Hi, i want to make me simple strategy (i have many free time) and i need questions about:

0. Where / into what sections to write a code
1. Getting charts , asks, bids from 1 pair
2. Deciding of size and amount of candles
3. Buy/ sell conditions - min. 1 hour trade, max 4 hours
4. Filtering weekends
5. Preventing from opening more than 1 position / time
6. If i need additional classes / functions / declarations...
7. The more automated as it can be - i don' t need many @configurable variables. Are they banned in strategy contest ?
8. Reading from calendar and deciding on values when to buy / sell
9. What is OHLC index ? and do i need this?

I'm looking for some "manual" , i didn't find anything complex on internet to suit to my needs.

Thanks.

package jforex;

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.IMessage;
import com.dukascopy.api.IStrategy;
import com.dukascopy.api.ITick;
import com.dukascopy.api.Instrument;
import com.dukascopy.api.JFException;
import com.dukascopy.api.Period;

import java.util.Calendar;
import java.util.Set;
import java.util.TimeZone;

public class Examples implements IStrategy {

    private IContext context;  // Declare a member variable of type IContext
    private IConsole console; // Declare a member variable of type IConsole
    private IEngine engine;    // Declare a member variable of type IEngine

    @Override
    public void onStart(IContext context) throws JFException {
        this.context = context;                      // Save IContext to a member variable for easy access
        this.console = context.getConsole();    // Save IConsole to a member variable for easy access
        this.engine = context.getEngine();       // Save IEngine to a member variable for easy access

        // You have to subscribe to all instruments that you intend to use in order to run strategy on a remote server (also applies to Strategy Contest strategies).
        Set subscribedInstruments = context.getSubscribedInstruments(); // Obtain an empty set. A "set" is an unordered collection that contains zero or more unique elements.
        subscribedInstruments.add(Instrument.EURUSD);                       // Add EURUSD instrument to the set
        subscribedInstruments.add(Instrument.USDJPY);                        // Add USDJPY instrument to the set
        context.setSubscribedInstruments(subscribedInstruments);          // Pass the updated set back to the context
    }

    @Override
    public void onStop() throws JFException {
    }

    @Override
    public void onAccount(IAccount account) throws JFException {
    }

    @Override
    public void onMessage(IMessage message) throws JFException {
    }

    @Override
    public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException {
        if (isWeekDay(askBar.getTime())) { // Filtering weekends (4.)
            
            if (instrument == Instrument.EURUSD) { // Filter by one instrument (1.)
                
                if (period == Period.ONE_HOUR) { // Filter by period (3.)
                    
                    double ask = askBar.getOpen(); // Get ask (1.)
                    double bid = bidBar.getOpen();  // Get bid (1.)
                    
                    double askBarOpen = askBar.getOpen();        // Get ask bar open (2.)
                    double askBarHigh = askBar.getHigh();         // Get ask bar high (2.)
                    double askBarLow = askBar.getLow();           // Get ask bar low (2.)
                    double askBarClose = askBar.getClose();       // Get ask bar close (2.)
                    double askBarVolume = askBar.getVolume(); // Get ask bar volume (2.)
        
                    double bidBarOpen = bidBar.getOpen();        // Get bid bar open (2.)
                    double bidBarHigh = bidBar.getHigh();         // Get bid bar high (2.)
                    double bidBarLow = bidBar.getLow();           // Get bid bar low (2.)
                    double bidBarClose = bidBar.getClose();       // Get bid bar close (2.)
                    double bidBarVolume = bidBar.getVolume(); // Get bid bar volume (2.)
                    
                    if (engine.getOrders().size() == 0) { // Prevent from opening more than 1 position (5.)
                        // Open new position here
                    }
                }
            }
        }
    }

    @Override
    public void onTick(Instrument instrument, ITick tick) throws JFException {
        if (isWeekDay(tick.getTime())) { // Filtering weekends (4.)
            
            if (instrument == Instrument.EURUSD || instrument == Instrument.USDJPY) { // Filter by two instruments (1.)
                
