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mA on indicator |
Tinfx
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Post subject: mA on indicator |
Post rating: 0
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Posted: Wed 27 Jun, 2012, 07:34
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User rating: 0
Joined: Sun 22 Apr, 2012, 19:19 Posts: 54 Location: United KingdomUnited Kingdom
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Hello Support
I was looking to use this indicator to develop the QQE. However I get the following error from an indicator developed by Support ...
The type SMAOverRSIIndicator must implement the inherited abstract method IIndicator.getLookforward()
I am not sure what causes this. Can you pls assist.
T
Attachments: |
SMAOverRSIIndicator.java [5.13 KiB]
Downloaded 348 times
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DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on
this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control
on their content. Anyone accessing this webpage and downloading or otherwise making use of any document,
data or information found on this webpage shall do it on his/her own risks without any recourse against
Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from
the use and/or reliance on any document, data or information found on this webpage.
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API Support
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Post subject: Re: mA on indicator |
Post rating: 0
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Posted: Wed 27 Jun, 2012, 07:36
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
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just add to the indicator class: public int getLookforward() { return 0; }
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Tinfx
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Post subject: Re: mA on indicator |
Post rating: 0
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Posted: Wed 27 Jun, 2012, 11:37
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User rating: 0
Joined: Sun 22 Apr, 2012, 19:19 Posts: 54 Location: United KingdomUnited Kingdom
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Tinfx
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Post subject: Re: mA on indicator |
Post rating: 0
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Posted: Thu 28 Jun, 2012, 01:05
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User rating: 0
Joined: Sun 22 Apr, 2012, 19:19 Posts: 54 Location: United KingdomUnited Kingdom
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How would I call a custom indicator in my strategy. For instance using this indicator
onBar ... If smaoverrsi >=50 close any open orders buy at market
if smioverrsi < 50 close any ope orders sell at market.
Thanks T
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API Support
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Post subject: Re: mA on indicator |
Post rating: 0
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Posted: Thu 28 Jun, 2012, 07:30
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
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Tinfx
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Post subject: Re: mA on indicator |
Post rating: 0
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Posted: Thu 28 Jun, 2012, 14:49
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User rating: 0
Joined: Sun 22 Apr, 2012, 19:19 Posts: 54 Location: United KingdomUnited Kingdom
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Hello
I have gone through the link above and written up the code. I am getting a cannot resolve error from the indicator in line 70. Can you pls assist? Also, I am not sure I have the indicator calulation call right in onBar. Pls can you check for me.
I am using the SMAOverRSIIndicator attached in earlier post.
Ma
Attachments: |
RSMAtest.java [9.72 KiB]
Downloaded 370 times
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DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on
this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control
on their content. Anyone accessing this webpage and downloading or otherwise making use of any document,
data or information found on this webpage shall do it on his/her own risks without any recourse against
Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from
the use and/or reliance on any document, data or information found on this webpage.
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Tinfx
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Post subject: Re: mA on indicator |
Post rating: 0
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Posted: Thu 28 Jun, 2012, 18:17
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User rating: 0
Joined: Sun 22 Apr, 2012, 19:19 Posts: 54 Location: United KingdomUnited Kingdom
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Not to worries - I have solved this. Sorry to trouble.
T
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Tinfx
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Post subject: Re: mA on indicator |
Post rating: 0
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Posted: Thu 28 Jun, 2012, 23:53
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User rating: 0
Joined: Sun 22 Apr, 2012, 19:19 Posts: 54 Location: United KingdomUnited Kingdom
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Hello
How do I print all elements of the array from the indicator call in onBar each time onBar is executed. I also want to see the parameters (optInputs) being used in the call each time.
Thanks
T
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API Support
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Post subject: Re: mA on indicator |
Post rating: 0
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Posted: Fri 29 Jun, 2012, 07:28
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
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Tinfx
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Post subject: Re: mA on indicator |
Post rating: 0
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Posted: Fri 29 Jun, 2012, 09:44
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User rating: 0
Joined: Sun 22 Apr, 2012, 19:19 Posts: 54 Location: United KingdomUnited Kingdom
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Thanks
Can you pls check for me if my idea for
1) optInputs in line 80 2) and if I take the array correctly in line 134,137,144 for crossover
Your help is very appreciated.
Tin
Attachments: |
RSMAtest.java [10 KiB]
Downloaded 355 times
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DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on
this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control
on their content. Anyone accessing this webpage and downloading or otherwise making use of any document,
data or information found on this webpage shall do it on his/her own risks without any recourse against
Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from
the use and/or reliance on any document, data or information found on this webpage.
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API Support
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Post subject: Re: mA on indicator |
Post rating: 0
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Posted: Mon 02 Jul, 2012, 08:07
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
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Tinfx wrote: 1) optInputs in line 80 They seem to be ok, but for plotting on chart you should use the same optional inputs (line 86). Tinfx wrote: 2) and if I take the array correctly in line 134,137,144 for crossover It depends on the crossover definition, if you look for the crossover of the two indicator output lines then have a look at the onBar method of the following example: https://www.dukascopy.com/wiki/#Use_custom_indicator_in_strategies/Trade_with_TradersDynamicIndexIn either case your processing of outputs does not look to be correct, you can check this also by adding print statements after each indicator calculation. double[] smaoMAFeed = (double[]) indicators.calculateIndicator( feedDescriptor, new OfferSide[]{OfferSide.BID}, "SMA_RSI", new AppliedPrice[]{AppliedPrice.CLOSE}, optInputs, 2, bar.getTime(), 0) [0]; will return an array where:
- 0th element will be RSI line value for the last candle,
- 1st element will be SMA line value for the last candle.
