_GBP_JPY_MUL; private Candle _GBP_JPY_CANDLE = null ; private double _middleBand40; private Candle LastBidCandle = null ; private String AccountId = ""; private double _Sell_GBP; private double Equity; private double _ATR_GBP_JPY; private double _Sell_Eur_Jpy; private int OverWeekendEndLeverage; private double _middleBand32; private Instrument _EUR_USD = Instrument.EURUSD; private double _ATR_EUR_MUL; private double _middleBand38; private double _lowerBand_cad; private double _middleBand36; private double _Buy_GBP; private double _ATR_GBP_USD; private List PendingPositions = null ; private Candle _EUR_CANDLE = null ; private double _upperBand_cad; private double _Buy_Cad; private Candle _GBP_CANDLE = null ; private List OpenPositions = null ; private double _ATR_EUR_JPY; private double _Buy_Eur; private double UseofLeverage; private double _upperBand_eur_usd; private IMessage LastTradeEvent = null ; private boolean GlobalAccount; private double _middleBand28; private int MarginCutLevel; private List AllPositions = null ; public void onStart(IContext context) throws JFException { this.engine = context.getEngine(); this.console = context.getConsole(); this.history = context.getHistory(); this.context = context; this.indicators = context.getIndicators(); this.userInterface = context.getUserInterface(); subscriptionInstrumentCheck(defaultInstrument); ITick lastITick = context.getHistory().getLastTick(defaultInstrument); LastTick = new Tick(lastITick, defaultInstrument); IBar bidBar = context.getHistory().getBar(defaultInstrument, defaultPeriod, OfferSide.BID, 1); IBar askBar = context.getHistory().getBar(defaultInstrument, defaultPeriod, OfferSide.ASK, 1); LastAskCandle = new Candle(askBar, defaultPeriod, defaultInstrument, OfferSide.ASK); LastBidCandle = new Candle(bidBar, defaultPeriod, defaultInstrument, OfferSide.BID); if (indicators.getIndicator("ATR") == null) { indicators.registerDownloadableIndicator("1305","ATR"); } if (indicators.getIndicator("KELTNER") == null) { indicators.registerDownloadableIndicator("1299","KELTNER"); } if (indicators.getIndicator("ATR") == null) { indicators.registerDownloadableIndicator("1305","ATR"); } if (indicators.getIndicator("KELTNER") == null) { indicators.registerDownloadableIndicator("1299","KELTNER"); } if (indicators.getIndicator("ATR") == null) { indicators.registerDownloadableIndicator("1305","ATR"); } if (indicators.getIndicator("KELTNER") == null) { indicators.registerDownloadableIndicator("1299","KELTNER"); } if (indicators.getIndicator("ATR") == null) { indicators.registerDownloadableIndicator("1305","ATR"); } if (indicators.getIndicator("KELTNER") == null) { indicators.registerDownloadableIndicator("1299","KELTNER"); } if (indicators.getIndicator("ATR") == null) { indicators.registerDownloadableIndicator("1305","ATR"); } if (indicators.getIndicator("KELTNER") == null) { indicators.registerDownloadableIndicator("1299","KELTNER"); } subscriptionInstrumentCheck(Instrument.fromString("USD/CAD")); subscriptionInstrumentCheck(Instrument.fromString("GBP/USD")); subscriptionInstrumentCheck(Instrument.fromString("EUR/JPY")); subscriptionInstrumentCheck(Instrument.fromString("GBP/JPY")); subscriptionInstrumentCheck(Instrument.fromString("EUR/USD")); subscriptionInstrumentCheck(Instrument.fromString("EUR/USD")); } public void onAccount(IAccount account) throws JFException { AccountCurrency = account.getCurrency().toString(); Leverage = account.getLeverage(); AccountId= account.getAccountId(); Equity = account.getEquity(); UseofLeverage = account.getUseOfLeverage(); OverWeekendEndLeverage = account.getOverWeekEndLeverage(); MarginCutLevel = account.getMarginCutLevel(); GlobalAccount = account.isGlobal(); } private void updateVariables(Instrument instrument) { try { AllPositions = engine.getOrders(); List listMarket = new ArrayList(); for (IOrder order: AllPositions) { if (order.getState().equals(IOrder.State.FILLED)){ listMarket.add(order); } } List listPending = new ArrayList(); for (IOrder order: AllPositions) { if (order.getState().equals(IOrder.State.OPENED)){ listPending.add(order); } } OpenPositions = listMarket; PendingPositions = listPending; } catch(JFException e) { e.printStackTrace(); } } public void onMessage(IMessage message) throws JFException { if (message.getOrder() != null) { updateVariables(message.getOrder().getInstrument()); LastTradeEvent = message; for (TradeEventAction event : tradeEventActions) { IOrder order = message.getOrder(); if (order != null && event != null && message.getType().equals(event.getMessageType())&& order.getLabel().equals(event.getPositionLabel())) { Method method; try { method = this.getClass().getDeclaredMethod(event.getNextBlockId(), Integer.class); method.invoke(this, new Integer[] {event.getFlowId()}); } catch (SecurityException e) { e.printStackTrace(); } catch (NoSuchMethodException e) { e.printStackTrace(); } catch (IllegalArgumentException e) { e.printStackTrace(); } catch (IllegalAccessException e) { e.printStackTrace(); } catch (InvocationTargetException e) { e.printStackTrace(); } tradeEventActions.remove(event); } } } } public void onStop() throws JFException { } public void onTick(Instrument instrument, ITick tick) throws JFException { LastTick = new