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Custom period time bar in strategy - actual bars problem
 Post subject: Custom period time bar in strategy - actual bars problem Post rating: 0   New post Posted: Sun 12 Apr, 2015, 18:28 

User rating: 1
Joined: Mon 27 Feb, 2012, 22:49
Posts: 119
Location: Czech Republic,
Hello support,

I want to use in my strategy custom time period bar (3 minutes). I can take bars from history, but I don’t receive actual bars (I make subscription) in historical tester and from live data too. I made some checking strategy - it is as an attachment.

What is wrong?

Thanks for help.


Attachments:
AAcheckCustomTimeBarFeed.java [3.29 KiB]
Downloaded 89 times
DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control on their content. Anyone accessing this webpage and downloading or otherwise making use of any document, data or information found on this webpage shall do it on his/her own risks without any recourse against Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from the use and/or reliance on any document, data or information found on this webpage.
 
 Post subject: Re: Custom period time bar in strategy - actual bars problem Post rating: 0   New post Posted: Mon 13 Apr, 2015, 13:15 
User avatar

User rating:
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
IStrategy.onBar() method is called only on bars for basic periods.
To handle notifications on bars for custom period one should implement IBarFeedListener interface and place his code to IBarFeedListener.onBar() method.

...
public class AAcheckCustomTimeBarFeed implements IStrategy, IBarFeedListener {
...
    @Override
    public void onStart( IContext context ) throws JFException {
...
        context.subscribeToBarsFeed(
                Instrument.EURUSD,
                CustomPeriod,
                OfferSide.ASK,
                this
                );
        context.subscribeToBarsFeed(
                Instrument.EURUSD,
                CustomPeriod,
                OfferSide.BID,
                this
                );
    }

    @Override
    public void onBar( Instrument instrument, Period period,
            OfferSide offerSide, IBar bar ) {
        // place your code here
    }
...
}


Also please see the wiki https://www.dukascopy.com/wiki/#Chart_f ... _to_a_feed


 
 Post subject: Re: Custom period time bar in strategy - actual bars problem Post rating: 0   New post Posted: Mon 13 Apr, 2015, 15:20 

User rating: 1
Joined: Mon 27 Feb, 2012, 22:49
Posts: 119
Location: Czech Republic,
Hello support,

I made changes (mainly "implements IBarFeedListener" ). Method onBar I had OK. But I still don't have actual custom bars.

Wiki (in link) doesn't include any mention about IBarFeedListener.

What is wrong?

Thans for help.


Attachments:
AAcheckCustomTimeBarFeed.java [3.94 KiB]
Downloaded 105 times
DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control on their content. Anyone accessing this webpage and downloading or otherwise making use of any document, data or information found on this webpage shall do it on his/her own risks without any recourse against Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from the use and/or reliance on any document, data or information found on this webpage.
 
 Post subject: Re: Custom period time bar in strategy - actual bars problem Post rating: 0   New post Posted: Tue 14 Apr, 2015, 08:12 
User avatar

User rating:
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
That is because IBarFeedListener that is passed into subscribe method is empty. The object that is passed into the subscribe method should have event processing code.

context.subscribeToBarsFeed(
                Instrument.EURUSD,
                Period.TEN_SECS,
                OfferSide.ASK,
                  new IBarFeedListener() {
                    public void onBar( Instrument instrument, Period period,
                            OfferSide offerSide, IBar bar ) {
                                // add code here
                                console.getOut().println("print");
                            }
                }
                );


 
 Post subject: Re: Custom period time bar in strategy - actual bars problem Post rating: 0   New post Posted: Tue 14 Apr, 2015, 10:22 

User rating: 1
Joined: Mon 27 Feb, 2012, 22:49
Posts: 119
Location: Czech Republic,
Support, thanks for advise. In "subscribeToBarsFeed" is "this" for me better. I miss it in previous advise.

Feed bars give separately Ask and Bid bars. I make some small improvement to get feed bars in standard onBar method - in attachment. Next feed bars processing could be the same as a standard bars processing.


Attachments:
AAcheckCustomTimeBarFeed.java [4.64 KiB]
Downloaded 97 times
DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control on their content. Anyone accessing this webpage and downloading or otherwise making use of any document, data or information found on this webpage shall do it on his/her own risks without any recourse against Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from the use and/or reliance on any document, data or information found on this webpage.
 
 Post subject: Re: Custom period time bar in strategy - actual bars problem Post rating: 0   New post Posted: Sat 23 May, 2015, 11:27 

User rating: 1
Joined: Mon 27 Feb, 2012, 22:49
Posts: 119
Location: Czech Republic,
I made simple code for multiple bar feed.


Attachments:
AAcheckCustomTimeBarFeedMulti.java [5.15 KiB]
Downloaded 113 times
DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control on their content. Anyone accessing this webpage and downloading or otherwise making use of any document, data or information found on this webpage shall do it on his/her own risks without any recourse against Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from the use and/or reliance on any document, data or information found on this webpage.
 

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