Dukascopy Support Board • View topic - Editing the Stop Loss of all long and shor positions at once

barrett · **User rating:** -

Hi,

in the OnBar or the OnTick method, the following code allows editing the stop loss of an open position:

Quote:

if (engine.getOrders().size() > 0) {
for (IOrder orderInMarket : engine.getOrders()) {

if (orderInMarket.isLong() && (order.getState().equals(IOrder.State.FILLED))) {
(...)
order.setStopLossPrice(value, OfferSide.ASK, 10);
}
}

if (!orderInMarket.isLong() && (order.getState().equals(IOrder.State.FILLED))) {
(...)
order.setStopLossPrice(newvas, OfferSide.BID, 10);
}
}
}
}

The code only edits one position though. As my strategy opens up up to 10 positions, i would like all the short positions to have one common stop loss and the long positions to have a common one as well. Is there any way to edit this code to make that happen? Otherwise i would only be able to have one long and one short position at a time.

Thanks in advance.

API Support

Check if this example strategy gives you an idea how to do this:

package jforex.strategies.oneorder;

import java.text.SimpleDateFormat;
import java.util.TimeZone;

import com.dukascopy.api.*;
import com.dukascopy.api.IEngine.OrderCommand;

/**
 * The strategy creates 10 orders onStart and on every onBar updates their stop loss 
 *
 */
public class TenOrdersStopLoss implements IStrategy {

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

   private Instrument instrument = Instrument.EURUSD;
   private Period period = Period.TEN_MINS;
   
    @SuppressWarnings("serial")
   private final SimpleDateFormat sdf = new SimpleDateFormat("yyyy-MM-dd HH:mm:ss") {{setTimeZone(TimeZone.getTimeZone("GMT"));}};
   
   @Override
   public void onStart(IContext context) throws JFException {
      engine = context.getEngine();
      console = context.getConsole();
      history = context.getHistory();
      console.getOut().println("Start");
      
      //create 5 buy orders and 5 sell orders
      for(int i = 0; i < 10; i++){
         engine.submitOrder("order" + (i+1), instrument, i < 5 ? OrderCommand.BUY : OrderCommand.SELL, 0.001 * (i+1));
      }
   }

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

   @Override
   public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException {
      if(period != this.period || instrument != this.instrument)
         return;
      //update stop loss for every filled order
      for(IOrder o : engine.getOrders()){
         if(o.getState() == IOrder.State.FILLED){ 
            o.setStopLossPrice(getMyStopLossPrice(o));
         }
      }
   }
   
   //TODO: add your own logic 
   private double getMyStopLossPrice(IOrder o) throws JFException{
      //stop loss at 5 pips
      return o.isLong() ? history.getLastTick(instrument).getBid() - 0.0005 : history.getLastTick(instrument).getAsk() + 0.0005;
   }

   @Override
   public void onMessage(IMessage message) throws JFException {
      //print all order related messsages
      if (message.getOrder() != null)
         print(sdf.format(message.getCreationTime()) + " " + message.getOrder().getLabel() + " " + message.getContent());
   }

   private void print(Object o){
      console.getOut().println(o);
   }

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

   @Override
   public void onStop() throws JFException {
      for (IOrder o : engine.getOrders())
         o.close();
   }

}

barrett · **User rating:** -

Perfect! Thanks a lot.