Tick(tick, instrument); updateVariables(instrument); } public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException { LastAskCandle = new Candle(askBar, period, instrument, OfferSide.ASK); LastBidCandle = new Candle(bidBar, period, instrument, OfferSide.BID); updateVariables(instrument); If_block_16(1); } public void subscriptionInstrumentCheck(Instrument instrument) { try { if (!context.getSubscribedInstruments().contains(instrument)) { Set instruments = new HashSet(); instruments.add(instrument); context.setSubscribedInstruments(instruments, true); Thread.sleep(100); } } catch (InterruptedException e) { e.printStackTrace(); } } public double round(double price, Instrument instrument) { BigDecimal big = new BigDecimal("" + price); big = big.setScale(instrument.getPipScale() + 1, BigDecimal.ROUND_HALF_UP); return big.doubleValue(); } public ITick getLastTick(Instrument instrument) { try { return (context.getHistory().getTick(instrument, 0)); } catch (JFException e) { e.printStackTrace(); } return null; } private void If_block_10(Integer flow) { Instrument argument_1 = _EUR_JPY; Instrument argument_2 = LastBidCandle.getInstrument(); if (argument_1 == null && argument_2 !=null || (argument_1!= null && !argument_1.equals(argument_2))) { If_block_11(flow); } else if (argument_1!= null && argument_1.equals(argument_2)) { GetHistoricalCandle_block_22(flow); } } private void If_block_11(Integer flow) { Instrument argument_1 = _GBP_JPY; Instrument argument_2 = LastBidCandle.getInstrument(); if (argument_1 == null && argument_2 !=null || (argument_1!= null && !argument_1.equals(argument_2))) { If_block_12(flow); } else if (argument_1!= null && argument_1.equals(argument_2)) { GetHistoricalCandle_block_23(flow); } } private void If_block_12(Integer flow) { Instrument argument_1 = _GBP_USD; Instrument argument_2 = LastBidCandle.getInstrument(); if (argument_1 == null && argument_2 !=null || (argument_1!= null && !argument_1.equals(argument_2))) { If_block_13(flow); } else if (argument_1!= null && argument_1.equals(argument_2)) { GetHistoricalCandle_block_24(flow); } } private void If_block_13(Integer flow) { Instrument argument_1 = _EUR_USD; Instrument argument_2 = LastBidCandle.getInstrument(); if (argument_1 == null && argument_2 !=null || (argument_1!= null && !argument_1.equals(argument_2))) { If_block_14(flow); } else if (argument_1!= null && argument_1.equals(argument_2)) { GetHistoricalCandle_block_25(flow); } } private void If_block_14(Integer flow) { Instrument argument_1 = _USD_CAD; Instrument argument_2 = LastBidCandle.getInstrument(); if (argument_1 == null && argument_2 !=null || (argument_1!= null && !argument_1.equals(argument_2))) { } else if (argument_1!= null && argument_1.equals(argument_2)) { GetHistoricalCandle_block_26(flow); } } private void If_block_16(Integer flow) { Period argument_1 = defaultPeriod; Period argument_2 = LastBidCandle.getPeriod(); if (argument_1 == null && argument_2 !=null || (argument_1!= null && !argument_1.equals(argument_2))) { } else if (argument_1!= null && argument_1.equals(argument_2)) { If_block_10(flow); } } private void GetHistoricalCandle_block_22(Integer flow) { Instrument argument_1 = _EUR_JPY; Period argument_2 = defaultPeriod; OfferSide argument_3 = OfferSide.BID; int argument_4 = 1; subscriptionInstrumentCheck(argument_1); try { IBar tempBar = history.getBar(argument_1, argument_2, argument_3, argument_4); _Eur_JPY_Candle = new Candle(tempBar, argument_2, argument_1, argument_3); } catch (JFException e) { e.printStackTrace(); } ATR_block_27(flow); } private void GetHistoricalCandle_block_23(Integer flow) { Instrument argument_1 = _GBP_JPY; Period argument_2 = defaultPeriod; OfferSide argument_3 = OfferSide.BID; int argument_4 = 1; subscriptionInstrumentCheck(argument_1); try { IBar tempBar = history.getBar(argument_1, argument_2, argument_3, argument_4); _GBP_JPY_CANDLE = new Candle(tempBar, argument_2, argument_1, argument_3); } catch (JFException e) { e.printStackTrace(); } ATR_block_39(flow); } private void GetHistoricalCandle_block_24(Integer flow) { Instrument argument_1 = _GBP_USD; Period argument_2 = defaultPeriod; OfferSide argument_3 = OfferSide.BID; int argument_4 = 1; subscriptionInstrumentCheck(argument_1); try { IBar tempBar = history.getBar(argument_1, argument_2, argument_3, argument_4); _GBP_CANDLE = new Candle(tempBar, argument_2, argument_1, argument_3); } catch (JFException e) { e.printStackTrace(); } ATR_block_31(flow); } private void GetHistoricalCandle_block_25(Integer flow) { Instrument argument_1 = _EUR_USD; Period argument_2 = defaultPeriod; OfferSide argument_3 = OfferSide.BID; int argument_4 = 1; subscriptionInstrumentCheck(argument_1); try { IBar tempBar = history.getBar(argument_1, argument_2, argument_3, argument_4); _EUR_CANDLE = new Candle(tempBar, argument_2, argument_1, argument_3); } catch (JFException e) { e.printStackTrace(); } ATR_block_35(flow); } private void GetHistoricalCandle_block_26(Integer flow) { Instrument argument_1 = _USD_CAD; Period argument_2 = defaultPeriod; OfferSide argument_3 = OfferSide.BID; int argument_4 = 1; subscriptionInstrumentCheck(argument_1); try { IBar tempBar = history.getBar(argument_1, argument_2, argument_3, argument_4); _CAD_CANDLE = new Candle(tempBar, argument_2, argument_1, argument_3); } catch (JFException