Hi,

I'm trying to develop a system with two simple rules.
1) Buy when previous ONE_HOUR bar is a hammer and current FIFTEEN bar closes above previous one_hour bar high.
Example:
Hour bar 7:00 is a hammer with 1.44 high
7:15 bar closes 1.4405

When I submit the order in the fifteen minute period I expect to fill the order at 7:15:04 seconds (for example)
But when I check the report.html I see than the order is filled at 7:30. All orders are filled at xx:30 minutes.

My code is the following.

TesterMain.java

client.setDataInterval(Period.ONE_MIN, OfferSide.BID,
            InterpolationMethod.FOUR_TICKS, dateFrom.getTime(),
            dateTo.getTime());

Strategy.java

   final SimpleDateFormat sdfHourTwoDigits = new SimpleDateFormat("HH");
   final SimpleDateFormat sdfMinutesTwoDigits = new SimpleDateFormat("mm");
        
   sdfHourTwoDigits.setTimeZone(TimeZone.getTimeZone("GMT"));
   sdfMinutesTwoDigits.setTimeZone(TimeZone.getTimeZone("GMT"));

@Override
   public void onBar(Instrument instrument, Period period, IBar askBar,
         IBar bidBar) throws JFException {

          if (period.equals(Period.FIFTEEN_MINS)) {

            String minutes = sdfMinutesTwoDigits.format(bidBar.getTime());

            // get the first 15 minutes bar after a one_hour close
       if (minutes.equals("15")) {

                 oneHourBar= history.getBar(instrument, Period.ONE_HOUR,
                  OfferSide.ASK, 0);

                 // this is when I expect to fill the order at xx:15:xx, not at xx:30:xx
                 if conditions{
                        engine.submitOrder(bean.getLabel(),
                        instrument, OrderCommand.BUY, size, 0, 5,
                        stopLossPrice, 0);
                 }

             }


          }
}

Can you help me please?

The method getTime returns the time of the bar beginning. So at 14:30 it will return 14:15 for 15-minutes bars.

I changed the period to one minute and now orders are filled at xx:16:xx.

Thanks hebasto!