So again please check the aforementioned wiki example to see how to deal with the multi-output custom indicators, there you will also find the print statement example.
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Tinfx
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Post subject: Re: mA on indicator |
Post rating: 0
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Posted: Tue 03 Jul, 2012, 07:25
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User rating: 0
Joined: Sun 22 Apr, 2012, 19:19 Posts: 54 Location: United KingdomUnited Kingdom
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Thank you. Your comments v helpful. I only learned to code in fortran and java is looking very interesting I think I figured out ... below is code if you can kindly have look. At the moment, its not much of a strategy. I am just checking to see if I understand what code is doing. So, for now I want to just by and sell when SMA crosses 50. My print statement does not work. Pls explain how I can get s[last] and s[last-1] on screen. Also, I changed smaoMAFeed from double to Object. Object[] smaoMAFeed = indicators.calculateIndicator( feedDescriptor, new OfferSide[]{OfferSide.BID}, "SMA_RSI", new AppliedPrice[]{AppliedPrice.CLOSE}, optInputs, 2, bar.getTime(), 0); int last = smaoMAFeed.length - 1; // long currBarTime = bar.getTime(); double [] s = (double[]) smaoMAFeed[1]; // print(String.format("%s rsi: last - %.5f, previous - %.5f; signal: last - %.5f, previous = %.5f", // gmtSdf.format(bar.getTime()), smaoMAFeed[last], smaoMAFeed[last-1]));
print(gmtSdf.format(bar.getTime()), s[last], s[last-1] ); // PLACE ORDERS if (s[last] >= 50.00 && s[last-1] < 50.00) { // long if fast ma crosses slow ma from below if (order == null || !order.isLong()) { closeOrder(order); order = submitOrder(OrderCommand.BUY); }
} else if (s[last] < 50.00 && s[last-1] >= 50.00) { // short if fast ma crosses slow ma from top if (order == null || order.isLong()) { closeOrder(order); order = submitOrder(OrderCommand.SELL); } }
Lastly, I get exception error cannot cast double many times. It also looks like others are experiencing this error. Is it due for fixing in next release of API? Very gratefully Tin
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API Support
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Post subject: Re: mA on indicator |
Post rating: 0
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Posted: Tue 03 Jul, 2012, 09:11
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
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Tinfx wrote: My print statement does not work. Pls explain how I can get s[last] and s[last-1] on screen. Presumably you need to add a field which stand for the date fromat: @SuppressWarnings("serial") public static SimpleDateFormat gmtSdf = new SimpleDateFormat("yyyy-MM-dd HH:mm:ss.SSS") { { setTimeZone(TimeZone.getTimeZone("GMT")); } }; Do you use some IDE (e.g. Eclipse)? That would allow you to avoid such mistakes, also it would show immediately cast errors, before compilation. Tinfx wrote: Lastly, I get exception error cannot cast double many times Please provide a precise case.
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Tinfx
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Post subject: Re: mA on indicator |
Post rating: 0
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Posted: Tue 03 Jul, 2012, 11:52
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User rating: 0
Joined: Sun 22 Apr, 2012, 19:19 Posts: 54 Location: United KingdomUnited Kingdom
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Hello Thanks for suggesting eclipse - muuuuch better way of working. Attach is java file and log file from eclipse showing what i think causes the exception error. I would be grateful if you could check the indicator call and assignment to array r and s for the 50 crossover. 2012-07-03 12:16:42.173 WARN DCClientImpl - Types list was not found 2012-07-03 12:16:55.521 INFO Main - Connected 2012-07-03 12:16:55.723 INFO Main - Subscribing instruments... 2012-07-03 12:17:00.727 INFO Main - Starting strategy Strategy "RSMAtest" is started at 2012-07-03 10:17:00.803 GMT on the local computer with no parameters 2012-07-03 12:17:00.993 INFO Main - Strategy started: 37 2012-07-03 12:17:53.889 ERROR LoadDataAction - Wrong data from file [/Users/tinfx/JForex/.cache/EURUSD/intraperiod/2012_07_03_10_ticks.bi5], read tick with time [2012.07.03 10:17:16 368], previous tick time [2012.07.03 10:17:17 269] com.dukascopy.charts.data.datacache.DataCacheException: Wrong data from file [/Users/tinfx/JForex/.cache/EURUSD/intraperiod/2012_07_03_10_ticks.bi5], read tick with time [2012.07.03 10:17:16 368], previous tick time [2012.07.03 10:17:17 269] at com.dukascopy.charts.data.datacache.CacheManager.readTicksFromFile(CacheManager.java:1443) at com.dukascopy.charts.data.datacache.LocalCacheManager.readTicksFromIntraPeriodFile(LocalCacheManager.java:1709) at com.dukascopy.charts.data.datacache.LocalCacheManager.readData(LocalCacheManager.java:1166) at com.dukascopy.charts.data.datacache.LoadDataAction$1.chunkLoaded(LoadDataAction.java:261) at