Hi, i am trying to design a strategy with a single moving average cross over, and a strategy with two moving averages crossing over each other. Can any one help me up with this please. Thanks in advance
Best regards;
jahzlone.

Hi,
Please consider the following JForex Wiki page: https://www.dukascopy.com/wiki/index.php ... _Crossover

The strategy creates a Buy order when fast sma cross low sma from down to up after fast sma cross low sma from up to down the strategy creates a Sell order.

Hi Support team,

I don't know java but would like to modify this strategy a little bit.

I want to use EMA and SMA, instead of 2 SMAs.

Let's say EMA is 5 and SMA is 20. What should be changed?

I have created the strategy which uses 3 simple moving averages with 5, 8 and 13 periods. Like Alligator but without shift into the future. BUY or SELL order is submitted if MA5 crosses MA8 then MA5 crosses MA13 and finally MA8 crosses MA13. The BUY or SELL order is closed if the condition (MA5>MA8 and MA8>MA13) or (MA5<MA8 and MA8<MA13) is no more valid.

But if there is flat this strategy works not well because of too many fake signals. If you are able to filter them then it would bring solid profit. If you need the code I can post it.

Hi Trottel,

Please post it.

thank you in advance.

See attachment. FirstStrategy.java is entry point.

Hi Trottel,

Getting an error when trying to compile it. It says, it can't find jforexlib.jar.


By the way, are you programmer? Do you take requests to code strategies?

Yes, sorry, I forgotten to say that before compiling this indicator you should
1) export package jforex.lib.trend as JAR named as jforexlib.jar or as you prefer.
2) adjust the absolute path to the exported JAR in @Library annotation (at the top) in FirstStrategy.java

I've attached this JAR to this message as ZIP. You only need to rename it to JAR.


Yes. I am.


No. Because I don't have big experience in forex. I search for own strategy at the moment.

Hi Trottel,

Thank you.

I have couple strategies that I want to program but don't know how. If you help me, you can use them too.

Could you tell me how to modify the program - https://www.dukascopy.com/wiki/#SMA_Crossover - if I want to use ticks?

If by ticks you mean tick chart, then just change the "Period" to TICKS in the parameters dialog which appears just before strategy start.

If I set Ticks as Period, then I am getting error message:

Strategy tester: com.dukascopy.charts.data.datacache.DataCacheException: getCandleStart() called with TICK period @ dukascopy.strategies.indicators.SMAStrategy.onTick(SMAStrategy.java:50)

With "normal" time periods it is working fine, only there is error message if I use ticks.
How to solve it?
And what if I want to use more ticks?

See:
https://www.dukascopy.com/wiki/#Indicato ... e_interval

But why there is not good if I choose tick as a period? In the dialog box 1 tick is the shortest period.

What do you mean?

If I set Tick as Period in the dialog box at the start, then I get error message:

Strategy tester: com.dukascopy.charts.data.datacache.DataCacheException: getCandleStart() called with TICK period @ dukascopy.strategies.indicators.SMAStrategy.onTick(SMAStrategy.java:50)

You need to change the strategy source code to work with ticks, see the already posted link:
https://www.dukascopy.com/wiki/#Indicato ... e_interval

Thanks.
If I am right, then I have to use this:

sma

double[] sma(Instrument instrument,
Period period,
OfferSide side,
IIndicators.AppliedPrice appliedPrice,
int timePeriod,
Filter filter,
long from,
long to)
throws JFException

But how to setup "from" and "to" in the given strategy?

There is an example (the last snippet) in the section of the previously given link. You can download it, test it, then adjust the snippet to use SMA indicator and then when you see how it works, integrate it into the SMA crossover strategy.

I made it, it is working, but the problem the historical test is very slow compare when I am using longer time periods.