e) { e.printStackTrace(); } ATR_block_37(flow); } private void ATR_block_27(Integer flow) { Instrument argument_1 = _EUR_JPY; Period argument_2 = Period.ONE_MIN; int argument_3 = 2; int argument_4 = 61; OfferSide[] offerside = new OfferSide[1]; IIndicators.AppliedPrice[] appliedPrice = new IIndicators.AppliedPrice[1]; offerside[0] = OfferSide.BID; appliedPrice[0] = IIndicators.AppliedPrice.CLOSE; Object[] params = new Object[1]; params[0] = 61; try { subscriptionInstrumentCheck(argument_1); long time = context.getHistory().getBar(argument_1, argument_2, OfferSide.BID, argument_3).getTime(); Object[] indicatorResult = context.getIndicators().calculateIndicator(argument_1, argument_2, offerside, "ATR", appliedPrice, params, Filter.WEEKENDS, 1, time, 0); if ((new Double(((double [])indicatorResult[0])[0])) == null) { this._ATR_EUR_JPY = Double.NaN; } else { this._ATR_EUR_JPY = (((double [])indicatorResult[0])[0]); } KELTNER_block_28(flow); } catch (JFException e) { e.printStackTrace(); console.getErr().println(e); this._ATR_EUR_JPY = Double.NaN; } } private void KELTNER_block_28(Integer flow) { Instrument argument_1 = _EUR_JPY; Period argument_2 = Period.ONE_MIN; int argument_3 = 2; int argument_4 = 61; OfferSide[] offerside = new OfferSide[1]; IIndicators.AppliedPrice[] appliedPrice = new IIndicators.AppliedPrice[1]; offerside[0] = OfferSide.BID; appliedPrice[0] = IIndicators.AppliedPrice.CLOSE; Object[] params = new Object[1]; params[0] = 61; try { subscriptionInstrumentCheck(argument_1); long time = context.getHistory().getBar(argument_1, argument_2, OfferSide.BID, argument_3).getTime(); Object[] indicatorResult = context.getIndicators().calculateIndicator(argument_1, argument_2, offerside, "KELTNER", appliedPrice, params, Filter.WEEKENDS, 1, time, 0); if ((new Double(((double [])indicatorResult[0])[0])) == null) { this._upperBand_eur_jpy = Double.NaN; } else { this._upperBand_eur_jpy = (((double [])indicatorResult[0])[0]); } if ((new Double(((double [])indicatorResult[1])[0])) == null) { this._middleBand28 = Double.NaN; } else { this._middleBand28 = (((double [])indicatorResult[1])[0]); } if ((new Double(((double [])indicatorResult[2])[0])) == null) { this._lowerBand_eur_jpy = Double.NaN; } else { this._lowerBand_eur_jpy = (((double [])indicatorResult[2])[0]); } Calculation_block_41(flow); } catch (JFException e) { e.printStackTrace(); console.getErr().println(e); this._upperBand_eur_jpy = Double.NaN; this._middleBand28 = Double.NaN; this._lowerBand_eur_jpy = Double.NaN; } } private void ATR_block_31(Integer flow) { Instrument argument_1 = _GBP_USD; Period argument_2 = Period.ONE_MIN; int argument_3 = 2; int argument_4 = 61; OfferSide[] offerside = new OfferSide[1]; IIndicators.AppliedPrice[] appliedPrice = new IIndicators.AppliedPrice[1]; offerside[0] = OfferSide.BID; appliedPrice[0] = IIndicators.AppliedPrice.CLOSE; Object[] params = new Object[1]; params[0] = 61; try { subscriptionInstrumentCheck(argument_1); long time = context.getHistory().getBar(argument_1, argument_2, OfferSide.BID, argument_3).getTime(); Object[] indicatorResult = context.getIndicators().calculateIndicator(argument_1, argument_2, offerside, "ATR", appliedPrice, params, Filter.WEEKENDS, 1, time, 0); if ((new Double(((double [])indicatorResult[0])[0])) == null) { this._ATR_GBP_USD = Double.NaN; } else { this._ATR_GBP_USD = (((double [])indicatorResult[0])[0]); } KELTNER_block_32(flow); } catch (JFException e) { e.printStackTrace(); console.getErr().println(e); this._ATR_GBP_USD = Double.NaN; } } private void KELTNER_block_32(Integer flow) { Instrument argument_1 = _GBP_USD; Period argument_2 = Period.ONE_MIN; int argument_3 = 2; int argument_4 = 61; OfferSide[] offerside = new OfferSide[1]; IIndicators.AppliedPrice[] appliedPrice = new IIndicators.AppliedPrice[1]; offerside[0] = OfferSide.BID; appliedPrice[0] = IIndicators.AppliedPrice.CLOSE; Object[] params = new Object[1]; params[0] = 61; try { subscriptionInstrumentCheck(argument_1); long time = context.getHistory().getBar(argument_1, argument_2, OfferSide.BID, argument_3).getTime(); Object[] indicatorResult = context.getIndicators().calculateIndicator(argument_1, argument_2, offerside, "KELTNER", appliedPrice, params, Filter.WEEKENDS, 1, time, 0); if ((new Double(((double [])indicatorResult[0])[0])) == null) { this._upperBand_gbp_usd = Double.NaN; } else { this._upperBand_gbp_usd = (((double [])indicatorResult[0])[0]); } if ((new Double(((double [])indicatorResult[1])[0])) == null) { this._middleBand32 = Double.NaN; } else { this._middleBand32 = (((double [])indicatorResult[1])[0]); } if ((new Double(((double [])indicatorResult[2])[0])) == null) { this._lowerBand_gbp_usd = Double.NaN; } else { this._lowerBand_gbp_usd = (((double [])indicatorResult[2])[0]); } Calculation_block_43(flow); } catch (JFException e) { e.printStackTrace(); console.getErr().println(e); this._upperBand_gbp_usd = Double.NaN; this._middleBand32 = Double.NaN; this._lowerBand_gbp_usd = Double.NaN; } } private void ATR_block_35(Integer flow) { Instrument argument_1 = _EUR_USD; Period argument_2 = Period.ONE_MIN; int argument_3 = 2; int argument_4 = 61; OfferSide[] offerside = new OfferSide[1]; IIndicators.AppliedPrice[] appliedPrice = new