com.dukascopy.charts.data.datacache.CurvesDataLoader.loadInCache(CurvesDataLoader.java:293) at com.dukascopy.charts.data.datacache.CurvesDataLoader.loadInCache(CurvesDataLoader.java:78) at com.dukascopy.charts.data.datacache.LoadDataAction.run(LoadDataAction.java:279) at com.dukascopy.charts.data.datacache.priceaggregation.AbstractLoadNumberOfPriceAggregationAction.loadDataForTimeInterval(AbstractLoadNumberOfPriceAggregationAction.java:816) at com.dukascopy.charts.data.datacache.priceaggregation.AbstractLoadNumberOfPriceAggregationAction.loadDataAfterTime(AbstractLoadNumberOfPriceAggregationAction.java:750) at com.dukascopy.charts.data.datacache.priceaggregation.AbstractLoadNumberOfPriceAggregationAction.performDirectRangeBarsLoad(AbstractLoadNumberOfPriceAggregationAction.java:535) at com.dukascopy.charts.data.datacache.priceaggregation.AbstractLoadNumberOfPriceAggregationAction.run(AbstractLoadNumberOfPriceAggregationAction.java:155) at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider.loadRenkoDataSynched(PriceAggregationDataProvider.java:1160) at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider.loadRenkoData(PriceAggregationDataProvider.java:1267) at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider$36.load(PriceAggregationDataProvider.java:1532) at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider$36.load(PriceAggregationDataProvider.java:1529) at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider.loadBarsWithInProgressBarCheck(PriceAggregationDataProvider.java:1393) at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider.loadRenkoData(PriceAggregationDataProvider.java:1544) at com.dukascopy.api.impl.History$42.run(History.java:1947) at com.dukascopy.api.impl.History$42.run(History.java:1944) at java.security.AccessController.doPrivileged(Native Method) at com.dukascopy.api.impl.History.getRenkoBars(History.java:1944) at com.dukascopy.api.impl.Indicators.loadBarsBeforeTimeAfter(Indicators.java:7143) at com.dukascopy.api.impl.Indicators.access$400(Indicators.java:58) at com.dukascopy.api.impl.Indicators$19.load(Indicators.java:7094) at com.dukascopy.api.impl.Indicators.feedDataToIndicator(Indicators.java:7211) at com.dukascopy.api.impl.Indicators.calculateIndicator(Indicators.java:7090) at com.dukascopy.api.impl.Indicators.calculateIndicator(Indicators.java:7061) at singlejartest.RSMAtest.onBar(RSMAtest.java:124) at com.dukascopy.api.impl.execution.post.PostRenkoTask.postData(PostRenkoTask.java:54) at com.dukascopy.api.impl.execution.AbstractPostDataTask.call(AbstractPostDataTask.java:43) at java.util.concurrent.FutureTask$Sync.innerRun(FutureTask.java:303) at java.util.concurrent.FutureTask.run(FutureTask.java:138) at com.dukascopy.api.impl.execution.ScienceThreadPoolExecutor$Worker.runTask(ScienceThreadPoolExecutor.java:904) at com.dukascopy.api.impl.execution.ScienceThreadPoolExecutor$Worker.run(ScienceThreadPoolExecutor.java:926) at java.lang.Thread.run(Thread.java:680) 2012-07-03 12:15:52 r: last - 52.70717, previous - 81.86969; s: last - 67.67527, previous = 67.13384 2012-07-03 12:17:39 r: last - 52.70717, previous - 81.86969; s: last - 67.67527, previous = 67.13384 2012-07-03 12:18:47.485 ERROR LoadDataAction - Wrong data from file [/Users/tinfx/JForex/.cache/EURUSD/intraperiod/2012_07_03_10_ticks.bi5], read tick with time [2012.07.03 10:18:05 918], previous tick time [2012.07.03 10:18:07 709] com.dukascopy.charts.data.datacache.DataCacheException: Wrong data from file [/Users/tinfx/JForex/.cache/EURUSD/intraperiod/2012_07_03_10_ticks.bi5], read tick with time [2012.07.03 10:18:05 918], previous tick time [2012.07.03 10:18:07 709] at com.dukascopy.charts.data.datacache.CacheManager.readTicksFromFile(CacheManager.java:1443) at com.dukascopy.charts.data.datacache.LocalCacheManager.readTicksFromIntraPeriodFile(LocalCacheManager.java:1709) at com.dukascopy.charts.data.datacache.LocalCacheManager.readData(LocalCacheManager.java:1166) at com.dukascopy.charts.data.datacache.LoadDataAction$1.chunkLoaded(LoadDataAction.java:261) at com.dukascopy.charts.data.datacache.CurvesDataLoader.loadInCache(CurvesDataLoader.java:293) at com.dukascopy.charts.data.datacache.CurvesDataLoader.loadInCache(CurvesDataLoader.java:78) at com.dukascopy.charts.data.datacache.LoadDataAction.run(LoadDataAction.java:279) at com.dukascopy.charts.data.datacache.priceaggregation.AbstractLoadNumberOfPriceAggregationAction.loadDataForTimeInterval(AbstractLoadNumberOfPriceAggregationAction.java:816) at com.dukascopy.charts.data.datacache.priceaggregation.AbstractLoadNumberOfPriceAggregationAction.loadDataAfterTime(AbstractLoadNumberOfPriceAggregationAction.java:750) at com.dukascopy.charts.data.datacache.priceaggregation.AbstractLoadNumberOfPriceAggregationAction.performDirectRangeBarsLoad(AbstractLoadNumberOfPriceAggregationAction.java:535) at