Hi,

I'm trying to calculate the highest volume of x bars in my strategy. I keep the last bar update time saved in a local long variable (long prevbartime). I then calculate the length of the period in milliseconds (long periodms) and get volume of previous 30 bars with the following method:

double[] histvolume = indicators.volume(instrument, period, OfferSide.BID, prevbartime - 30 * periodms, prevbartime);

The problem with this method is that if market has not been open throughout the time span then a JFException is thrown. Is there more elegant way to do this?

This is not the case (see in the example below).

Consider application of candle stick filters, e.g.:

package jforex.strategies.indicators;

import java.util.Arrays;

import com.dukascopy.api.*;

@RequiresFullAccess
public class VolumeIndTest implements IStrategy {    
    
    private IIndicators indicators;
    private IConsole console;
    private IHistory history;
    

    @Override
    public void onStart(IContext context) throws JFException {
        indicators = context.getIndicators();
        console = context.getConsole();
        history = context.getHistory();
        long time = history.getBarStart(Period.FOUR_HOURS, history.getLastTick(Instrument.EURUSD).getTime());
        
        double[] volumes = indicators.volume(Instrument.EURUSD, Period.FOUR_HOURS, OfferSide.BID, Filter.NO_FILTER, 50, time, 0);
        double[] volumes2 = indicators.volume(Instrument.EURUSD, Period.FOUR_HOURS, OfferSide.BID, Filter.WEEKENDS, 50, time, 0);
        
        //mind that the latest value is the last one in the array
        console.getOut().println("volume no filter: " + Arrays.toString(volumes));
        console.getOut().println("volume weekends filter: " + Arrays.toString(volumes2));

        context.stop();
    }

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

    @Override
    public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException {}

    @Override
    public void onMessage(IMessage message) throws JFException {}

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

    @Override
    public void onStop() throws JFException {}

}