I was surprised not to have a matching between the 2 same stochastic indicators, with different shifts
example below printing time+","+ stochshift0[0]+","+stochshift1[0], I expected to see matching one bar period later, but 61 != 59 and 38 != 36

21:29:50 2013-08-21 09:30:00, 76.77527151211142, 61.457811194651185
21:29:50 2013-08-21 09:15:00, 59.70342522974027, 38.30409356724653
21:29:50 2013-08-21 09:00:00, 36.84210526314978, 33.78995433789461

thanks for explanations

full strategy

package jforex;

import java.util.*;

import com.dukascopy.api.*;
import java.text.DateFormat;
import java.text.SimpleDateFormat;

public class Stoch implements IStrategy {
    private IEngine engine;
    private IConsole console;
    private IHistory history;
    private IContext context;
    private IIndicators indicators;
    private IUserInterface userInterface;
    
    Period period = Period.FIFTEEN_MINS;
    Instrument instrument1 = Instrument.EURCHF;
    
    DateFormat df = new SimpleDateFormat("yyyy-MM-dd HH:mm:ss");
    
    public void onStart(IContext context) throws JFException {
        this.engine = context.getEngine();
        this.console = context.getConsole();
        this.history = context.getHistory();
        this.context = context;
        this.indicators = context.getIndicators();
        this.userInterface = context.getUserInterface();
        df.setTimeZone(TimeZone.getTimeZone("GMT"));
    }

    public void onAccount(IAccount account) throws JFException {
    }

    public void onMessage(IMessage message) throws JFException {
    }

    public void onStop() throws JFException {
    }

    public void onTick(Instrument instrument, ITick tick) throws JFException {
    }
    
    public void onBar(Instrument instrument, Period p, IBar askBar, IBar bidBar) throws JFException {
        if (instrument==instrument1 && p == period ){
            double[] stoch0 = indicators.stoch(instrument1, period, OfferSide.BID, 5, 3, IIndicators.MaType.SMA, 3, IIndicators.MaType.SMA, 0);
            double[] stoch1 = indicators.stoch(instrument1, period, OfferSide.BID, 5, 3, IIndicators.MaType.SMA, 3, IIndicators.MaType.SMA, 1);
            console.getOut().println(df.format(askBar.getTime())+","+stoch0[0]+","+stoch1[0]);
        }
    }
}

0th bar is the currently forming one, the values of which change on every tick. In onBar method for the respective period 0th bar will be a flat bar aggregated from 0 ticks, because the last bar has just finished and the current one has just began forming. So you just have to see how much sense does it make to calculate an indicator on a flat bar.

Just to say in Java what Support have mentioned:

            double[] stoch0 = indicators.stoch(instrument1, period, OfferSide.BID, 5, 3, IIndicators.MaType.SMA, 3, IIndicators.MaType.SMA, 1);
            double[] stoch1 = indicators.stoch(instrument1, period, OfferSide.BID, 5, 3, IIndicators.MaType.SMA, 3, IIndicators.MaType.SMA, 2);

If you modify your code like this, you will get what you are up to:

20:45:00 2013-09-02 20:30:00,30.159041109786738,39.24023769097511
20:29:59 2013-09-02 20:15:00,39.24023769097511,44.840777502069045

This (that you always use shift>0 for indicator calculation) can be a general rule of thumb.

thank you both for the tips