My strategy takes multiple positions and merge them with one StopLoss and one TakeProfit for the new merged position.

When I run the strategy in realtime I always have problems after a few trades because the strategy doesn't merge the positions because of errors in takeProfitPrice or StopLossPrice (TAKE PROFIT Invalid price format - please use increments of 0.1 pip.)

I have tried to change this:

private double getRoundedPrice(double price) {
BigDecimal bd = new BigDecimal(price);
bd = bd.setScale(instrument.getPipScale() + 1, RoundingMode.HALF_UP);
return bd.doubleValue();
}

private double getRoundedPips(double pips) {
BigDecimal bd = new BigDecimal(pips);
bd = bd.setScale(1, RoundingMode.HALF_UP);
return bd.doubleValue();
}
with this:

private double roundToPippette(double price, Instrument instrument) {
return round(price, instrument.getPipScale() + 1);
}


private double round(double pips, int decimalPlaces) {
return (new BigDecimal(pips)).setScale(decimalPlaces, BigDecimal.ROUND_HALF_UP).doubleValue();


}

with no effect. Can you provide me a HELP ?

PS: When I run the strategy in historical tester i don't have any problems or errors ???

Thank you

So where exactly in your strategy you round the take profit price before calling IEngine.submitOrder?

Sorry but i have no idea because the strategy has been written by the Dukascopy team. I am not a java programmer and just tried to change some coding that i found in the jforex wiki.
This strategy must be changed in a way to round the StopLoss and the TakeProfitPrice after the merging process.

Can you find where the problem lies ?

Hello,

Change only one line, no. 151,

from:

IOrder order = engine.submitOrder(getLabel(instrument), instrument, orderCmd, amount, 0, slippage, stopLossPrice, takeProfitPrice);

to:

IOrder order = engine.submitOrder(getLabel(instrument), instrument, orderCmd, amount, 0, slippage, getRoundedPrice(stopLossPrice), getRoundedPrice(takeProfitPrice));

It should help.

Best regards,
Kurak

Hello kurak777. I appreciate your help but the problem remain !
I think that the problem is after the merging process when the strategy delete all existing orders and place a new order with a new stop loss and a new take profit. I have tried many things but none has worked.

Any idea ?

Hi!

I would change also lines 230 and 238:

230 change from:

 mergedOrder.setStopLossPrice(slPrice); 

to:

mergedOrder.setStopLossPrice(getRoundedPrice(slPrice));

and 238 change from:

mergedOrder.setTakeProfitPrice(tpPrice); 

to:

mergedOrder.setTakeProfitPrice(getRoundedPrice(tpPrice));

Best regards,
Kurak

Hello Kurak,

You are a king ! You have solved my problem.
Thank you very very much !