IIndicators.AppliedPrice[1]; offerside[0] = OfferSide.BID; appliedPrice[0] = IIndicators.AppliedPrice.CLOSE; Object[] params = new Object[1]; params[0] = 61; try { subscriptionInstrumentCheck(argument_1); long time = context.getHistory().getBar(argument_1, argument_2, OfferSide.BID, argument_3).getTime(); Object[] indicatorResult = context.getIndicators().calculateIndicator(argument_1, argument_2, offerside, "ATR", appliedPrice, params, Filter.WEEKENDS, 1, time, 0); if ((new Double(((double [])indicatorResult[0])[0])) == null) { this._ATR_EUR = Double.NaN; } else { this._ATR_EUR = (((double [])indicatorResult[0])[0]); } KELTNER_block_36(flow); } catch (JFException e) { e.printStackTrace(); console.getErr().println(e); this._ATR_EUR = Double.NaN; } } private void KELTNER_block_36(Integer flow) { Instrument argument_1 = _EUR_USD; Period argument_2 = Period.ONE_MIN; int argument_3 = 2; int argument_4 = 61; OfferSide[] offerside = new OfferSide[1]; IIndicators.AppliedPrice[] appliedPrice = new IIndicators.AppliedPrice[1]; offerside[0] = OfferSide.BID; appliedPrice[0] = IIndicators.AppliedPrice.CLOSE; Object[] params = new Object[1]; params[0] = 61; try { subscriptionInstrumentCheck(argument_1); long time = context.getHistory().getBar(argument_1, argument_2, OfferSide.BID, argument_3).getTime(); Object[] indicatorResult = context.getIndicators().calculateIndicator(argument_1, argument_2, offerside, "KELTNER", appliedPrice, params, Filter.WEEKENDS, 1, time, 0); if ((new Double(((double [])indicatorResult[0])[0])) == null) { this._upperBand_eur_usd = Double.NaN; } else { this._upperBand_eur_usd = (((double [])indicatorResult[0])[0]); } if ((new Double(((double [])indicatorResult[1])[0])) == null) { this._middleBand36 = Double.NaN; } else { this._middleBand36 = (((double [])indicatorResult[1])[0]); } if ((new Double(((double [])indicatorResult[2])[0])) == null) { this._lowerBand_eur_usd = Double.NaN; } else { this._lowerBand_eur_usd = (((double [])indicatorResult[2])[0]); } Calculation_block_44(flow); } catch (JFException e) { e.printStackTrace(); console.getErr().println(e); this._upperBand_eur_usd = Double.NaN; this._middleBand36 = Double.NaN; this._lowerBand_eur_usd = Double.NaN; } } private void ATR_block_37(Integer flow) { Instrument argument_1 = _USD_CAD; Period argument_2 = Period.ONE_MIN; int argument_3 = 2; int argument_4 = 61; OfferSide[] offerside = new OfferSide[1]; IIndicators.AppliedPrice[] appliedPrice = new IIndicators.AppliedPrice[1]; offerside[0] = OfferSide.BID; appliedPrice[0] = IIndicators.AppliedPrice.CLOSE; Object[] params = new Object[1]; params[0] = 61; try { subscriptionInstrumentCheck(argument_1); long time = context.getHistory().getBar(argument_1, argument_2, OfferSide.BID, argument_3).getTime(); Object[] indicatorResult = context.getIndicators().calculateIndicator(argument_1, argument_2, offerside, "ATR", appliedPrice, params, Filter.WEEKENDS, 1, time, 0); if ((new Double(((double [])indicatorResult[0])[0])) == null) { this._ATR_CAD = Double.NaN; } else { this._ATR_CAD = (((double [])indicatorResult[0])[0]); } KELTNER_block_38(flow); } catch (JFException e) { e.printStackTrace(); console.getErr().println(e); this._ATR_CAD = Double.NaN; } } private void KELTNER_block_38(Integer flow) { Instrument argument_1 = _USD_CAD; Period argument_2 = Period.ONE_MIN; int argument_3 = 2; int argument_4 = 61; OfferSide[] offerside = new OfferSide[1]; IIndicators.AppliedPrice[] appliedPrice = new IIndicators.AppliedPrice[1]; offerside[0] = OfferSide.BID; appliedPrice[0] = IIndicators.AppliedPrice.CLOSE; Object[] params = new Object[1]; params[0] = 61; try { subscriptionInstrumentCheck(argument_1); long time = context.getHistory().getBar(argument_1, argument_2, OfferSide.BID, argument_3).getTime(); Object[] indicatorResult = context.getIndicators().calculateIndicator(argument_1, argument_2, offerside, "KELTNER", appliedPrice, params, Filter.WEEKENDS, 1, time, 0); if ((new Double(((double [])indicatorResult[0])[0])) == null) { this._upperBand_cad = Double.NaN; } else { this._upperBand_cad = (((double [])indicatorResult[0])[0]); } if ((new Double(((double [])indicatorResult[1])[0])) == null) { this._middleBand38 = Double.NaN; } else { this._middleBand38 = (((double [])indicatorResult[1])[0]); } if ((new Double(((double [])indicatorResult[2])[0])) == null) { this._lowerBand_cad = Double.NaN; } else { this._lowerBand_cad = (((double [])indicatorResult[2])[0]); } Calculation_block_45(flow); } catch (JFException e) { e.printStackTrace(); console.getErr().println(e); this._upperBand_cad = Double.NaN; this._middleBand38 = Double.NaN; this._lowerBand_cad = Double.NaN; } } private void ATR_block_39(Integer flow) { Instrument argument_1 = _GBP_JPY; Period argument_2 = Period.ONE_MIN; int argument_3 = 2; int argument_4 = 61; OfferSide[] offerside = new OfferSide[1]; IIndicators.AppliedPrice[] appliedPrice = new IIndicators.AppliedPrice[1]; offerside[0] = OfferSide.BID; appliedPrice[0] = IIndicators.AppliedPrice.CLOSE; Object[] params = new Object[1]; params[0] = 61; try { subscriptionInstrumentCheck(argument_1); long time = context.getHistory().getBar(argument_1, argument_2, OfferSide.BID, argument_3).getTime(); Object[] indicatorResult = context.getIndicators().calculateIndicator(argument_1, argument_2, offerside, "ATR", appliedPrice, params, Filter.WEEKENDS, 