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The strategy do not generate positions... Can somebody help me please?
i am novice in that....
package com.dukascopy.visualforex.men79;
import java.util.*;
import com.dukascopy.api.*;
import java.text.SimpleDateFormat;
import java.util.Calendar;
import java.util.concurrent.CopyOnWriteArrayList;
import java.lang.reflect.*;
import java.math.BigDecimal;
/*
* Created by VisualJForex Generator, version 1.43
* Date: 01.04.2014 18:28
*/
public class first implements IStrategy {
private CopyOnWriteArrayList<TradeEventAction> tradeEventActions = new CopyOnWriteArrayList<TradeEventAction>();
private static final String DATE_FORMAT_NOW = "yyyyMMdd_HHmmss";
private IEngine engine;
private IConsole console;
private IHistory history;
private IContext context;
private IIndicators indicators;
private IUserInterface userInterface;
@Configurable("defaultSlippage:")
public int defaultSlippage = 5;
@Configurable("defaultTakeProfit:")
public int defaultTakeProfit = 50;
@Configurable("defaultTradeAmount:")
public double defaultTradeAmount = 0.001;
@Configurable("defaultPeriod:")
public Period defaultPeriod = Period.TEN_MINS;
@Configurable("defaultStopLoss:")
public int defaultStopLoss = 25;
@Configurable("defaultInstrument:")
public Instrument defaultInstrument = Instrument.EURUSD;
private double UseofLeverage;
private String AccountCurrency = "";
private List<IOrder> PendingPositions = null ;
private double Leverage;
private List<IOrder> AllPositions = null ;
private Candle LastAskCandle = null ;
private int MarginCutLevel;
private int OverWeekendEndLeverage;
private Tick LastTick = null ;
private boolean GlobalAccount;
private List<IOrder> OpenPositions = null ;
private double line11;
private double line12;
private IMessage LastTradeEvent = null ;
private double line13;
private Candle LastBidCandle = null ;
private String AccountId = "";
private double Equity;
public void onStart(IContext context) throws JFException {
this.engine = context.getEngine();
this.console = context.getConsole();
this.history = context.getHistory();
this.context = context;
this.indicators = context.getIndicators();
this.userInterface = context.getUserInterface();
subscriptionInstrumentCheck(defaultInstrument);
ITick lastITick = context.getHistory().getLastTick(defaultInstrument);
LastTick = new Tick(lastITick, defaultInstrument);
IBar bidBar = context.getHistory().getBar(defaultInstrument, defaultPeriod, OfferSide.BID, 1);
IBar askBar = context.getHistory().getBar(defaultInstrument, defaultPeriod, OfferSide.ASK, 1);
LastAskCandle = new Candle(askBar, defaultPeriod, defaultInstrument, OfferSide.ASK);
LastBidCandle = new Candle(bidBar, defaultPeriod, defaultInstrument, OfferSide.BID);
if (indicators.getIndicator("SMA") == null) {
indicators.registerDownloadableIndicator("1314","SMA");
}
if (indicators.getIndicator("SMA") == null) {
indicators.registerDownloadableIndicator("1314","SMA");
}
subscriptionInstrumentCheck(Instrument.fromString("EUR/USD"));
subscriptionInstrumentCheck(Instrument.fromString("GBP/JPY"));
subscriptionInstrumentCheck(Instrument.fromString("GBP/JPY"));
subscriptionInstrumentCheck(Instrument.fromString("GBP/JPY"));
subscriptionInstrumentCheck(Instrument.fromString("GBP/JPY"));
}
public void onAccount(IAccount account) throws JFException {
AccountCurrency = account.getCurrency().toString();
Leverage = account.getLeverage();
AccountId= account.getAccountId();
Equity = account.getEquity();
UseofLeverage = account.getUseOfLeverage();
OverWeekendEndLeverage = account.getOverWeekEndLeverage();
MarginCutLevel = account.getMarginCutLevel();
GlobalAccount = account.isGlobal();
}
private void updateVariables(Instrument instrument) {
try {
AllPositions = engine.getOrders(instrument);
List<IOrder> listMarket = new ArrayList<IOrder>();
for (IOrder order: AllPositions) {
if (order.getState().equals(IOrder.State.FILLED)){
listMarket.add(order);
}
}
List<IOrder> listPending = new ArrayList<IOrder>();
for (IOrder order: AllPositions) {
if (order.getState().equals(IOrder.State.OPENED)){
listPending.add(order);
}
}
OpenPositions = listMarket;
PendingPositions = listPending;
} catch(JFException e) {
e.printStackTrace();
}
}
public void onMessage(IMessage message) throws JFException {
if (message.getOrder() != null) {
updateVariables(message.getOrder().getInstrument());
LastTradeEvent = message;
