Greetings, recently i code an strategy that use multiple timeframes and instruments but whats the purpose of use the method setSubscribedInstruments, if the code doesn't respect that statement and open orders with an instrument that isnt subscribed? This doesnt happen on Historical Tester but it happens on Demo mode, even if i subscribe a set of instrument.

If i run a a simple compare like this:

for (Instrument instr2 : subscribedInstruments5){
if (instrument.equals(instr2)){
//some code
}
}

To filter out just the instruments subscribed in subscribedInstruments5
using the follow statements:

subscribedInstruments5.add(Instrument.EURUSD);
subscribedInstruments5.add(Instrument.USDJPY);
subscribedInstruments5.add(Instrument.AUDJPY);
subscribedInstruments5.add(Instrument.AUDNZD);

context.setSubscribedInstruments(subscribedInstruments5);

It doesnt work, also opens positions with instruments that i doesnt even subscribed.

It also happens if i use the method contains like this:

if (selectedInstruments5.contains(instrument))

So is there a way to compare multiple instruments in an strategy?

Thanks for your time, best regards.

Obvioulsy you can't open orders for instruments that are not subscribed, you can find out already subscribed instruments by calling ICotext.getSubscribedInstruments. In work with live data the strategy works with all instruments that are currently subscribed by the platform. IContext.setSubscribedInstruments (use the 2-argument method for synchronous subscription) is for the case when you need to make sure to have the particular instruments subscribed, but it will not remove the instruments that are already subscribed in the platform. Please read our wiki:
https://www.dukascopy.com/wiki/#Subscribe_to_an_instrument