1, time, 0); if ((new Double(((double [])indicatorResult[0])[0])) == null) { this._ATR_GBP_JPY = Double.NaN; } else { this._ATR_GBP_JPY = (((double [])indicatorResult[0])[0]); } KELTNER_block_40(flow); } catch (JFException e) { e.printStackTrace(); console.getErr().println(e); this._ATR_GBP_JPY = Double.NaN; } } private void KELTNER_block_40(Integer flow) { Instrument argument_1 = _GBP_JPY; Period argument_2 = Period.ONE_MIN; int argument_3 = 2; int argument_4 = 61; OfferSide[] offerside = new OfferSide[1]; IIndicators.AppliedPrice[] appliedPrice = new IIndicators.AppliedPrice[1]; offerside[0] = OfferSide.BID; appliedPrice[0] = IIndicators.AppliedPrice.CLOSE; Object[] params = new Object[1]; params[0] = 61; try { subscriptionInstrumentCheck(argument_1); long time = context.getHistory().getBar(argument_1, argument_2, OfferSide.BID, argument_3).getTime(); Object[] indicatorResult = context.getIndicators().calculateIndicator(argument_1, argument_2, offerside, "KELTNER", appliedPrice, params, Filter.WEEKENDS, 1, time, 0); if ((new Double(((double [])indicatorResult[0])[0])) == null) { this._upperBand_gbp_jpy = Double.NaN; } else { this._upperBand_gbp_jpy = (((double [])indicatorResult[0])[0]); } if ((new Double(((double [])indicatorResult[1])[0])) == null) { this._middleBand40 = Double.NaN; } else { this._middleBand40 = (((double [])indicatorResult[1])[0]); } if ((new Double(((double [])indicatorResult[2])[0])) == null) { this._lowerBand_gbp_jpy = Double.NaN; } else { this._lowerBand_gbp_jpy = (((double [])indicatorResult[2])[0]); } Calculation_block_42(flow); } catch (JFException e) { e.printStackTrace(); console.getErr().println(e); this._upperBand_gbp_jpy = Double.NaN; this._middleBand40 = Double.NaN; this._lowerBand_gbp_jpy = Double.NaN; } } private void Calculation_block_41(Integer flow) { double argument_1 = _ATR_EUR_JPY; double argument_2 = 7.0; _ATR_EUR_JPY_MUL = argument_1 * argument_2; Calculation_block_54(flow); } private void Calculation_block_42(Integer flow) { double argument_1 = _ATR_GBP_JPY; double argument_2 = 7.0; _ATR_GBP_JPY_MUL = argument_1 * argument_2; Calculation_block_52(flow); } private void Calculation_block_43(Integer flow) { double argument_1 = _ATR_GBP_USD; double argument_2 = 7.0; _ATR_GBP_MUL = argument_1 * argument_2; Calculation_block_50(flow); } private void Calculation_block_44(Integer flow) { double argument_1 = _ATR_EUR; double argument_2 = 7.0; _ATR_EUR_MUL = argument_1 * argument_2; Calculation_block_48(flow); } private void Calculation_block_45(Integer flow) { double argument_1 = _ATR_CAD; double argument_2 = 7.0; _ATR_CAD_MUL = argument_1 * argument_2; Calculation_block_46(flow); } private void Calculation_block_46(Integer flow) { double argument_1 = _upperBand_cad; double argument_2 = _ATR_CAD_MUL; _Sell_Cad = argument_1 + argument_2; Calculation_block_47(flow); } private void Calculation_block_47(Integer flow) { double argument_1 = _lowerBand_cad; double argument_2 = _ATR_CAD_MUL; _Buy_Cad = argument_1 - argument_2; If_block_77(flow); } private void Calculation_block_48(Integer flow) { double argument_1 = _upperBand_eur_usd; double argument_2 = _ATR_EUR_MUL; _Sell_Eur = argument_1 + argument_2; Calculation_block_49(flow); } private void Calculation_block_49(Integer flow) { double argument_1 = _lowerBand_eur_usd; double argument_2 = _ATR_EUR_MUL; _Buy_Eur = argument_1 - argument_2; If_block_76(flow); } private void Calculation_block_50(Integer flow) { double argument_1 = _upperBand_gbp_usd; double argument_2 = _ATR_GBP_MUL; _Sell_GBP = argument_1 + argument_2; Calculation_block_51(flow); } private void Calculation_block_51(Integer flow) { double argument_1 = _lowerBand_gbp_usd; double argument_2 = _ATR_GBP_MUL; _Buy_GBP = argument_1 - argument_2; If_block_78(flow); } private void Calculation_block_52(Integer flow) { double argument_1 = _upperBand_gbp_jpy; double argument_2 = _ATR_GBP_JPY_MUL; _Sell_GBP_JPY = argument_1 + argument_2; Calculation_block_53(flow); } private void Calculation_block_53(Integer flow) { double argument_1 = _lowerBand_gbp_jpy; double argument_2 = _ATR_GBP_JPY_MUL; _Buy_GBP_JPY = argument_1 * argument_2; If_block_79(flow); } private void Calculation_block_54(Integer flow) { double argument_1 = _upperBand_eur_jpy; double argument_2 = _ATR_EUR_JPY_MUL; _Sell_Eur_Jpy = argument_1 + argument_2; Calculation_block_55(flow); } private void Calculation_block_55(Integer flow) { double argument_1 = _lowerBand_eur_jpy; double argument_2 = _ATR_EUR_JPY_MUL; _Buy_Eur_JPY = argument_1 - argument_2; If_block_80(flow); } private void If_block_56(Integer flow) { double argument_1 = _Eur_JPY_Candle.getHigh(); double argument_2 = _Sell_Eur_Jpy; if (argument_1< argument_2) { If_block_57(flow); } else if (argument_1> argument_2) { If_block_81(flow); } else if (argument_1== argument_2) { If_block_81(flow); } } private void If_block_57(Integer flow) { double argument_1 = _Eur_JPY_Candle.getLow(); double argument_2 = _Buy_Eur_JPY; if (argument_1< argument_2) { If_block_82(flow); } else if (argument_1> argument_2) { } else if (argument_1== argument_2) { If_block_82(flow); } } private void OpenatMarket_block_58(Integer flow) { Instrument argument_1 = _EUR_JPY; double argument_2 = defaultTradeAmount; int argument_3 = defaultSlippage; int argument_4 = defaultStopLoss; int argument_5 = defaultTakeProfit; String argument_6 = ""; ITick tick = getLastTick(argument_1); IEngine.OrderCommand command = IEngine.OrderCommand.SELL; double stopLoss = tick.getAsk() + argument_1.getPipValue() * argument_4; double takeProfit = round(tick.getAsk() - argument_1.getPipValue() * argument_5, argument_1); try { String label = getLabel(); IOrder order = context.getEngine().submitOrder(label, argument_1, command, argument_2, 0, argument_3, stopLoss, takeProfit, 0, argument_6); } catch (JFException e) { e.printStackTrace(); } } private void OpenatMarket_block_59(Integer flow) { Instrument argument_1 = _EUR_JPY; double argument_2 = defaultTradeAmount; int argument_3 = defaultSlippage; int argument_4 = defaultStopLoss; int argument_5 = defaultTakeProfit; String argument_6 = ""; ITick tick = getLastTick(argument_1); IEngine.OrderCommand command = IEngine.OrderCommand.BUY; double stopLoss = tick.getBid() - argument_1.getPipValue() * argument_4; double takeProfit = round(tick.getBid() + argument_1.getPipValue() * argument_5, argument_1); try { String label = getLabel(); IOrder order = context.getEngine().submitOrder(label, argument_1, command, argument_2, 0, argument_3, stopLoss, takeProfit, 0, argument_6); } catch (JFException e) { e.printStackTrace(); } } private void If_block_60(Integer flow) { double argument_1 = _GBP_JPY_CANDLE.getHigh(); double argument_2 = _Sell_GBP_JPY; if (argument_1< argument_2) { If_block_61(flow); } else if (argument_1> argument_2) { If_block_83(flow); } else if (argument_1== argument_2) { If_block_83(flow); } } private void If_block_61(Integer flow) { double argument_1 = _GBP_JPY_CANDLE.getLow(); double argument_2 = _Buy_GBP_JPY; if (argument_1< argument_2) { If_block_84(flow); } else if (argument_1> argument_2) { } else if (argument_1== argument_2) { If_block_84(flow); } } private void OpenatMarket_block_62(Integer flow) { Instrument argument_1 = _GBP_JPY; double argument_2 = defaultTradeAmount; int argument_3 = defaultSlippage; int argument_4 = defaultStopLoss; int argument_5 = defaultTakeProfit; String argument_6 = ""; ITick tick = getLastTick(argument_1); IEngine.OrderCommand command = IEngine.OrderCommand.SELL; double stopLoss = tick.getAsk() + argument_1.getPipValue() * argument_4; double takeProfit = round(tick.getAsk() - argument_1.getPipValue() * argument_5, argument_1); try { String label = getLabel(); IOrder order = context.getEngine().submitOrder(label, argument_1, command, argument_2, 0, argument_3, stopLoss, takeProfit, 0, argument_6); } catch (JFException e) { e.printStackTrace(); } } private void OpenatMarket_block_63(Integer flow) { Instrument argument_1 = _GBP_JPY; double argument_2 = defaultTradeAmount; int argument_3 = defaultSlippage; int argument_4 = defaultStopLoss; int argument_5 = defaultTakeProfit; String argument_6 = ""; ITick tick = getLastTick(argument_1); IEngine.OrderCommand command = IEngine.OrderCommand.BUY; double stopLoss = tick.getBid() - argument_1.getPipValue() * argument_4; double takeProfit = round(tick.getBid() + argument_1.getPipValue() * argument_5, argument_1); try { String label = getLabel(); IOrder order = context.getEngine().submitOrder(label, argument_1, command, argument_2, 0, argument_3, stopLoss, takeProfit, 0, argument_6); } catch (JFException e) { e.printStackTrace(); } } private void If_block_64(Integer flow) { double argument_1 = _GBP_CANDLE.getHigh(); double argument_2 = _Sell_GBP; if (argument_1< argument_2) { If_block_65(flow); } else if (argument_1> argument_2) { If_block_85(flow); } else if (argument_1== argument_2) { If_block_85(flow); } } private void If_block_65(Integer flow) { double argument_1 = _GBP_CANDLE.getLow(); double argument_2 = _Buy_GBP; if (argument_1< argument_2) { If_block_86(flow); } else if (argument_1> argument_2) { } else if (argument_1== argument_2) { If_block_86(flow); } } private void OpenatMarket_block_66(Integer flow) { Instrument argument_1 = _GBP_USD; double argument_2 = defaultTradeAmount; int argument_3 = defaultSlippage; int argument_4 = defaultStopLoss; int argument_5 = defaultTakeProfit; String argument_6 = ""; ITick tick = getLastTick(argument_1); IEngine.OrderCommand command = IEngine.OrderCommand.SELL; double stopLoss = tick.getAsk() + argument_1.getPipValue() * argument_4; double takeProfit = round(tick.getAsk() - argument_1.getPipValue() * argument_5, argument_1); try { String label = getLabel(); IOrder order = context.getEngine().submitOrder(label, argument_1, command, argument_2, 0, argument_3, stopLoss, takeProfit, 0, argument_6); } catch (JFException e) { e.printStackTrace(); } } private void OpenatMarket_block_67(Integer flow) { Instrument argument_1 = _GBP_USD; double argument_2 = defaultTradeAmount; int argument_3 = defaultSlippage; int argument_4 = defaultStopLoss; int argument_5 = defaultTakeProfit; String argument_6 = ""; ITick tick = getLastTick(argument_1); IEngine.OrderCommand command = IEngine.OrderCommand.BUY; double stopLoss = tick.getBid() - argument_1.getPipValue() * argument_4; double takeProfit = round(tick.getBid() + argument_1.getPipValue() * argument_5, argument_1); try { String label = getLabel(); IOrder order = context.getEngine().submitOrder(label, argument_1, command, argument_2, 0, argument_3, stopLoss, takeProfit, 