                double ask = tick.getAsk(); // Get ask (1.)
                double bid = tick.getBid();  // Get bid (1.)
    
                if (engine.getOrders().size() == 0) { // Prevent from opening more than 1 position (5.)
                    // Open new position here
                }
            }
        }
    }

    // Returns true if specified time belongs to a week day, false otherwise
    private boolean isWeekDay(long time) {
        Calendar calendar = Calendar.getInstance(TimeZone.getTimeZone("GMT")); // Obtain Calendar object with timezone GMT
        
        calendar.setTimeInMillis(time); // Set time

        int dayOfWeek = calendar.get(Calendar.DAY_OF_WEEK); // Get day of the week
     
        return (dayOfWeek >= Calendar.MONDAY) && (dayOfWeek <= Calendar.FRIDAY); // Returns true if dayOfWeek is between MONDAY and FRIDAY (inclusive), false otherwise
    }
}

All sections (onStart, onStop, onAccount, onMessage, onBar and onTick methods) have their own purpose but you'd mostly use onStart for initialization and onBar or onTick for trading code.





See onBar and onTick methods.





See onBar method.





See onBar method.





See onBar, onTick and isWeekDay methods.





See onBar and onTick methods.





You can use all Java language features in JForex strategy code, though there are some limitations when it comes to remote strategies:

https://www.dukascopy.com/wiki/#Remote_Run





@Configurable variables (a.k.a. parameters) come in handy, so that you don't need to recompile your strategy each time you change something (SL, TP, trade amount, ...). They're not banned in the strategy contest.





I haven't used it in my code yet but I'd look here if I'd decide to use it:

https://www.dukascopy.com/wiki/#Trade_on_news





OHLC index is a chart tool which allows you to check each candle details: date, time, open, high, low, close and volume. You don't have to have it on your charts if you don't need it.





Open wiki: https://www.dukascopy.com/wiki/

Browse "Strategy API" folder and its subfolders, you have all sorts of examples (simple and complex) there, pertaining to all aspects of JForex programming.



NOTE: The above code is just for illustration purposes and is not how a complete and working strategy would look like. Most of the times you'd use just onBar or onTick method but rarely both of them at the same time.

Thank you! I understand it more.

In example BarsAndTicks - from manual get this error message:

Mandatory parameter "Offer Side Value" is not set.

Is it possible the strategy to decide on 3 green same bars in a row, and then buy, not the 1 bar as in manual? Where i put for(bar=0; bar=3; bar++) or in java ?

I can't remove this error message,please help !

I corrected it:
1.

  public OfferSide myOfferSide = OfferSide.BID;

2.

Set subscribedInstruments = context.getSubscribedInstruments();
        subscribedInstruments.add(myInstrument); // USD/CAD
        context.setSubscribedInstruments(subscribedInstruments);

is it good ?

What does it mean ? : (1.), (2.), (5.) ?
And @Override ?

I'm glad to hear that!






You solved it well. Another way would be to just manually select the offer side in the "Define Parameters" window.

boolean threeGreenBars = true; // Declare variable threeGreenBars and set it to true

for (int i = 1; i <= 3; i++) {
    previousBar = history.getBar(myInstrument, myPeriod, myOfferSide, i); // Get i-th previous bar
    
    if (previousBar.getClose() <= previousBar.getOpen()) { // Check if bar's close is lower than or equal to bar's open. In other words, we look for bars that are not green (but either red or flat).
        threeGreenBars = false; // Set the variable to false
        break; // We found a bar which is not green, so we break the loop here
    }
}

if (threeGreenBars) { // If the variable remains true, that means all tested bars were green
    
}

The code looks good.




In (1.) you set the default value of variable myOfferSide to OfferSide.BID.

In (2.) you just added the comment // USD/CAD

I don't see any (5.)




@Override is an annotation that tells the compiler that the annotated method overrides a method in a superclass or implements a method of an interface (as in our case).



