hi,

I'm trying to run a simple Strategy using the alligator indicator in the historical tester. For some reason the values I get are not identical to the chart's alligator indicator.

I'm using for the Alligator the following params: Jaw:13, Teeth:8, Lips:5
Historical Tester values:
Bid Side
4ticks at OHLC
1Min Bars
EURUSD
date range 2014.01.30 - 2014.01.31

Here is my code:

package jforex;



import java.text.SimpleDateFormat;
import java.util.TimeZone;

import com.dukascopy.api.Configurable;
import com.dukascopy.api.Filter;
import com.dukascopy.api.IAccount;
import com.dukascopy.api.IBar;
import com.dukascopy.api.IConsole;
import com.dukascopy.api.IContext;
import com.dukascopy.api.IEngine;
import com.dukascopy.api.IHistory;
import com.dukascopy.api.IIndicators;
import com.dukascopy.api.IIndicators.AppliedPrice;
import com.dukascopy.api.IMessage;
import com.dukascopy.api.IOrder;
import com.dukascopy.api.IStrategy;
import com.dukascopy.api.ITick;
import com.dukascopy.api.Instrument;
import com.dukascopy.api.JFException;
import com.dukascopy.api.OfferSide;
import com.dukascopy.api.Period;

public class AlligatorStrategy implements IStrategy {
   private IEngine engine;
   private IConsole console;
   private IHistory history;
   private IIndicators indicators;
   private int counter =0;
   private double [] alligator;
   
   private IOrder order = null;

   @Configurable("Instrument")
   public Instrument selectedInstrument = Instrument.EURUSD;
   @Configurable("Period")
   public Period selectedPeriod = Period.ONE_MIN;
   
   public Filter indicatorFilter = Filter.NO_FILTER;
   
   private SimpleDateFormat sdf = new SimpleDateFormat("HH:mm:ss.SSS");
   

   public void onStart(IContext context) throws JFException {
      this.engine = context.getEngine();
      this.console = context.getConsole();
      this.history = context.getHistory();
      this.indicators = context.getIndicators();
      sdf.setTimeZone(TimeZone.getTimeZone("GMT"));
   }

   public void onAccount(IAccount account) throws JFException {
   }

   public void onMessage(IMessage message) throws JFException {
   }

   public void onStop() throws JFException {
      for (IOrder order : engine.getOrders()) {
         engine.getOrder(order.getLabel()).close();
      }
   }

   public void onTick(Instrument instrument, ITick tick) throws JFException {
   
      if (!instrument.equals(selectedInstrument)) {
         return;
      }
      
   }   

   public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException {
      if (!instrument.equals(selectedInstrument) || !Period.ONE_MIN.equals(period)) {
         return;
      }
      
      alligator = indicators.alligator(instrument, Period.ONE_MIN, OfferSide.BID, AppliedPrice.CLOSE , 13, 8, 5, 1);

      print("Period:%s, Time:%s, alligator[%f,%f,%f]",period,sdf.format(bidBar.getTime()),alligator[0],alligator[1],alligator[2]);
    }

   private void print (String format, Object...args){
      print(String.format(format, args));
   }

   public void print(String message) {
      console.getOut().println(message);
   }

}

Please note the below screen shot - you can see that the numbers are not accurate. Can you please advice how to fix that.

Hi,

There is a wiki page that contains the most common mistakes about indicator data on chart vs. strategy. Take look on it:
https://www.dukascopy.com/wiki/#Indicato ... _checklist
It is very often the Filter difference, or the OfferSide.