To Dukascopy Support,

Kindly tell me how to fetch the opening price of the last trade taken when there is no trade open (when order == null). Thanks.

Jimmy.

You may refer to this post in the forum which uses the
IHistory object which is fetched using IContext.getHistory()
Using that object you could possibly iterate/search for the latest dated closed order.
If you're able to find the historical IOrder you want, then use getOpenPrice()
I have not actually done this myself, so not absolutely sure of the details.

How can I get my historical closed positions?
viewtopic.php?f=65&t=45371&p=59575&hilit=closed#p59575

I am sorry but I did not completely follow the method that you suggested. Also, I believe that the topic you suggested has the code snippet to fetch the historical order between a certain specified time frame. In my case, there is no specified time frame. I just want to fetch the opening price of only the last trade taken. Thanks anyway.

Surely you know whether it was within the past 24 hours (or whatever, not sure how far back it goes), and the final date could certainly be NOW. So please explain why doesn't that answer your question?

Hi JimmyHowl8:

The way hiperscalper says is one way if you know the instrument where the last order was ended or get the last order on all intruments and compare the time of close to get the last one closed (this is independent from the timeframe where the order was submited).

If you want to have a class order object with the last closed order (and get any value you want from it) i may advise you to use onMessage() method storing the last closed order in this variable object with the event "ORDER_CLOSE_OK". Of course this approach only works if the last order was closed with the strategy running and if the instrument of the closed order was subscribed.

I hope that helps

Best regards

JL

Could you also plz provide a code snippet or a wiki example? Thanks.

Read the first paragraph of this wiki article:
https://www.dukascopy.com/wiki/#Order_state
There you will also find the link for order history retrieval, for active order retrieval see:
https://www.dukascopy.com/wiki/#Order_Management

I understood the logic behind it all but could you also provide a code snippet?

The links that we provided and/or referred to are already supplied with the examples, if you need to find a historical order, see:
https://www.dukascopy.com/wiki/#Order_history

Hi JimmyHowl8:

In the example i suggest in the onMessage() method please see this snipet code :

public void onMessage(IMessage message) throws JFException {
        // get the order at order close
        if(message.getType() == IMessage.Type.ORDER_CLOSE_OK){
            //you need to have declared this variable as class variable usually at start of the strategy class
            lastOrderClose = message.getOrder();
            //later you can use this variable to get order data for example lastOrderClosed.getOpenPrice()
        }
}

Hope that helps

Best regards

JL

To Jlongo / Jforex Support,

I have tried to modify the strategy as suggested by you but there is still an error. Kindly help me get rid of it. The conditions are as follows:

- When conditions for a buy trade meet, the strategy should check whether the preceding trade was a buy trade. If it was, the current buy trade should be taken only if it crosses the preceding buy trade's opening price. And if the preceding trade was a sell trade, the current buy trade should be taken normally as soon as the conditions are met.

- Similarly, for the sell trade, when conditions for a sell trade meet, the strategy should check whether the preceding trade was a sell trade. If it was, the current sell trade should be taken only if it crosses the preceding sell trade's opening price. And if the preceding trade was a buy trade, the current sell trade should be taken normally as soon as the conditions are met.

Regards,

Jimmy.

Hi JimmyHowl8:

I have done a fast read at your strategy... you don't check the direction of lastorderclosed. You can do that with lastorderclosed.getOrderCommand() and use it on your conditions.

Hope that helps.

Best regards

JL

To Jlongo,

Here is the modified strategy which checks the direction of the last order closed. But the afore-mentioned error still persists. Please help.

Regards,

Jimmy.

Hi JimmyHowl8:

You need to say what error happens...

Best regards

JL

To Jlongo,

M sorry. Here is the error :

0022-05-05 22:00:01 lastorderclosed cannot be resolved
0022-05-05 22:00:01 if (lastorderclosed.getOrderCommand() == OrderCommand.SELL && tick1.getBid() < lastorderclosed.getOpenPrice() && prevBar.getOpen() > sma && prevBar.getClose() < sma && order == null){

0022-05-05 22:00:01 4. ERROR in C:\Users\Mankind\AppData\Local\Temp\jfxide\tmp\compile\SMASimpleStrategymodify3.java (at line 97)

0022-05-05 22:00:01 lastorderclosed cannot be resolved
0022-05-05 22:00:01 if (lastorderclosed.getOrderCommand() == OrderCommand.SELL && tick1.getBid() < lastorderclosed.getOpenPrice() && prevBar.getOpen() > sma && prevBar.getClose() < sma && order == null){

0022-05-05 22:00:01 3. ERROR in C:\Users\Mankind\AppData\Local\Temp\jfxide\tmp\compile\SMASimpleStrategymodify3.java (at line 97)

0022-05-05 22:00:01 lastorderclosed cannot be resolved
0022-05-05 22:00:01 if (lastorderclosed.getOrderCommand() == OrderCommand.BUY && tick1.getBid() > lastorderclosed.getOpenPrice() && prevBar.getOpen() < sma && prevBar.getClose() > sma && order == null){

0022-05-05 22:00:01 2. ERROR in C:\Users\Mankind\AppData\Local\Temp\jfxide\tmp\compile\SMASimpleStrategymodify3.java (at line 93)

0022-05-05 22:00:01 lastorderclosed cannot be resolved
0022-05-05 22:00:01 if (lastorderclosed.getOrderCommand() == OrderCommand.BUY && tick1.getBid() > lastorderclosed.getOpenPrice() && prevBar.getOpen() < sma && prevBar.getClose() > sma && order == null){

0022-05-05 22:00:01 1. ERROR in C:\Users\Mankind\AppData\Local\Temp\jfxide\tmp\compile\SMASimpleStrategymodify3.java (at line 93)

Regards,

Jimmy.

Hi JimmyHowl8:

I not have see your code, but by the error, seems that the variable lastorderclosed don't is initiated or is null.

In first place you need to make the variable lastorderclosed available to all class, for that you declare it after the configurable parameters "Iorder lastorderclosed = null"

Also you must remember, at strategy start you don't have any closed order, you need to implement a check if the lastorderclosed is null and make the conditions without the check to this variable. If we have a lastorderclosed the conditions can use the variable.

I hope that helps

Best regards

JL