for (TradeEventAction event : tradeEventActions) {
IOrder order = message.getOrder();
if (order != null && event != null && message.getType().equals(event.getMessageType())&& order.getLabel().equals(event.getPositionLabel())) {
Method method;
try {
method = this.getClass().getDeclaredMethod(event.getNextBlockId(), Integer.class);
method.invoke(this, new Integer[] {event.getFlowId()});
} catch (SecurityException e) {
e.printStackTrace();
} catch (NoSuchMethodException e) {
e.printStackTrace();
} catch (IllegalArgumentException e) {
e.printStackTrace();
} catch (IllegalAccessException e) {
e.printStackTrace();
} catch (InvocationTargetException e) {
e.printStackTrace();
}
tradeEventActions.remove(event);
}
}
}
}
public void onStop() throws JFException {
}
public void onTick(Instrument instrument, ITick tick) throws JFException {
LastTick = new Tick(tick, instrument);
updateVariables(instrument);
}
public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException {
LastAskCandle = new Candle(askBar, period, instrument, OfferSide.ASK);
LastBidCandle = new Candle(bidBar, period, instrument, OfferSide.BID);
updateVariables(instrument);
If_block_10(1);
}
public void subscriptionInstrumentCheck(Instrument instrument) {
try {
if (!context.getSubscribedInstruments().contains(instrument)) {
Set<Instrument> instruments = new HashSet<Instrument>();
instruments.add(instrument);
context.setSubscribedInstruments(instruments, true);
Thread.sleep(100);
}
} catch (InterruptedException e) {
e.printStackTrace();
}
}
public double round(double price, Instrument instrument) {
BigDecimal big = new BigDecimal("" + price);
big = big.setScale(instrument.getPipScale() + 1, BigDecimal.ROUND_HALF_UP);
return big.doubleValue();
}
public ITick getLastTick(Instrument instrument) {
try {
return (context.getHistory().getTick(instrument, 0));
} catch (JFException e) {
e.printStackTrace();
}
return null;
}
private void If_block_10(Integer flow) {
int argument_1 = OpenPositions.size();
double argument_2 = line11;
if (argument_1< argument_2) {
}
else if (argument_1> argument_2) {
}
else if (argument_1== argument_2) {
SMA_block_12(flow);
}
}
private void SMA_block_12(Integer flow) {
Instrument argument_1 = Instrument.GBPJPY;
Period argument_2 = Period.FIVE_MINS;
int argument_3 = 1;
int argument_4 = 2;
OfferSide[] offerside = new OfferSide[1];
IIndicators.AppliedPrice[] appliedPrice = new IIndicators.AppliedPrice[1];
offerside[0] = OfferSide.BID;
appliedPrice[0] = IIndicators.AppliedPrice.CLOSE;
Object[] params = new Object[1];
params[0] = 2;
try {
subscriptionInstrumentCheck(argument_1);
long time = context.getHistory().getBar(argument_1, argument_2, OfferSide.BID, argument_3).getTime();
Object[] indicatorResult = context.getIndicators().calculateIndicator(argument_1, argument_2, offerside,
"SMA", appliedPrice, params, Filter.WEEKENDS, 1, time, 0);
if ((new Double(((double [])indicatorResult[0])[0])) == null) {
this.line12 = Double.NaN;
} else {
this.line12 = (((double [])indicatorResult[0])[0]);
}
} catch (JFException e) {
e.printStackTrace();
}
SMA_block_13(flow);
}
private void SMA_block_13(Integer flow) {
Instrument argument_1 = Instrument.GBPJPY;
Period argument_2 = Period.THIRTY_MINS;
int argument_3 = 2;
int argument_4 = 2;
OfferSide[] offerside = new OfferSide[1];
IIndicators.AppliedPrice[] appliedPrice = new IIndicators.AppliedPrice[1];
offerside[0] = OfferSide.BID;
appliedPrice[0] = IIndicators.AppliedPrice.CLOSE;
Object[] params = new Object[1];
params[0] = 2;
try {
subscriptionInstrumentCheck(argument_1);
long time = context.getHistory().getBar(argument_1, argument_2, OfferSide.BID, argument_3).getTime();
Object[] indicatorResult = context.getIndicators().calculateIndicator(argument_1, argument_2, offerside,
"SMA", appliedPrice, params, Filter.WEEKENDS, 1, time, 0);
if ((new Double(((double [])indicatorResult[0])[0])) == null) {
this.line13 = Double.NaN;
} else {
this.line13 = (((double [])indicatorResult[0])[0]);
}
} catch (JFException e) {
e.printStackTrace();
}
If_block_15(flow);
}
private void If_block_15(Integer flow) {
double argument_1 = line12;
double argument_2 = line13;
if (argument_1< argument_2) {
OpenatMarket_block_16(flow);
}
else if (argument_1> argument_2) {
OpenatMarket_block_17(flow);
}
else if (argument_1== argument_2) {
}
}
private void OpenatMarket_block_16(Integer flow) {
