Hi Support,
I have to issues regarding my code that I hope you could help me out with:
- the strategy doesn't open the reversed position when the candle cross through the sma (as shown in the code below);
- the for(IOrder o: engine.getOrders()){System.out.println(o.getClosePrice());}; shows only 0.0;
Thank you for your precious help!
package jforex;
import com.dukascopy.api.*;
import com.dukascopy.api.Filter;
import com.dukascopy.api.IAccount;
import com.dukascopy.api.IBar;
import com.dukascopy.api.IConsole;
import com.dukascopy.api.IContext;
import com.dukascopy.api.IEngine.OrderCommand;
import com.dukascopy.api.IEngine;
import com.dukascopy.api.IHistory;
import com.dukascopy.api.IIndicators.AppliedPrice;
import com.dukascopy.api.IIndicators;
import com.dukascopy.api.IMessage;
import com.dukascopy.api.IOrder;
import com.dukascopy.api.IStrategy;
import com.dukascopy.api.ITick;
import com.dukascopy.api.Instrument;
import com.dukascopy.api.JFException;
import com.dukascopy.api.OfferSide;
import com.dukascopy.api.Period;
import java.io.*;
import java.io.PrintStream;
import java.text.*;
import java.text.DecimalFormat;
import java.sql.Timestamp;
import java.text.SimpleDateFormat;
import java.util.Date;
public class EasySMA implements IStrategy{
private IEngine engine;
private IHistory history;
private IIndicators indicators;
private IOrder order;
private IConsole console;
private int counter = 0;
private PrintStream print;
public static DecimalFormat df = new DecimalFormat("0.0000");
public Instrument instrument = Instrument.EURUSD;
public Period selectedPeriod = Period.ONE_HOUR;
public Filter indicatorFilter = Filter.ALL_FLATS;
public double amount = 0.02;
public int stopLossPips = 50;
public int takeProfitPips = 190;
public int smaTimePeriod = 200;
public String label;
public void onStart(IContext context)throws JFException{
console = context.getConsole();
this.engine = context.getEngine();
this.history = context.getHistory();
this.indicators = context.getIndicators();
System.out.println("System Test");
}
public void onAccount (IAccount account)throws JFException{
}
public void onMessage (IMessage message)throws JFException{
}
public void onStop() throws JFException{
for (IOrder order : engine.getOrders()){
engine.getOrder(order.getLabel()).close();
}
}
public void onTick(Instrument instrument,ITick tick)throws JFException{
}
public void onBar(Instrument instrument,Period period,IBar askbar, IBar bidBar)throws JFException{
if(!instrument.equals(Instrument.EURUSD)||!period.equals(Period.ONE_HOUR))
return;
IBar prevBar = history.getBar(instrument, selectedPeriod, OfferSide.BID, 1);
IBar currBar = history.getBar(instrument, selectedPeriod, OfferSide.BID, 0);
double[] sma = indicators.sma(this.instrument, selectedPeriod, OfferSide.BID, IIndicators.AppliedPrice.CLOSE, smaTimePeriod,indicatorFilter,200,prevBar.getTime(),0);
if (prevBar.getOpen()< sma[199] && prevBar.getClose()> sma[199]){for(IOrder o : engine.getOrders()){if(o.getState()== IOrder.State.FILLED){o.close();}};submitOrder(OrderCommand.BUY);System.out.println("BUY");}
if (prevBar.getOpen()> sma[199] && prevBar.getClose()< sma[199]){for(IOrder o : engine.getOrders()){if(o.getState()== IOrder.State.FILLED){o.close();}};submitOrder(OrderCommand.SELL);System.out.println("SELL");}
long time = currBar.getTime();
Date d = new Date(time);
System.out.println(d);
System.out.println("sma[0]: " + sma[0]);
System.out.println("sma[1]: " + sma[1]);
System.out.println("sma[2]: " + sma[2]);
System.out.println("sma[198]: " + sma[198]);
System.out.println("sma[199]: " + sma[199]);
System.out.println("Active orders: " + engine.getOrders());
System.out.println(label);
for(IOrder o: engine.getOrders()){System.out.println(o.getClosePrice());};
}
private IOrder submitOrder(OrderCommand orderCmd) throws JFException{
double stopLossPrice, takeProfitPrice;
if (orderCmd==OrderCommand.BUY){stopLossPrice = history.getLastTick(this.instrument).getBid()-getPipPrice(this.stopLossPips);
takeProfitPrice = history.getLastTick(this.instrument).getBid()+getPipPrice(this.takeProfitPips);}
else
{stopLossPrice = history.getLastTick(this.instrument).getAsk()+getPipPrice(this.stopLossPips);
takeProfitPrice = history.getLastTick(this.instrument).getAsk()-getPipPrice(this.takeProfitPips);}
return engine.submitOrder(getLabel(instrument),this.instrument,orderCmd,this.amount,0,20,stopLossPrice,takeProfitPrice,0);
}
protected String getLabel(Instrument instrument){
label = instrument.name();
label = label + (counter++);
label = label.toUpperCase();
return label;
}
private double getPipPrice(int pips){
return pips * this.instrument.getPipValue();
}
}