com.dukascopy.charts.data.datacache.priceaggregation.AbstractLoadNumberOfPriceAggregationAction.run(AbstractLoadNumberOfPriceAggregationAction.java:155) at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider.loadRenkoDataSynched(PriceAggregationDataProvider.java:1160) at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider.loadRenkoData(PriceAggregationDataProvider.java:1267) at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider$36.load(PriceAggregationDataProvider.java:1532) at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider$36.load(PriceAggregationDataProvider.java:1529) at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider.loadBarsWithInProgressBarCheck(PriceAggregationDataProvider.java:1393) at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider.loadRenkoData(PriceAggregationDataProvider.java:1544) at com.dukascopy.api.impl.History$42.run(History.java:1947) at com.dukascopy.api.impl.History$42.run(History.java:1944) at java.security.AccessController.doPrivileged(Native Method) at com.dukascopy.api.impl.History.getRenkoBars(History.java:1944) at com.dukascopy.api.impl.Indicators.loadBarsBeforeTimeAfter(Indicators.java:7143) at com.dukascopy.api.impl.Indicators.access$400(Indicators.java:58) at com.dukascopy.api.impl.Indicators$19.load(Indicators.java:7094) at com.dukascopy.api.impl.Indicators.feedDataToIndicator(Indicators.java:7211) at com.dukascopy.api.impl.Indicators.calculateIndicator(Indicators.java:7090) at com.dukascopy.api.impl.Indicators.calculateIndicator(Indicators.java:7061) at singlejartest.RSMAtest.onBar(RSMAtest.java:124) at com.dukascopy.api.impl.execution.post.PostRenkoTask.postData(PostRenkoTask.java:54) at com.dukascopy.api.impl.execution.AbstractPostDataTask.call(AbstractPostDataTask.java:43) at java.util.concurrent.FutureTask$Sync.innerRun(FutureTask.java:303) at java.util.concurrent.FutureTask.run(FutureTask.java:138) at com.dukascopy.api.impl.execution.ScienceThreadPoolExecutor$Worker.runTask(ScienceThreadPoolExecutor.java:904) at com.dukascopy.api.impl.execution.ScienceThreadPoolExecutor$Worker.run(ScienceThreadPoolExecutor.java:926) at java.lang.Thread.run(Thread.java:680) 2012-07-03 12:17:39 r: last - 30.24630, previous - 42.24422; s: last - 67.47782, previous = 81.42856 2012-07-03 12:18:43 r: last - 30.24630, previous - 42.24422; s: last - 67.47782, previous = 81.42856 2012-07-03 12:18:43 r: last - 16.27334, previous - 21.64905; s: last - 34.52760, previous = 51.27293 Order SELL 100000 EUR/USD @ MKT is sent at 2012-07-03 10:18:57.669 GMT by the strategy "RSMAtest": from the local computer Order FILLED at 1.25848 USD (#151481650 SELL 0.1 mil. EUR/USD @ MKT MAX SLIPPAGE 0.0003) - Position #38685663 2012-07-03 12:18:53 r: last - 15.05595, previous - 19.54646; s: last - 28.26383, previous = 39.04575 2012-07-03 12:19:16.765 ERROR LoadDataAction - Wrong data from file [/Users/tinfx/JForex/.cache/EURUSD/intraperiod/2012_07_03_10_ticks.bi5], read tick with time [2012.07.03 10:19:09 891], previous tick time [2012.07.03 10:19:10 336] com.dukascopy.charts.data.datacache.DataCacheException: Wrong data from file [/Users/tinfx/JForex/.cache/EURUSD/intraperiod/2012_07_03_10_ticks.bi5], read tick with time [2012.07.03 10:19:09 891], previous tick time [2012.07.03 10:19:10 336] at com.dukascopy.charts.data.datacache.CacheManager.readTicksFromFile(CacheManager.java:1443) at com.dukascopy.charts.data.datacache.LocalCacheManager.readTicksFromIntraPeriodFile(LocalCacheManager.java:1709) at com.dukascopy.charts.data.datacache.LocalCacheManager.readData(LocalCacheManager.java:1166) at com.dukascopy.charts.data.datacache.LoadDataAction$1.chunkLoaded(LoadDataAction.java:261) at com.dukascopy.charts.data.datacache.CurvesDataLoader.loadInCache(CurvesDataLoader.java:293) at com.dukascopy.charts.data.datacache.CurvesDataLoader.loadInCache(CurvesDataLoader.java:78) at com.dukascopy.charts.data.datacache.LoadDataAction.run(LoadDataAction.java:279) at com.dukascopy.charts.data.datacache.priceaggregation.AbstractLoadNumberOfPriceAggregationAction.loadDataForTimeInterval(AbstractLoadNumberOfPriceAggregationAction.java:816) at com.dukascopy.charts.data.datacache.priceaggregation.AbstractLoadNumberOfPriceAggregationAction.loadDataAfterTime(AbstractLoadNumberOfPriceAggregationAction.java:750) at com.dukascopy.charts.data.datacache.priceaggregation.AbstractLoadNumberOfPriceAggregationAction.performDirectRangeBarsLoad(AbstractLoadNumberOfPriceAggregationAction.java:535) at com.dukascopy.charts.data.datacache.priceaggregation.AbstractLoadNumberOfPriceAggregationAction.run(AbstractLoadNumberOfPriceAggregationAction.java:155) at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider.loadRenkoDataSynched(PriceAggregationDataProvider.java:1160) at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider.loadRenkoData(PriceAggregationDataProvider.java:1267) at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider$36.load(PriceAggregationDataProvider.java:1532) at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider$36.load(PriceAggregationDataProvider.java:1529) at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider.loadBarsWithInProgressBarCheck(PriceAggregationDataProvider.java:1393) at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider.loadRenkoData(PriceAggregationDataProvider.java:1544) at com.dukascopy.api.impl.History$42.run(History.java:1947) at