0, argument_6); } catch (JFException e) { e.printStackTrace(); } } private void If_block_68(Integer flow) { double argument_1 = _EUR_CANDLE.getHigh(); double argument_2 = _Sell_Eur; if (argument_1< argument_2) { If_block_69(flow); } else if (argument_1> argument_2) { If_block_87(flow); } else if (argument_1== argument_2) { If_block_87(flow); } } private void If_block_69(Integer flow) { double argument_1 = _EUR_CANDLE.getLow(); double argument_2 = _Buy_Eur; if (argument_1< argument_2) { If_block_88(flow); } else if (argument_1> argument_2) { } else if (argument_1== argument_2) { If_block_88(flow); } } private void OpenatMarket_block_70(Integer flow) { Instrument argument_1 = _EUR_USD; double argument_2 = defaultTradeAmount; int argument_3 = defaultSlippage; int argument_4 = defaultStopLoss; int argument_5 = defaultTakeProfit; String argument_6 = ""; ITick tick = getLastTick(argument_1); IEngine.OrderCommand command = IEngine.OrderCommand.SELL; double stopLoss = tick.getAsk() + argument_1.getPipValue() * argument_4; double takeProfit = round(tick.getAsk() - argument_1.getPipValue() * argument_5, argument_1); try { String label = getLabel(); IOrder order = context.getEngine().submitOrder(label, argument_1, command, argument_2, 0, argument_3, stopLoss, takeProfit, 0, argument_6); } catch (JFException e) { e.printStackTrace(); } } private void OpenatMarket_block_71(Integer flow) { Instrument argument_1 = _EUR_USD; double argument_2 = defaultTradeAmount; int argument_3 = defaultSlippage; int argument_4 = defaultStopLoss; int argument_5 = defaultTakeProfit; String argument_6 = ""; ITick tick = getLastTick(argument_1); IEngine.OrderCommand command = IEngine.OrderCommand.BUY; double stopLoss = tick.getBid() - argument_1.getPipValue() * argument_4; double takeProfit = round(tick.getBid() + argument_1.getPipValue() * argument_5, argument_1); try { String label = getLabel(); IOrder order = context.getEngine().submitOrder(label, argument_1, command, argument_2, 0, argument_3, stopLoss, takeProfit, 0, argument_6); } catch (JFException e) { e.printStackTrace(); } } private void If_block_72(Integer flow) { double argument_1 = _CAD_CANDLE.getHigh(); double argument_2 = _Sell_Cad; if (argument_1< argument_2) { If_block_74(flow); } else if (argument_1> argument_2) { If_block_89(flow); } else if (argument_1== argument_2) { If_block_89(flow); } } private void OpenatMarket_block_73(Integer flow) { Instrument argument_1 = _USD_CAD; double argument_2 = defaultTradeAmount; int argument_3 = defaultSlippage; int argument_4 = defaultStopLoss; int argument_5 = defaultTakeProfit; String argument_6 = ""; ITick tick = getLastTick(argument_1); IEngine.OrderCommand command = IEngine.OrderCommand.SELL; double stopLoss = tick.getAsk() + argument_1.getPipValue() * argument_4; double takeProfit = round(tick.getAsk() - argument_1.getPipValue() * argument_5, argument_1); try { String label = getLabel(); IOrder order = context.getEngine().submitOrder(label, argument_1, command, argument_2, 0, argument_3, stopLoss, takeProfit, 0, argument_6); } catch (JFException e) { e.printStackTrace(); } } private void If_block_74(Integer flow) { double argument_1 = _CAD_CANDLE.getLow(); double argument_2 = _Buy_Cad; if (argument_1< argument_2) { If_block_90(flow); } else if (argument_1> argument_2) { } else if (argument_1== argument_2) { If_block_90(flow); } } private void OpenatMarket_block_75(Integer flow) { Instrument argument_1 = _USD_CAD; double argument_2 = defaultTradeAmount; int argument_3 = defaultSlippage; int argument_4 = defaultStopLoss; int argument_5 = defaultTakeProfit; String argument_6 = ""; ITick tick = getLastTick(argument_1); IEngine.OrderCommand command = IEngine.OrderCommand.BUY; double stopLoss = tick.getBid() - argument_1.getPipValue() * argument_4; double takeProfit = round(tick.getBid() + argument_1.getPipValue() * argument_5, argument_1); try { String label = getLabel(); IOrder order = context.getEngine().submitOrder(label, argument_1, command, argument_2, 0, argument_3, stopLoss, takeProfit, 0, argument_6); } catch (JFException e) { e.printStackTrace(); } } private void If_block_76(Integer flow) { int argument_1 = OpenPositions.size(); int argument_2 = 0; if (argument_1< argument_2) { } else if (argument_1> argument_2) { } else if (argument_1== argument_2) { If_block_68(flow); } } private void If_block_77(Integer flow) { int argument_1 = OpenPositions.size(); int argument_2 = 0; if (argument_1< argument_2) { } else if (argument_1> argument_2) { } else if (argument_1== argument_2) { If_block_72(flow); } } private void If_block_78(Integer flow) { int argument_1 = OpenPositions.size(); int argument_2 = 0; if (argument_1< argument_2) { } else if (argument_1> argument_2) { } else if (argument_1== argument_2) { If_block_64(flow); } } private void If_block_79(Integer flow) { int argument_1 = OpenPositions.size(); int argument_2 = 0; if (argument_1< argument_2) { } else if (argument_1> argument_2) { } else if (argument_1== argument_2) { If_block_60(flow); } } private void If_block_80(Integer flow) { int argument_1 = OpenPositions.size(); int argument_2 = 0; if (argument_1< argument_2) { } else if (argument_1> argument_2) { } else if (argument_1== argument_2) { If_block_56(flow); } } private void If_block_81(Integer