Instrument argument_1 = Instrument.GBPJPY;
double argument_2 = 5.0;
int argument_3 = defaultSlippage;
int argument_4 = 50;
int argument_5 = 10;
String argument_6 = "";
ITick tick = getLastTick(argument_1);
IEngine.OrderCommand command = IEngine.OrderCommand.SELL;
double stopLoss = tick.getAsk() + argument_1.getPipValue() * argument_4;
double takeProfit = round(tick.getAsk() - argument_1.getPipValue() * argument_5, argument_1);
try {
String label = getLabel();
IOrder order = context.getEngine().submitOrder(label, argument_1, command, argument_2, 0, argument_3, stopLoss, takeProfit, 0, argument_6);
} catch (JFException e) {
e.printStackTrace();
}
}
private void OpenatMarket_block_17(Integer flow) {
Instrument argument_1 = Instrument.GBPJPY;
double argument_2 = 5.0;
int argument_3 = defaultSlippage;
int argument_4 = 50;
int argument_5 = 10;
String argument_6 = "";
ITick tick = getLastTick(argument_1);
IEngine.OrderCommand command = IEngine.OrderCommand.BUY;
double stopLoss = tick.getBid() - argument_1.getPipValue() * argument_4;
double takeProfit = round(tick.getBid() + argument_1.getPipValue() * argument_5, argument_1);
try {
String label = getLabel();
IOrder order = context.getEngine().submitOrder(label, argument_1, command, argument_2, 0, argument_3, stopLoss, takeProfit, 0, argument_6);
} catch (JFException e) {
e.printStackTrace();
}
}
class Candle {
IBar bar;
Period period;
Instrument instrument;
OfferSide offerSide;
public Candle(IBar bar, Period period, Instrument instrument, OfferSide offerSide) {
this.bar = bar;
this.period = period;
this.instrument = instrument;
this.offerSide = offerSide;
}
public Period getPeriod() {
return period;
}
public void setPeriod(Period period) {
this.period = period;
}
public Instrument getInstrument() {
return instrument;
}
public void setInstrument(Instrument instrument) {
this.instrument = instrument;
}
public OfferSide getOfferSide() {
return offerSide;
}
public void setOfferSide(OfferSide offerSide) {
this.offerSide = offerSide;
}
public IBar getBar() {
return bar;
}
public void setBar(IBar bar) {
this.bar = bar;
}
public long getTime() {
return bar.getTime();
}
public double getOpen() {
return bar.getOpen();
}
public double getClose() {
return bar.getClose();
}
public double getLow() {
return bar.getLow();
}
public double getHigh() {
return bar.getHigh();
}
public double getVolume() {
return bar.getVolume();
}
}
class Tick {
private ITick tick;
private Instrument instrument;
public Tick(ITick tick, Instrument instrument){
this.instrument = instrument;
this.tick = tick;
}
public Instrument getInstrument(){
return instrument;
}
public double getAsk(){
return tick.getAsk();
}
public double getBid(){
return tick.getBid();
}
public double getAskVolume(){
return tick.getAskVolume();
}
public double getBidVolume(){
return tick.getBidVolume();
}
public long getTime(){
return tick.getTime();
}
public ITick getTick(){
return tick;
}
}
public class AssertException extends RuntimeException {
public AssertException(Object primary, Object compared) {
super("Primary object : " + primary.toString() + " is different from " + compared.toString());
}
}
protected String getLabel() {
String label;
label = "IVF" + getCurrentTime(LastTick.getTime()) + generateRandom(10000) + generateRandom(10000);
return label;
}
private String getCurrentTime(long time) {
SimpleDateFormat sdf = new SimpleDateFormat(DATE_FORMAT_NOW);
return sdf.format(time);
}
private static String generateRandom(int n) {
int randomNumber = (int) (Math.random() * n);
String answer = "" + randomNumber;
if (answer.length() > 3) {
answer = answer.substring(0, 4);
}
return answer;
}
class TradeEventAction {
private IMessage.Type messageType;
private String nextBlockId = "";
private String positionLabel = "";
private int flowId = 0;
public IMessage.Type getMessageType() {
return messageType;
}
public void setMessageType(IMessage.Type messageType) {
this.messageType = messageType;
}
public String getNextBlockId() {
return nextBlockId;
}
public void setNextBlockId(String nextBlockId) {
this.nextBlockId = nextBlockId;
}
public String getPositionLabel() {
return positionLabel;
}
public void setPositionLabel(String positionLabel) {
this.positionLabel = positionLabel;
}
public int getFlowId() {
return flowId;
}
public void setFlowId(int flowId) {
this.flowId = flowId;
}
}
}
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