com.dukascopy.api.impl.History$42.run(History.java:1944) at java.security.AccessController.doPrivileged(Native Method) at com.dukascopy.api.impl.History.getRenkoBars(History.java:1944) at com.dukascopy.api.impl.Indicators.loadBarsBeforeTimeAfter(Indicators.java:7143) at com.dukascopy.api.impl.Indicators.access$400(Indicators.java:58) at com.dukascopy.api.impl.Indicators$19.load(Indicators.java:7094) at com.dukascopy.api.impl.Indicators.feedDataToIndicator(Indicators.java:7211) at com.dukascopy.api.impl.Indicators.calculateIndicator(Indicators.java:7090) at com.dukascopy.api.impl.Indicators.calculateIndicator(Indicators.java:7061) at singlejartest.RSMAtest.onBar(RSMAtest.java:124) at com.dukascopy.api.impl.execution.post.PostRenkoTask.postData(PostRenkoTask.java:54) at com.dukascopy.api.impl.execution.AbstractPostDataTask.call(AbstractPostDataTask.java:43) at java.util.concurrent.FutureTask$Sync.innerRun(FutureTask.java:303) at java.util.concurrent.FutureTask.run(FutureTask.java:138) at com.dukascopy.api.impl.execution.ScienceThreadPoolExecutor$Worker.runTask(ScienceThreadPoolExecutor.java:904) at com.dukascopy.api.impl.execution.ScienceThreadPoolExecutor$Worker.run(ScienceThreadPoolExecutor.java:926) at java.lang.Thread.run(Thread.java:680) 2012-07-03 12:19:08 r: last - 16.27334, previous - 21.64905; s: last - 34.52760, previous = 51.27293 2012-07-03 12:19:14 r: last - 7.01322, previous - 8.92297; s: last - 12.21418, previous = 15.81154 2012-07-03 12:19:17 r: last - 0.00000, previous - 0.00000; s: last - 0.00000, previous = 0.00000 2012-07-03 12:19:25 r: last - 0.00000, previous - 0.00000; s: last - 0.00000, previous = 0.00000 2012-07-03 12:19:32 r: last - 0.00000, previous - 0.00000; s: last - 0.00000, previous = 0.00000 2012-07-03 12:24:26.016 ERROR LoadDataAction - Wrong data from file [/Users/tinfx/JForex/.cache/EURUSD/intraperiod/2012_07_03_10_ticks.bi5], read tick with time [2012.07.03 10:21:13 239], previous tick time [2012.07.03 10:21:15 214] com.dukascopy.charts.data.datacache.DataCacheException: Wrong data from file [/Users/tinfx/JForex/.cache/EURUSD/intraperiod/2012_07_03_10_ticks.bi5], read tick with time [2012.07.03 10:21:13 239], previous tick time [2012.07.03 10:21:15 214] at com.dukascopy.charts.data.datacache.CacheManager.readTicksFromFile(CacheManager.java:1443) at com.dukascopy.charts.data.datacache.LocalCacheManager.readTicksFromIntraPeriodFile(LocalCacheManager.java:1709) at com.dukascopy.charts.data.datacache.LocalCacheManager.readData(LocalCacheManager.java:1166) at com.dukascopy.charts.data.datacache.LoadDataAction$1.chunkLoaded(LoadDataAction.java:261) at com.dukascopy.charts.data.datacache.CurvesDataLoader.loadInCache(CurvesDataLoader.java:293) at com.dukascopy.charts.data.datacache.CurvesDataLoader.loadInCache(CurvesDataLoader.java:78) at com.dukascopy.charts.data.datacache.LoadDataAction.run(LoadDataAction.java:279) at com.dukascopy.charts.data.datacache.priceaggregation.AbstractLoadNumberOfPriceAggregationAction.loadDataForTimeInterval(AbstractLoadNumberOfPriceAggregationAction.java:816) at com.dukascopy.charts.data.datacache.priceaggregation.AbstractLoadNumberOfPriceAggregationAction.loadDataAfterTime(AbstractLoadNumberOfPriceAggregationAction.java:750) at com.dukascopy.charts.data.datacache.priceaggregation.AbstractLoadNumberOfPriceAggregationAction.performDirectRangeBarsLoad(AbstractLoadNumberOfPriceAggregationAction.java:535) at com.dukascopy.charts.data.datacache.priceaggregation.AbstractLoadNumberOfPriceAggregationAction.run(AbstractLoadNumberOfPriceAggregationAction.java:155) at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider.loadRenkoDataSynched(PriceAggregationDataProvider.java:1160) at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider.loadRenkoData(PriceAggregationDataProvider.java:1267) at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider$36.load(PriceAggregationDataProvider.java:1532) at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider$36.load(PriceAggregationDataProvider.java:1529) at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider.loadBarsWithInProgressBarCheck(PriceAggregationDataProvider.java:1393) at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider.loadRenkoData(PriceAggregationDataProvider.java:1544) at com.dukascopy.api.impl.History$42.run(History.java:1947) at com.dukascopy.api.impl.History$42.run(History.java:1944) at java.security.AccessController.doPrivileged(Native Method) at com.dukascopy.api.impl.History.getRenkoBars(History.java:1944) at com.dukascopy.api.impl.Indicators.loadBarsBeforeTimeAfter(Indicators.java:7143) at com.dukascopy.api.impl.Indicators.access$400(Indicators.java:58) at com.dukascopy.api.impl.Indicators$19.load(Indicators.java:7094) at com.dukascopy.api.impl.Indicators.feedDataToIndicator(Indicators.java:7211) at com.dukascopy.api.impl.Indicators.calculateIndicator(Indicators.java:7090) at com.dukascopy.api.impl.Indicators.calculateIndicator(Indicators.java:7061) at singlejartest.RSMAtest.onBar(RSMAtest.java:124) at com.dukascopy.api.impl.execution.post.PostRenkoTask.postData(PostRenkoTask.java:54) at