flow) { double argument_1 = _Eur_JPY_Candle.getClose(); double argument_2 = _Sell_Eur_Jpy; if (argument_1< argument_2) { OpenatMarket_block_58(flow); } else if (argument_1> argument_2) { } else if (argument_1== argument_2) { } } private void If_block_82(Integer flow) { double argument_1 = _Eur_JPY_Candle.getClose(); double argument_2 = _Buy_Eur_JPY; if (argument_1< argument_2) { } else if (argument_1> argument_2) { OpenatMarket_block_59(flow); } else if (argument_1== argument_2) { } } private void If_block_83(Integer flow) { double argument_1 = _GBP_JPY_CANDLE.getClose(); double argument_2 = _Sell_GBP_JPY; if (argument_1< argument_2) { OpenatMarket_block_62(flow); } else if (argument_1> argument_2) { } else if (argument_1== argument_2) { } } private void If_block_84(Integer flow) { double argument_1 = _GBP_JPY_CANDLE.getClose(); double argument_2 = _Buy_GBP_JPY; if (argument_1< argument_2) { } else if (argument_1> argument_2) { OpenatMarket_block_63(flow); } else if (argument_1== argument_2) { } } private void If_block_85(Integer flow) { double argument_1 = _GBP_CANDLE.getClose(); double argument_2 = _Sell_GBP; if (argument_1< argument_2) { OpenatMarket_block_66(flow); } else if (argument_1> argument_2) { } else if (argument_1== argument_2) { } } private void If_block_86(Integer flow) { double argument_1 = _GBP_CANDLE.getClose(); double argument_2 = _Buy_GBP; if (argument_1< argument_2) { } else if (argument_1> argument_2) { OpenatMarket_block_67(flow); } else if (argument_1== argument_2) { } } private void If_block_87(Integer flow) { double argument_1 = _EUR_CANDLE.getClose(); double argument_2 = _Sell_Eur; if (argument_1< argument_2) { OpenatMarket_block_70(flow); } else if (argument_1> argument_2) { } else if (argument_1== argument_2) { } } private void If_block_88(Integer flow) { double argument_1 = _EUR_CANDLE.getClose(); double argument_2 = _Buy_Eur; if (argument_1< argument_2) { } else if (argument_1> argument_2) { OpenatMarket_block_71(flow); } else if (argument_1== argument_2) { } } private void If_block_89(Integer flow) { double argument_1 = _CAD_CANDLE.getClose(); double argument_2 = _Sell_Cad; if (argument_1< argument_2) { OpenatMarket_block_73(flow); } else if (argument_1> argument_2) { } else if (argument_1== argument_2) { } } private void If_block_90(Integer flow) { double argument_1 = _CAD_CANDLE.getClose(); double argument_2 = _Buy_Cad; if (argument_1< argument_2) { } else if (argument_1> argument_2) { OpenatMarket_block_75(flow); } else if (argument_1== argument_2) { } } class Candle { IBar bar; Period period; Instrument instrument; OfferSide offerSide; public Candle(IBar bar, Period period, Instrument instrument, OfferSide offerSide) { this.bar = bar; this.period = period; this.instrument = instrument; this.offerSide = offerSide; } public Period getPeriod() { return period; } public void setPeriod(Period period) { this.period = period; } public Instrument getInstrument() { return instrument; } public void setInstrument(Instrument instrument) { this.instrument = instrument; } public OfferSide getOfferSide() { return offerSide; } public void setOfferSide(OfferSide offerSide) { this.offerSide = offerSide; } public IBar getBar() { return bar; } public void setBar(IBar bar) { this.bar = bar; } public long getTime() { return bar.getTime(); } public double getOpen() { return bar.getOpen(); } public double getClose() { return bar.getClose(); } public double getLow() { return bar.getLow(); } public double getHigh() { return bar.getHigh(); } public double getVolume() { return bar.getVolume(); } } class Tick { private ITick tick; private Instrument instrument; public Tick(ITick tick, Instrument instrument){ this.instrument = instrument; this.tick = tick; } public Instrument getInstrument(){ return instrument; } public double getAsk(){ return tick.getAsk(); } public double getBid(){ return tick.getBid(); } public double getAskVolume(){ return tick.getAskVolume(); } public double getBidVolume(){ return tick.getBidVolume(); } public long getTime(){ return tick.getTime(); } public ITick getTick(){ return tick; } } protected String getLabel() { String label; label = "IVF" + getCurrentTime(LastTick.getTime()) + generateRandom(10000) + generateRandom(10000); return label; } private String getCurrentTime(long time) { SimpleDateFormat sdf = new SimpleDateFormat(DATE_FORMAT_NOW); return sdf.format(time); } private static String generateRandom(int n) { int randomNumber = (int) (Math.random() * n); String answer = "" + randomNumber; if (answer.length() > 3) { answer = answer.substring(0, 4); } return answer; } class TradeEventAction { private IMessage.Type messageType; private String nextBlockId = ""; private String positionLabel = ""; private int flowId = 0; public IMessage.Type getMessageType() { return messageType; } public void setMessageType(IMessage.Type messageType) { this.messageType = messageType; } public String getNextBlockId() { return nextBlockId; } public void setNextBlockId(String nextBlockId) { this.nextBlockId = nextBlockId; } public String getPositionLabel() { return positionLabel; } public void setPositionLabel(String positionLabel) { this.positionLabel = positionLabel; } public int getFlowId() { return flowId; } public void setFlowId(int flowId) { this.flowId = flowId; } } }