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XAGUSD strategy |
brainstorm
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Post subject: XAGUSD strategy |
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Posted: Thu 16 Jun, 2011, 08:17
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User rating: 0
Joined: Thu 16 Jun, 2011, 08:14 Posts: 6 Location: Switzerland,
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The tester doe snot seem to work with XAGUSD pair. It just sits there and refuses to start.
Specific question: what is the IEngine.submitOrder() amount parameter in the case of XAGUSD or XAUUSD ? For currencies, it is expressed in millions of the base currency. For the metal pairs, what is it ounces ? millions of ounces ?
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API Support
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Post subject: Re: XAGUSD strategy |
Post rating: 0
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Posted: Thu 16 Jun, 2011, 09:18
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
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brainstorm wrote: The tester doe snot seem to work with XAGUSD pair. It just sits there and refuses to start. Make sure that you have selected the instrument XAGUSD in Historical Data panel. If you still encounter some problems, please provide some more details of your Historical Tester settings and some fragment of the strategy that you try to run. brainstorm wrote: Specific question: what is the IEngine.submitOrder() amount parameter in the case of XAGUSD or XAUUSD ? For currencies, it is expressed in millions of the base currency. For the metal pairs, what is it ounces ? millions of ounces ? It is always in millions - in this case - millions of ounces. Mind that minimal amount for XAGUSD is 50 units.
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brainstorm
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Post subject: Re: XAGUSD strategy |
Post rating: 0
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Posted: Thu 16 Jun, 2011, 12:12
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User rating: 0
Joined: Thu 16 Jun, 2011, 08:14 Posts: 6 Location: Switzerland,
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Support wrote: brainstorm wrote: The tester doe snot seem to work with XAGUSD pair. It just sits there and refuses to start. Make sure that you have selected the instrument XAGUSD in Historical Data panel. If you still encounter some problems, please provide some more details of your Historical Tester settings and some fragment of the strategy that you try to run. The strategy works just fine with every OTHER currency pair. So yes I can confirm I selected XAGUSD when running the tester as that is the only one that does not actually start the tester. Point is, I don't even get a message that I output in the onStart() method, nothing. I even just tried with a totally new, empty strategy. In JForex create a new strategy, then add a this.console.getOut().println("test message") to onStart(). Nothing happens, the tester does not run when I click "start". Just a blank chart comes up. And there is no "test message" in the output window. Yes, I enabled "Messages" in the tester. If I instead select another currency pair, it happily displays the chart and the message. I tried this with data from the last week. Support wrote: brainstorm wrote: Specific question: what is the IEngine.submitOrder() amount parameter in the case of XAGUSD or XAUUSD ? For currencies, it is expressed in millions of the base currency. For the metal pairs, what is it ounces ? millions of ounces ? It is always in millions - in this case - millions of ounces. Mind that minimal amount for XAGUSD is 50 units. thanks. good to know !
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API Support
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Post subject: Re: XAGUSD strategy |
Post rating: 0
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Posted: Thu 16 Jun, 2011, 13:04
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
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Could you please check if this strategy gives no results or outputs too? If so, could you please provide a screenshot of your Historical Tester tab? package jforex.strategies.oneorder;
import java.text.SimpleDateFormat; import java.util.TimeZone;
import com.dukascopy.api.*;
public class OneOrderXAG implements IStrategy { private IEngine engine; private IConsole console; private IOrder order; private SimpleDateFormat sdf; private Instrument instrument = Instrument.XAGUSD; public void onStart(IContext context) throws JFException { engine = context.getEngine(); console = context.getConsole(); sdf = new SimpleDateFormat("yyyy-MM-dd HH:mm:ss") {{setTimeZone(TimeZone.getTimeZone("GMT"));}}; context.getConsole().getOut().println("Start"); order = engine.submitOrder("orderXAGUSD", instrument, IEngine.OrderCommand.BUY, 0.001); }
public void onTick(Instrument instrument, ITick tick) throws JFException { } public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException { if(!period.equals(Period.ONE_HOUR) || !(instrument.equals(this.instrument))) return; console.getOut().println(sdf.format(bidBar.getTime()) + " " +order.getLabel() + " - " + order.getState() + " ask volume: " + askBar.getVolume() + " instrument: " + instrument); } public void onMessage(IMessage message) throws JFException { console.getOut().println(message.getContent()); } public void onAccount(IAccount account) throws JFException {} public void onStop() throws JFException { for(IOrder o: engine.getOrders()) o.close(); }
}
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brainstorm
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Post subject: Re: XAGUSD strategy |
Post rating: 0
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Posted: Thu 16 Jun, 2011, 15:22
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User rating: 0
Joined: Thu 16 Jun, 2011, 08:14 Posts: 6 Location: Switzerland,
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Support wrote: Could you please check if this strategy gives no results or outputs too? If so, could you please provide a screenshot of your Historical Tester tab?
absolutely the same behavior. screenshot attached.
