Hello,

Similar to a bar problem I have a few weeks back, when I create an indicator at tick level in OnTick, I get this error:

com.dukascopy.api.JFException: "to" parameter can't be greater than time of the last tick for this instrument

but my 'to' parameter is set to the time of the current tick in the call tick.getTime(). It also fails on tick.getTime()-1

Obviously I need the indicator to calculate right up to the most recent tick for the service to be responsive.

Thanks

Hi,

make sure that your indicator and the tick that you use for time has the same instrument

I use the Instrument and ITick parameters passed into the OnTick call to create the indicator. The 'to' time comes from the tick.getTime().

The indicator is only created without error if I use tick.getTime()-1000 instead, which causes a delay to my signals.

Could you please post the code where you call indicator?

See below...

package jforex;

import java.util.*;

import com.dukascopy.api.*;

public class TestIndicators implements IStrategy {
   private IContext context = null;
   private IEngine engine = null;
   private IChart chart = null;
   private IIndicators indicators = null;
   private IHistory history = null;
   int calcWindowMs = 60000;

   public void onStart(IContext context) throws JFException {
      this.context = context;
      engine = context.getEngine();
      indicators = context.getIndicators();
      history = context.getHistory();   
   }

   public void onAccount(IAccount account) throws JFException {
   }

   public void onMessage(IMessage message) throws JFException {
   }

   public void onStop() throws JFException {
   }

   public void onTick(Instrument instrument, ITick tick) throws JFException {
      double[] t3 = indicators.t3(instrument, Period.TICK, OfferSide.ASK, IIndicators.AppliedPrice.CLOSE, 20, 0.95, tick.getTime()-calcWindowMs, tick.getTime());      
   }
   
    public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException {
    }
}

I have found that even going back as far as 5 ticks or more in time isn't always early enough for the indicator to calculate properly.

It should calculate right up to the tick in the OnTick() call.