Is there a simple answer on the question "How to run one strategy on multiple pairs"? I coded a strategy which I would like to run on for example eurusd and usdcad. Of course I can make two copies of the same file, rename one and put another instrument in one of the codes. However, it would be easier to simply connect a strategy with a currency pair in the jforex platform like it is possible e.g. Metatrader. Is there such a possibility?
Thanks,
Oliver

Hi,
in a JForex you could run your strategy for any instrument (currency pair), which is opened in your workspace Currencies node (see WorkspaceCurrencies_node.png). Strategy will receive data for each opened currency. Consider this example:

   public void onTick(Instrument instrument, ITick tick) throws JFException {
      if (instrument == Instrument.EURUSD){
         //here goe's your business logic for EUR/USD currency pair 
      }
      if (instrument == Instrument.EURGBP){
         //here goe's your business logic for EUR/GBP currency pair
      }
   }

There is also possibility to define by user an instrument which strategy will use. Use an annotation type Configurable. Consider this example:

                      . . .
      @Configurable("instrument1")
       public Instrument instrument1;
       
      @Configurable("instrument2")
       public Instrument instrument2;
                      . . .
   
   public void onTick(Instrument instrument, ITick tick) throws JFException {
         if (instrument1 != null && instrument1==instrument){
            //here goe's your business logic for instrument1 
         }
         if (instrument2 != null && instrument2==instrument){
            //here goe's your business logic for instrument2
         }
      }

Hi, I want to do something similar - gather ticks from 2 different currencies within one strategy. However I'm using a jftoolbox1.7 with my strategy, not plain java.

Would you please tell me how to benefit from mentioned code together with jftoolbox class?

package jforex.converted;
import java.awt.Color;
import jforex.mql.MQLBridge;
import com.dukascopy.api.*;
@Library("jftoolbox-1.7.jar")
public class mystrategy extends MQLBridge {
protected int init()
  {
       return(0);
  }
protected int deinit()
  {
       return(0);
  }
protected int start()
  {
  }
       return(0);
  }
public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException{}/**/};

+

   public void onTick(Instrument instrument, ITick tick) throws JFException {
      if (instrument == Instrument.EURUSD){
         //here goe's your business logic for EUR/USD currency pair 
      }
      if (instrument == Instrument.EURGBP){
         //here goe's your business logic for EUR/GBP currency pair
      }
   }

How to connect these two pieces of code to have it working? By working I mean to receive ticks value of 2 different currencies into variables and have possibility to use those variables inside

public class mystrategy extends MQLBridge { }

Thanks in advance.

Hi API Support,

Is there a way to test for all instruments currently selected in the historical tester currency node?

When testing on 20+ instruments for example, instead of using - @Configurable("instrument1") public Instrument instrument1;
All the way to Instrument 20, could you use something similar to - @Configurable("Instrument") public Instrument instrument = Instrument.??????;

Where ?????? would be an input processing all instruments made available by the user in the currency node?



Thanks v much,

Nachtschwarmer

The strategy always works with all subscribed instruments, unless you apply specific filtering methods, see:
https://www.dukascopy.com/wiki/#Filter_Ticks_Bars
This is just to make the instrument list modifiable by the user. At the moment you can't define a java.util.Collection that would appear in the parameter dialog, however, if it is not modifiable from parameters dialog, then you can use an approach similar to this, see:
https://www.dukascopy.com/wiki/#Sentiment_index/Multiple_instruments_and_currencies

In that case, would there be a simple and quick solution to un-filter the following strategy from one defined instrument to all subscribed instruments in the historical tester?

package jforex.strategies;
import java.text.SimpleDateFormat;
import java.util.TimeZone;
import com.dukascopy.api.*;
import com.dukascopy.api.IEngine.OrderCommand;
import java.util.Calendar;
import java.text.ParseException;


public class EURJPYTEST_H1_0100_7040 implements IStrategy {
@Configurable("Instrument")
public Instrument instrument = Instrument.EURJPY;
@Configurable("Instrument")
public Period period = Period.ONE_HOUR; 
@Configurable("Amount")
public double amount = 0.01;
@Configurable("Stop loss")
public int stopLossPips = 40;
@Configurable("Take profit")
public int takeProfitPips = 70;

private SimpleDateFormat gmtSdf = new SimpleDateFormat("yyyy-MM-dd HH:mm:ss");

private IEngine engine;
private IConsole console;
private IHistory history;

private int orderCount; 