BTW: There are many free online Java tutorials but if you want to get seriously into Java programming the following book is a great starting point: https://mindview.net/Books/TIJ4

Thank you for super answers. (We didn't have java, only c/c++).

If you wanna learn java, i recommend you javarush.net It's free online interactive course.
Also i wrote the article https://www.dukascopy.com/fxcomm/fx-art ... ad-article Maybe it can be useful for you!

Is this correct?

OnStart() = subscribe , draw chart,
OnTick() = getting asks/bids (matket deph), getting spread

Why do i have OnCandle()? Isn't it better to execute orders based on completed candle() than on bar()?
How do a steategy knows if / that a candle is completed?

Where to add close orders function based on : if TP / else if SL / else if TP is not reached more than 2 hours from execution? Therés no main() function and i can't get used to it.

That manual sucks.! ! When i was trying some example and there wasn't close order "handler" and i had to close it down from mobile phone.

Thanks , if someone replies.

***unlike of C, functions in JAVA are called - methods***

1. I don't have onCandle() method, when create a new Strategy template. Only onBar().
2. The JForex terminal calls a onBar() method, every time when a new bar completed. It's written in the manual here: https://www.dukascopy.com/wiki/#Strategy_API . To understand a logic of any method or class, I recommend to use a tracing. Add a line with console out ( https://www.dukascopy.com/wiki/#IConsole ). Force your strategy to display a content of variables/objects/etc on every iteration.
3. You can add a "close order" inside any method. Doesn't matter is it onBar() or onTick() or etc. How to work without main() function will be more clear, when you will finish a couple of levels in javarush=)). To close an order I use time. To track for this the java class Calendar is good. You will learn it after 4-th or 3-rd level in javarush.
4. The manual is very good) When I began to learn JForex API, I also knew only C++ and it's was unbearable to understand a java syntax, without java knowledge. It will be more clear, when you will finish a couple of levels in javarush))) Believe me)
How to close an order is explained here: https://www.dukascopy.com/wiki/#Close_Orders .

Good luck!)

Thanks, i don't know which javarush level I am, but i make keyboard input tasks.

The API manual is not good at all, because there is wrong "Set " command structure and they just head into indicators after few pages and the methods are not properly explained. How many commands are yet wrong?
And when i create new indicator, there's nothing about it - only EXAMPID (or something ) and no default info about it. .
I must have at least 1 indicator, because i found, that one of them works very well as "trendless filter".

Why open positions onTick + onBar ? Isn't it in "conflict" ?
The more i read it, the more I don't understand it.
Does that mean that onTick is like "scalping" mode and on "onBar" is "normal" mode?

Where exactly do i add ENGINE.SUBMITORDER coomands in this ? (1 for sell(3red) 1 for buy(3green))

boolean threeGreenBars = true; // Declare variable threeGreenBars and set it to true
 
for (int i = 1; i <= 3; i++) {
    previousBar = history.getBar(myInstrument, myPeriod, myOfferSide, i); // Get i-th previous bar
     
    if (previousBar.getClose() <= previousBar.getOpen()) { // Check if bar's close is lower than or equal to bar's open. In other words, we look for bars that are not green (but either red or flat).
        threeGreenBars = false; // Set the variable to false
        break; // We found a bar which is not green, so we break the loop here
    }
}
 
if (threeGreenBars) { // If the variable remains true, that means all tested bars were green
     
}

1. How to do the strategy to work with candles instead of bars ? Will i get the same results with on bars onBar() ?
2. How to "connect "main function with (selected) indicator ? The indicator only Redraws the chart, there are no parameters, does nothing more.
3. Why the manual is not writtten in "human language" ?

Thanks.

Hi Peggy,

These articles helped me a lot with the 1st steps with JForex:
https://www.dukascopy.com/swiss/english ... 82&t=47482

I hope this helps, and make some things clear(er).

Good luck!

It´ s not complete enough for my strategy type, but thanks.

How to prevent asymetri?
How to prevent strategy overloading?

How (and where) to test for take profit and SL reach?

Thanks.