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What is this? [JFOREX-11055] - Holiday schedule processing on JForex charts
http://www.dukascopy.com/swiss/english/forex/jforex/forum/viewtopic.php?f=200&t=57295
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Author:  mtnfx [ Tue 17 Mar, 2020, 14:15 ]
Post subject:  What is this? [JFOREX-11055] - Holiday schedule processing on JForex charts

Hello,

What's new for current demo version contains this:
Quote:
Version 3.6.11
Available since 17.Feb. 2020
New Feature
[JFOREX-11055] - Holiday schedule processing on JForex charts

Can someone explain what this practically means and how it is different from previous versions?

Author:  mtnfx [ Tue 17 Mar, 2020, 18:37 ]
Post subject:  Re: What is this? [JFOREX-11055] - Holiday schedule processing on JForex charts

Not sure if it is related or not, but currently in 3.6.14 I see no way to display chart in "Filter=Weekend" mode.
Current preferences dialog effectively switches between former "Filter=All Flats" and "Filter=Disabled". I do get used to "Filter=Weekend" mode and its absence is regression in functionality. Please restore "Filter=Weekend" mode for charts.
Image

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Author:  gipadm [ Thu 19 Mar, 2020, 10:08 ]
Post subject:  Re: What is this? [JFOREX-11055] - Holiday schedule processing on JForex charts

I also don't understand why the filters All Flats and Weekend were removed. No backward compatibility! Please return the old filters!

Author:  Platform Support [ Thu 02 Apr, 2020, 08:10 ]
Post subject:  Re: What is this? [JFOREX-11055] - Holiday schedule processing on JForex charts

All flats filter: the flats were recognized by comparing the OHLC price, which had to be equal, and volume, which had to be 0.
On weekends: all the candels on the weekends were simply filtered out.

The old filters caused several problems:
1. With all flats filter on, the real open market flat candles were filtered.
2. Technical problems with chart objects.
3. It was not possible to trade instruments on weekends, like Bitcoin.

The all new filter simply filters out the trading breaks for each instrument individually. It results in a better performance, possibility to trade BTC on weekends. It is better for technical analysis, as it does not filter out the real market flat candles.

Author:  gipadm [ Thu 02 Apr, 2020, 08:48 ]
Post subject:  Re: What is this? [JFOREX-11055] - Holiday schedule processing on JForex charts

This still doesn't fix the problem:

JForex platform filters:
    Trading breaks - OK
    No trading breaks - Does this mean NO filtering is made altogether? Or this is equivalent to the weekends filter?
    Filter Weekends - MISSING!

JForex API:
    Filter.NO_FILTER - Does this mean NO filtering is made? Or this defaults to the trading breaks filter?
    Filter.Weekends - OK
    Filter.ALL_FLATS - Deprecated
    Filter.TRADING_BREAKS - MISSING!

As you can see, the JForex platform and API are inconsistent. When will this be fixed?

A major change like this should be announced at least a couple of months in advance. So that people can update their code and systems.

Also, there is no documentation. Only a single line in "What's new".

Author:  mtnfx [ Thu 02 Apr, 2020, 18:46 ]
Post subject:  Re: What is this? [JFOREX-11055] - Holiday schedule processing on JForex charts

Platform Support wrote:
The old filters caused several problems:

I'm particularly interested in bringing back the "Weekends-only" filtering to charts and have following reasons for that:
1. "Non-weekend" flats is the valuable information which tells me when price action can be caused by exceptional reasons - now i do need to see that information on chart.
"Weekend" flats - is a regular thing and therefore can be suppressed on the regular basis, but it is clearly visible on chart with correct grid settings.

Now I can't work in "former normal conditions" for typical non-BTC instruments (99.9% of instruments?), where trading on weekends is not possible. Now I have choice of either to work "with no filtering and get dummy gaps on weekend" or "suppress weekend and loose visualization of information about holidays altogether".

2. Another thing is I have some plugin code which adds custom visualization onto chart. It can account for Weekends, but it is not aware about holidays in Jforex. That way plugin calculations cannot be in-sync with Jforex ...

So ... removing chart option to use "Weekends-only filtering" is really a BAD idea. GOOD idea would be adding "Weekends+Holidays" filtering additionally to "Weekends-only" filtering. That enhancement would not break existing 3rd-party solutions and workflows.

I, personally, do not expect huge technical complexity with that - it is just switching between two dictionaries of non-trading hours (Weekends+Holidays, Weekends-only) instead of hard-coded one.
Implementation for "static Weekends-only dictionary" should already be available somewhere in previous versions of JForex.


Platform Support wrote:
It results in a better performance ...

Not sure ... nevertheless current current charts work OK most of the time, but few times I've captured cases when scrolling-moving the chart became a "slide show" (1-2-3 redraws per second).
Problem was especially noticeable with free-future time visible at the right side. I could fix it by restarting the platform.

Note: I typically have 50+ additional chart object generated by plugin.

Author:  mtnfx [ Thu 02 Apr, 2020, 18:48 ]
Post subject:  Re: What is this? [JFOREX-11055] - Holiday schedule processing on JForex charts

BTW: do new Jforex API somehow provides information about holidays for instruments?

Author:  Platform Support [ Wed 08 Apr, 2020, 15:13 ]
Post subject:  Re: What is this? [JFOREX-11055] - Holiday schedule processing on JForex charts

gipadm wrote:
JForex platform filters:
    Trading breaks - OK
    No trading breaks - Does this mean NO filtering is made altogether? Or this is equivalent to the weekends filter?
    Filter Weekends - MISSING!

Yes, there is no Weekend filter anymore. No traing break - means all the flats, including the weekend flats will be shown.

gipadm wrote:
JForex API:
    Filter.NO_FILTER - Does this mean NO filtering is made? Or this defaults to the trading breaks filter?
    Filter.Weekends - OK
    Filter.ALL_FLATS - Deprecated
    Filter.TRADING_BREAKS - MISSING!

Yes, Filter.NO_FILTER - no filter applied
Filter.ALL_FLATS is deprecated, as Filter.Weekends does the trading breaks filtering here. Weekends, regular and irregular trading breaks.

https://www.dukascopy.com/client/javadoc3/

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