com.dukascopy.api.impl.execution.AbstractPostDataTask.call(AbstractPostDataTask.java:43) at java.util.concurrent.FutureTask$Sync.innerRun(FutureTask.java:303) at java.util.concurrent.FutureTask.run(FutureTask.java:138) at com.dukascopy.api.impl.execution.ScienceThreadPoolExecutor$Worker.runTask(ScienceThreadPoolExecutor.java:904) at com.dukascopy.api.impl.execution.ScienceThreadPoolExecutor$Worker.run(ScienceThreadPoolExecutor.java:926) at java.lang.Thread.run(Thread.java:680) 2012-07-03 12:19:58 r: last - 0.00000, previous - 0.00000; s: last - 0.00000, previous = 0.00000 2012-07-03 12:24:18 r: last - 0.00000, previous - 0.00000; s: last - 0.00000, previous = 0.00000 2012-07-03 12:24:26 r: last - 0.00000, previous - 0.00000; s: last - 0.00000, previous = 0.00000 2012-07-03 12:24:47 r: last - 0.00000, previous - 0.00000; s: last - 0.00000, previous = 0.00000 2012-07-03 12:24:47 r: last - 41.28440, previous - 23.80952; s: last - 13.01879, previous = 4.76190 2012-07-03 12:25:30 r: last - 54.36720, previous - 41.28440; s: last - 23.89223, previous = 13.01879 2012-07-03 12:25:30 r: last - 64.30812, previous - 54.36720; s: last - 36.75385, previous = 23.89223 2012-07-03 12:25:43 r: last - 71.94713, previous - 64.30812; s: last - 51.14328, previous = 36.75385 Closing order BUY 100000 EUR/USD @ MKT is sent at 2012-07-03 10:25:55.308 GMT by the strategy "RSMAtest": from the local computer Order BUY 100000 EUR/USD @ MKT is sent at 2012-07-03 10:25:55.308 GMT by the strategy "RSMAtest": from the local computer Order FILLED at 1.25867 USD (#151482468 BUY 0.1 mil. EUR/USD @ MKT MAX SLIPPAGE 0.0005) - Position #38685663 Order FILLED at 1.25867 USD (#151482469 BUY 0.1 mil. EUR/USD @ MKT MAX SLIPPAGE 0.0003) - Position #38685933 2012-07-03 12:25:51 r: last - 73.23109, previous - 73.23109; s: last - 62.21161, previous = 52.56539 2012-07-03 12:27:01 r: last - 73.23109, previous - 73.23109; s: last - 62.21161, previous = 52.56539 2012-07-03 12:27:01 r: last - 73.23109, previous - 73.23109; s: last - 62.21161, previous = 52.56539 2012-07-03 12:27:01 r: last - 41.35067, previous - 54.43499; s: last - 73.73414, previous = 85.46401 2012-07-03 12:27:24 r: last - 45.63280, previous - 45.63280; s: last - 65.23433, previous = 76.10777 2012-07-03 12:27:43 r: last - 45.63280, previous - 45.63280; s: last - 65.23433, previous = 76.10777 2012-07-03 12:30:40.544 ERROR LoadDataAction - Wrong data from file [/Users/tinfx/JForex/.cache/EURUSD/intraperiod/2012_07_03_10_ticks.bi5], read tick with time [2012.07.03 10:30:07 428], previous tick time [2012.07.03 10:30:07 731] com.dukascopy.charts.data.datacache.DataCacheException: Wrong data from file [/Users/tinfx/JForex/.cache/EURUSD/intraperiod/2012_07_03_10_ticks.bi5], read tick with time [2012.07.03 10:30:07 428], previous tick time [2012.07.03 10:30:07 731] at com.dukascopy.charts.data.datacache.CacheManager.readTicksFromFile(CacheManager.java:1443) at com.dukascopy.charts.data.datacache.LocalCacheManager.readTicksFromIntraPeriodFile(LocalCacheManager.java:1709) at com.dukascopy.charts.data.datacache.LocalCacheManager.readData(LocalCacheManager.java:1166) at com.dukascopy.charts.data.datacache.LoadDataAction$1.chunkLoaded(LoadDataAction.java:261) at com.dukascopy.charts.data.datacache.CurvesDataLoader.loadInCache(CurvesDataLoader.java:293) at com.dukascopy.charts.data.datacache.CurvesDataLoader.loadInCache(CurvesDataLoader.java:78) at com.dukascopy.charts.data.datacache.LoadDataAction.run(LoadDataAction.java:279) at com.dukascopy.charts.data.datacache.priceaggregation.AbstractLoadNumberOfPriceAggregationAction.loadDataForTimeInterval(AbstractLoadNumberOfPriceAggregationAction.java:816) at com.dukascopy.charts.data.datacache.priceaggregation.AbstractLoadNumberOfPriceAggregationAction.loadDataAfterTime(AbstractLoadNumberOfPriceAggregationAction.java:750) at com.dukascopy.charts.data.datacache.priceaggregation.AbstractLoadNumberOfPriceAggregationAction.performDirectRangeBarsLoad(AbstractLoadNumberOfPriceAggregationAction.java:535) at com.dukascopy.charts.data.datacache.priceaggregation.AbstractLoadNumberOfPriceAggregationAction.run(AbstractLoadNumberOfPriceAggregationAction.java:155) at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider.loadRenkoDataSynched(PriceAggregationDataProvider.java:1160) at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider.loadRenkoData(PriceAggregationDataProvider.java:1267) at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider$36.load(PriceAggregationDataProvider.java:1532) at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider$36.load(PriceAggregationDataProvider.java:1529) at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider.loadBarsWithInProgressBarCheck(PriceAggregationDataProvider.java:1393) at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider.loadRenkoData(PriceAggregationDataProvider.java:1544) at com.dukascopy.api.impl.History$42.run(History.java:1947) at com.dukascopy.api.impl.History$42.run(History.java:1944) at java.security.AccessController.doPrivileged(Native Method) at com.dukascopy.api.impl.History.getRenkoBars(History.java:1944) at