@Override
public void onStart(IContext context) throws JFException {
    this.engine = context.getEngine();
    this.console = context.getConsole();
    this.history = context.getHistory(); 
    console.getOut().println("start");
    gmtSdf.setTimeZone(TimeZone.getTimeZone("GMT"));
}

@Override
public void onTick(Instrument instrument, ITick tick) throws JFException {
}

private boolean isValidTimeFromSdf(int fromHour, int fromMin, int toHour, int toMin) throws JFException { 
    long lastTickTime = history.getLastTick(instrument).getTime();
    //you want to work with the date of the last tick - in a case you are back-testing
    String fromStr = gmtSdf.format(lastTickTime).substring(0, 11) + String.valueOf(fromHour)+":"+String.valueOf(fromMin) + ":00";
    String toStr = gmtSdf.format(lastTickTime).substring(0, 11) + String.valueOf(toHour)+":"+String.valueOf(toMin) + ":00";
    try {
        long from = gmtSdf.parse(fromStr).getTime();
        long to = gmtSdf.parse(toStr).getTime();
        //print("sdf: " + gmtSdf.format(from) + " - " + gmtSdf.format(to) + " last tick: " + gmtSdf.format(lastTickTime));
        return lastTickTime > from && lastTickTime < to;
    } catch (ParseException e) {
        e.printStackTrace();
    }
    return false;
}

     

@Override
public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException {
    if( this.instrument != instrument || this.period != period || !isValidTimeFromSdf(1,57,2,06) ){
        return; 
    }
//take previous bar from historical data
    IBar prevBar = history.getBar(instrument, period, OfferSide.BID, 2);
    OrderCommand cmd = (bidBar.getClose() > prevBar.getClose()) ? OrderCommand.BUY : OrderCommand.SELL;
    submitOrder(cmd);
}

private IOrder submitOrder(OrderCommand orderCmd) throws JFException {
double stopLossPrice, takeProfitPrice;
// Calculating stop loss and take profit prices
if (orderCmd == OrderCommand.BUY) {
stopLossPrice = history.getLastTick(this.instrument).getBid() - getPipPrice(this.stopLossPips);
takeProfitPrice = history.getLastTick(this.instrument).getBid() + getPipPrice(this.takeProfitPips);
} else {
stopLossPrice = history.getLastTick(this.instrument).getAsk() + getPipPrice(this.stopLossPips);
takeProfitPrice = history.getLastTick(this.instrument).getAsk() - getPipPrice(this.takeProfitPips);
}
// Submitting an order for the specified instrument at the current market price
return engine.submitOrder("order" + ++orderCount, this.instrument, orderCmd, this.amount, 0, 5, stopLossPrice, takeProfitPrice);
}
private double getPipPrice(int pips) {
return pips * this.instrument.getPipValue();
}

@Override
public void onMessage(IMessage message) throws JFException {
//if the message is related to order print its content
if (message.getOrder() != null){
console.getOut().println(message.getOrder().getLabel() + " " + message.getType() + " " + message.getContent());
}
}

@Override
public void onAccount(IAccount account) throws JFException {
}

@Override
public void onStop() throws JFException {


}
}

Thanks Again,

Nachtschwarmer

See the part about onTick and onBar:
https://www.dukascopy.com/wiki/#Strategy_API
Revisit:
https://www.dukascopy.com/wiki/#Filter_Ticks_Bars

Hi,

I have a similar problem. I want to apply the same "Alert" strategy to 24 pairs, in order to receive an alert when the indicators are in a possible setup. The script works for one pair, however I would like to avoid running 24 different files, is it possible?

I read this post and also used the information in:

https://www.dukascopy.com/wiki/#Sentime ... currencies

The script compiles OK, no error, however when started it stops immediately with NullPointerException.

I attached the script and will appreciate if somebody can point the logic error.

Kind Regards

Null pointer exception happens because InnerStrategy.onStart() is never called.