Dukascopy Support Board • View topic - Timing problem in JForex3 at full Historical Tester speed, missed trade

SFXbernhard

There is a flaw or timing problem in JForex3 Historical Tester. It misses trades at full speed in Visual mode.
Please run the following demonstration program in Historical Tester
from 06:40 12.12.2017 to 00:00 13.12.2017
in Visual mode
Show messages
It should place 2 entries at 12-12-2017 06:49:31.266 GMT
1) at full speed --> it misses the 2nd trade
2) at a slower speed than full speed, e.g.6x --> it enters both trades
3) uncomment "// this gets a fill" in the code and try it at full speed --> it enters both trades. The difference is the different TP only.
4) retry not in Visual mode --> it enters both trades
5) retry in JForex2. It works there 100%, even at full speed.
It happens in Historical Tester at full speed only. I tested this in Forward run without a problem.

Bug found in JForex 3.2.21

/*     
 * This is a test programm only, do not use for trading! 
 * It checks submitOrder
 * method of IEngine
 *
 * (c) Stash GmbH Muenchen / Germany, December 5th 2017
 *     https://www.stash.de
 *     Author: Bernhard Schicht
 *     Email: [email protected]
 */

package jforex;
import java.util.*;
import com.dukascopy.api.IEngine.*;
import com.dukascopy.api.*;

public class AnotherPlaceBidOfferBug implements IStrategy {
    private IEngine engine;
    private IConsole console;
    private IHistory history;
    private IContext context;   
    public void onStart(IContext context) throws JFException {
        this.engine = context.getEngine();
        this.console = context.getConsole();
        this.context = context;
    }
    public void onAccount(IAccount account) throws JFException {
        Set<Instrument> subscribe = new HashSet<Instrument>();    
        subscribe.add(Instrument.EURUSD);
        context.setSubscribedInstruments(subscribe, true);   
    }
    public void onMessage(IMessage message) throws JFException {
        console.getOut().println("<html><font color=\"#2020FF\">message = "+message+"</font>");
    }  
    public void onTick(Instrument instrument, ITick tick) throws JFException {
        // at  12-12-2017 06:49:31.266 GMT  
        if (tick.getTime() == 1513061371266L){
            // place bid order 
            IOrder longOrder = engine.submitOrder(
                    "Test_"+System.currentTimeMillis(),instrument,
                    OrderCommand.PLACE_BID, 
                    0.01, 1.17780, 0, 1.17681, 1.17831, 0L);                     
            context.getConsole().getOut().println("longOrder = " +longOrder);
            
            // place another bid order 
            IOrder anotherLongOrder = engine.submitOrder(
                    "AnotherTest_"+System.currentTimeMillis(),instrument,
                    OrderCommand.PLACE_BID,                                          
                    // 0.02, 1.17780, 20, 1.17681, 1.17831, 0L);    // this gets a fill
                       0.02, 1.17780, 0, 1.17681, 1.17981, 0L);    // this does NOT get filled!    
            
            context.getConsole().getOut().println("anotherLongOrder = " +anotherLongOrder);
        }
    }    
    public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException {    }
    public void onStop() throws JFException { }    
}

API Support

We were unable to reproduce this. Both orders open correctly. Are there any orders in the console?

SFXbernhard

Have you tried this in the current Historical Tester at full speed?
It always opens only 1 position, see attached screen shot.

Here I was trying to correct the problem by executing the submit orders in own tasks. Same result.

            Future <Double> fut = context.executeTask(new Callable<Double>() {
                public Double call() {
                    try{
                        // place bid order 
                        IOrder longOrder = engine.submitOrder(
                            "Test_"+System.currentTimeMillis(),instrument,
                            OrderCommand.PLACE_BID, 
                            0.02, 1.17780, 0, 1.17681, 1.17831, 0L);                     
                        context.getConsole().getOut().println("longOrder = " +longOrder);
                    }
                    catch(Exception e){}
                    return new Double(0D);
                }
            });
            
            Future <Double> fut2 = context.executeTask(new Callable<Double>() {
                public Double call() {
                    // place another bid order 
                    try{
                        IOrder anotherLongOrder = engine.submitOrder(
                                "AnotherTest_"+System.currentTimeMillis(),instrument,
                                OrderCommand.PLACE_BID,                                          
                                // 0.02, 1.17780, 20, 1.17681, 1.17831, 0L);    // this gets a fill
                                  0.02, 1.17780, 0, 1.17681, 1.17981, 0L);    // this does NOT get filled!    
                        
                        context.getConsole().getOut().println("anotherLongOrder = " +anotherLongOrder);   
                     
                    }
                    catch(Exception e){}
                    return new Double(0D);
                }
            });

API Support

But the message on charts shows 1 closed AND 1 open position.

SFXbernhard

sorry, my mistake. Please delete this thread