com.dukascopy.api.impl.Indicators.loadBarsBeforeTimeAfter(Indicators.java:7143) at com.dukascopy.api.impl.Indicators.access$400(Indicators.java:58) at com.dukascopy.api.impl.Indicators$19.load(Indicators.java:7094) at com.dukascopy.api.impl.Indicators.feedDataToIndicator(Indicators.java:7211) at com.dukascopy.api.impl.Indicators.calculateIndicator(Indicators.java:7090) at com.dukascopy.api.impl.Indicators.calculateIndicator(Indicators.java:7061) at singlejartest.RSMAtest.onBar(RSMAtest.java:124) at com.dukascopy.api.impl.execution.post.PostRenkoTask.postData(PostRenkoTask.java:54) at com.dukascopy.api.impl.execution.AbstractPostDataTask.call(AbstractPostDataTask.java:43) at java.util.concurrent.FutureTask$Sync.innerRun(FutureTask.java:303) at java.util.concurrent.FutureTask.run(FutureTask.java:138) at com.dukascopy.api.impl.execution.ScienceThreadPoolExecutor$Worker.runTask(ScienceThreadPoolExecutor.java:904) at com.dukascopy.api.impl.execution.ScienceThreadPoolExecutor$Worker.run(ScienceThreadPoolExecutor.java:926) at java.lang.Thread.run(Thread.java:680) 2012-07-03 12:27:43 r: last - 41.35067, previous - 54.43499; s: last - 73.73414, previous = 85.46401 2012-07-03 12:30:37 r: last - 41.35067, previous - 54.43499; s: last - 73.73414, previous = 85.46401 2012-07-03 12:31:13 r: last - 35.69188, previous - 45.63280; s: last - 63.24615, previous = 76.10777 2012-07-03 12:31:13 r: last - 35.69188, previous - 45.63280; s: last - 63.24615, previous = 76.10777 2012-07-03 12:31:55 r: last - 28.05287, previous - 35.69188; s: last - 48.85672, previous = 63.24615 Closing order SELL 100000 EUR/USD @ MKT is sent at 2012-07-03 10:31:59.195 GMT by the strategy "RSMAtest": from the local computer Order SELL 100000 EUR/USD @ MKT is sent at 2012-07-03 10:31:59.195 GMT by the strategy "RSMAtest": from the local computer Order FILLED at 1.25786 USD (#151482871 SELL 0.1 mil. EUR/USD @ MKT MAX SLIPPAGE 0.0005) - Position #38685933 Order FILLED at 1.25792 USD (#151482873 SELL 0.1 mil. EUR/USD @ MKT MAX SLIPPAGE 0.0003) - Position #38686043 2012-07-03 12:31:55 r: last - 17.84594, previous - 17.84594; s: last - 25.19226, previous = 31.62307 2012-07-03 12:32:09 r: last - 17.84594, previous - 17.84594; s: last - 25.19226, previous = 31.62307 2012-07-03 12:33:51.179 ERROR LoadDataAction - Wrong data from file [/Users/tinfx/JForex/.cache/EURUSD/intraperiod/2012_07_03_10_ticks.bi5], read tick with time [2012.07.03 10:33:17 061], previous tick time [2012.07.03 10:33:17 569] com.dukascopy.charts.data.datacache.DataCacheException: Wrong data from file [/Users/tinfx/JForex/.cache/EURUSD/intraperiod/2012_07_03_10_ticks.bi5], read tick with time [2012.07.03 10:33:17 061], previous tick time [2012.07.03 10:33:17 569] at com.dukascopy.charts.data.datacache.CacheManager.readTicksFromFile(CacheManager.java:1443) at com.dukascopy.charts.data.datacache.LocalCacheManager.readTicksFromIntraPeriodFile(LocalCacheManager.java:1709) at com.dukascopy.charts.data.datacache.LocalCacheManager.readData(LocalCacheManager.java:1166) at com.dukascopy.charts.data.datacache.LoadDataAction$1.chunkLoaded(LoadDataAction.java:261) at com.dukascopy.charts.data.datacache.CurvesDataLoader.loadInCache(CurvesDataLoader.java:293) at com.dukascopy.charts.data.datacache.CurvesDataLoader.loadInCache(CurvesDataLoader.java:78) at com.dukascopy.charts.data.datacache.LoadDataAction.run(LoadDataAction.java:279) at com.dukascopy.charts.data.datacache.priceaggregation.AbstractLoadNumberOfPriceAggregationAction.loadDataForTimeInterval(AbstractLoadNumberOfPriceAggregationAction.java:816) at com.dukascopy.charts.data.datacache.priceaggregation.AbstractLoadNumberOfPriceAggregationAction.loadDataAfterTime(AbstractLoadNumberOfPriceAggregationAction.java:750) at com.dukascopy.charts.data.datacache.priceaggregation.AbstractLoadNumberOfPriceAggregationAction.performDirectRangeBarsLoad(AbstractLoadNumberOfPriceAggregationAction.java:535) at com.dukascopy.charts.data.datacache.priceaggregation.AbstractLoadNumberOfPriceAggregationAction.run(AbstractLoadNumberOfPriceAggregationAction.java:155) at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider.loadRenkoDataSynched(PriceAggregationDataProvider.java:1160) at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider.loadRenkoData(PriceAggregationDataProvider.java:1267) at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider$36.load(PriceAggregationDataProvider.java:1532) at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider$36.load(PriceAggregationDataProvider.java:1529) at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider.loadBarsWithInProgressBarCheck(PriceAggregationDataProvider.java:1393) at com.dukascopy.charts.data.datacache.priceaggregation.dataprovider.PriceAggregationDataProvider.loadRenkoData(PriceAggregationDataProvider.java:1544) at com.dukascopy.api.impl.History$42.run(History.java:1947) at com.dukascopy.api.impl.History$42.run(History.java:1944) at java.security.AccessController.doPrivileged(Native Method) at com.dukascopy.api.impl.History.getRenkoBars(History.java:1944) at com.dukascopy.api.impl.Indicators.loadBarsBeforeTimeAfter(Indicators.java:7143) at