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number of closed orders
 Post subject: number of closed orders Post rating: 0   New post Posted: Sun 28 Apr, 2013, 17:10 
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User rating: 1
Joined: Tue 26 Feb, 2013, 08:36
Posts: 20
Location: Poland, Warsaw
Hi,

Is is possible to know the number of closed orders till now during context month?

I have a strategy which gives quite good results during tests on historical data, however numer of open positions during each month not always eqaul 20. I can increase number of positions be decrasing TP level but I would like return to my TP level when I reach 20 closed positions.

So, is there any command like 'contex.get_number_of_closed_positions"? or have I to do it manually?

Regards,
Piter


 
 Post subject: Re: number of closed orders Post rating: 1   New post Posted: Tue 30 Apr, 2013, 15:50 
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User rating: 3
Joined: Mon 05 Mar, 2012, 11:15
Posts: 24
Location: Indonesia, Jakarta
Of course it is possible

if ( getNumberOfClosedTrade() >= 20 )
{
     ...
     do_somtething();
     ...
}


public int getNumberOfClosedTrade() throws JFException {
   
   long start;
   long now;
   int numberOfClosedTrade = 0;
   
   // assume history and instrument are defined variable
   now = history.getLastTick(instrument).getTime();   

   Calendar c = Calendar.getInstance(TimeZone.getTimeZone("GMT+0"));
   // set to beginning of month
   c.setTimeInMillis(now);   
   c.set(Calendar.DAY_OF_MONTH, 1);
   c.set(Calendar.HOUR_OF_DAY, 0);
   c.set(Calendar.MINUTE, 0);
   start = c.getTimeInMillis();

   List<IOrder> myOrder = history.getOrdersHistory(instrument, start, now);

   for (int i = 0; i < myOrder.size(); i++) {
       IOrder o = myOrder.get(i);
       if (o.getState() == State.CLOSED) {
      numberOfClosedTrade++;
      //console.getOut().println(o.getLabel());
       }
   }
   
   //console.getOut().println("numberOfCloseTrade = " + numberOfClosedTrade);
   return numberOfClosedTrade;
    }


regards


 
 Post subject: Re: number of closed orders Post rating: 0   New post Posted: Tue 30 Apr, 2013, 15:57 
User avatar

User rating: 1
Joined: Tue 26 Feb, 2013, 08:36
Posts: 20
Location: Poland, Warsaw
thanks!


 

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