Attachments: |
Screen shot 2011-06-16 at 4.20.59 PM.png [61.27 KiB]
Downloaded 548 times
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API Support
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Post subject: Re: XAGUSD strategy |
Post rating: 0
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Posted: Fri 17 Jun, 2011, 16:55
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
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Please check the issue on a new build.
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Cosmo
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Post subject: Re: XAGUSD strategy |
Post rating: 0
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Posted: Fri 09 May, 2014, 11:18
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User rating: 0
Joined: Fri 09 May, 2014, 09:05 Posts: 5 Location: Germany,
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This is still not working correctly! Especially the year 2011 seems to have problems. The strategy is stalled in "Creating data loading threads". Steps to reproduce: - Remove ~/JForex directory - Start JForex demo - Take suggested strategy from this thread - Start backtesting from 1.1.2011 to 1.1.2012, XAGUSD, Ticks, All Ticks - Wait Further observations: $ cd ~/JForex/.cache/XAGUSD $ du -s * 28 1999 28 2000 28 2001 28 2002 380 2003 556 2004 548 2005 548 2006 548 2007 556 2008 548 2009 760 2010 234276 2011 556 2012 24564 2013 12116 2014 104 intraperiod
Why does it download data for 2013, when the requested range is 1.1.2011 to 1.1.2012? $ cd ~/JForex/.cache/XAGUSD/2011 $ du -s * 940 00 2488 01 13876 02 21512 03 30656 04 24068 05 21536 06 27168 07 28000 08 22756 09 22096 10 19152 11 12 ASK_candles_day_1.bi5 12 BID_candles_day_1.bi5
Why is there so less data for jan and feb? Please investigate this! Thanks
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API Support
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Post subject: Re: XAGUSD strategy |
Post rating: 0
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Posted: Fri 16 May, 2014, 09:23
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
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Cosmo wrote: Especially the year 2011 seems to have problems. The strategy is stalled in "Creating data loading threads". What messages do you get in java console? See: viewtopic.php?f=81&t=39073
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Cosmo
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Post subject: Re: XAGUSD strategy |
Post rating: 0
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Posted: Wed 21 May, 2014, 18:08
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User rating: 0
Joined: Fri 09 May, 2014, 09:05 Posts: 5 Location: Germany,
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21.05.2014 19:05:42.552 SEVERE actions.c ] Could not load tick before test interval start 2011-01-01 00:00:00:000 java.lang.NullPointerException: Could not load tick before test interval start 2011-01-01 00:00:00:000 at com.dukascopy.dds2.greed.agent.strategy.tester.b.g.<init>(Unknown Source) at com.dukascopy.dds2.greed.agent.strategy.tester.b.p.f(Unknown Source) at com.dukascopy.dds2.greed.agent.strategy.tester.b.p.e(Unknown Source) at com.dukascopy.dds2.greed.agent.strategy.tester.b.p.a(Unknown Source) at com.dukascopy.dds2.greed.agent.strategy.tester.b.p.HH(Unknown Source) at com.dukascopy.dds2.greed.agent.strategy.tester.w.run(Unknown Source) at com.dukascopy.dds2.greed.agent.strategy.tester.b.a(Unknown Source) at com.dukascopy.dds2.greed.actions.servicesources.StrategyTesterAction.CN(Unknown Source) at com.dukascopy.dds2.greed.actions.servicesources.StrategyTesterAction.Ci(Unknown Source) at com.dukascopy.dds2.greed.actions.c.run(Unknown Source) at java.util.concurrent.ThreadPoolExecutor.runWorker(ThreadPoolExecutor.java:1145) at java.util.concurrent.ThreadPoolExecutor$Worker.run(ThreadPoolExecutor.java:615) at java.lang.Thread.run(Thread.java:745)
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API Support
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Post subject: Re: XAGUSD strategy |
Post rating: 0
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Posted: Thu 22 May, 2014, 07:53
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
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We are going to fix this as soon as possible.
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