com.dukascopy.api.impl.Indicators.access$400(Indicators.java:58) at com.dukascopy.api.impl.Indicators$19.load(Indicators.java:7094) at com.dukascopy.api.impl.Indicators.feedDataToIndicator(Indicators.java:7211) at com.dukascopy.api.impl.Indicators.calculateIndicator(Indicators.java:7090) at com.dukascopy.api.impl.Indicators.calculateIndicator(Indicators.java:7061) at singlejartest.RSMAtest.onBar(RSMAtest.java:124) at com.dukascopy.api.impl.execution.post.PostRenkoTask.postData(PostRenkoTask.java:54) at com.dukascopy.api.impl.execution.AbstractPostDataTask.call(AbstractPostDataTask.java:43) at java.util.concurrent.FutureTask$Sync.innerRun(FutureTask.java:303) at java.util.concurrent.FutureTask.run(FutureTask.java:138) at com.dukascopy.api.impl.execution.ScienceThreadPoolExecutor$Worker.runTask(ScienceThreadPoolExecutor.java:904) at com.dukascopy.api.impl.execution.ScienceThreadPoolExecutor$Worker.run(ScienceThreadPoolExecutor.java:926) at java.lang.Thread.run(Thread.java:680) 2012-07-03 12:32:09 r: last - 57.43284, previous - 41.69427; s: last - 31.41303, previous = 26.59312 2012-07-03 12:33:48 r: last - 66.52565, previous - 55.93358; s: last - 40.31046, previous = 32.00533 2012-07-03 12:34:00 r: last - 69.25156, previous - 59.82738; s: last - 40.78928, previous = 26.93896 2012-07-03 12:34:28 r: last - 64.30812, previous - 64.30812; s: last - 49.61547, previous = 36.75385 2012-07-03 12:36:01 r: last - 64.30812, previous - 64.30812; s: last - 49.61547, previous = 36.75385 2012-07-03 12:36:01 r: last - 39.10801, previous - 52.00507; s: last - 58.86045, previous = 61.03885 2012-07-03 12:36:58 r: last - 44.06642, previous - 44.06642; s: last - 61.80796, previous = 67.99467
Attachments: |
errorlog.rtf [38.5 KiB]
Downloaded 283 times
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DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on
this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control
on their content. Anyone accessing this webpage and downloading or otherwise making use of any document,
data or information found on this webpage shall do it on his/her own risks without any recourse against
Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from
the use and/or reliance on any document, data or information found on this webpage.
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Tinfx
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Post subject: Re: mA on indicator |
Post rating: 0
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Posted: Tue 03 Jul, 2012, 11:58
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User rating: 0
Joined: Sun 22 Apr, 2012, 19:19 Posts: 54 Location: United KingdomUnited Kingdom
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Sorry, java file attached.
Attachments: |
RSMAtest.java [10.42 KiB]
Downloaded 371 times
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DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on
this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control
on their content. Anyone accessing this webpage and downloading or otherwise making use of any document,
data or information found on this webpage shall do it on his/her own risks without any recourse against
Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from
the use and/or reliance on any document, data or information found on this webpage.
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API Support
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Post subject: Re: mA on indicator |
Post rating: 0
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Posted: Wed 04 Jul, 2012, 14:25
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
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Also please provide the program that runs the strategy.
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Tinfx
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Post subject: Re: mA on indicator |
Post rating: 0
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Posted: Wed 04 Jul, 2012, 18:43
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User rating: 0
Joined: Sun 22 Apr, 2012, 19:19 Posts: 54 Location: United KingdomUnited Kingdom
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Main.java attached
T
Attachments: |
Main.java [5.02 KiB]
Downloaded 304 times
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DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on
this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control
on their content. Anyone accessing this webpage and downloading or otherwise making use of any document,
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API Support
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Post subject: Re: mA on indicator |
Post rating: 0
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Posted: Thu 05 Jul, 2012, 12:13
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
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We could not replicate the issue, could you please check if changing the cache location or cleaning the cache solves the issue?
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