Hello,

I'm practice with a simple strategy, that sends me an email if the EMA20 crosses the EMA80 for example.
Sometimes, it is correct, but most of the time not
I have no idea why? Can someone help me with this?

Here is the code:

  private Period period = Period.TEN_MINS;

  public IFeedDescriptor feedDescriptor = new TimePeriodAggregationFeedDescriptor(Instrument.EURUSD, period,
      OfferSide.BID, Filter.NO_FILTER);

  @Override
  public void onStart(IContext context) throws JFException {
    this.console = context.getConsole();
    this.indicators = context.getIndicators();
    this.context = context;
    context.setSubscribedInstruments(java.util.Collections.singleton(feedDescriptor.getInstrument()), true);
    context.subscribeToFeed(feedDescriptor, this);
  }

  @Override
  public void onFeedData(IFeedDescriptor feedDescriptor, ITimedData feedData) {

    try {
      double[] ema80 = indicators.ema(feedDescriptor, AppliedPrice.CLOSE, feedDescriptor.getOfferSide(), 80).calculate(
          3, feedData.getTime(), 0);

      double[] ema20 = indicators.ema(feedDescriptor, AppliedPrice.CLOSE, feedDescriptor.getOfferSide(), 20).calculate(
          3, feedData.getTime(), 0);

      this.ema20pre = ema20[0];
      this.ema80pre = ema80[0];

      this.ema20current = ema20[2];
      this.ema80current = ema80[2];

      final SimpleDateFormat dateFormat = new SimpleDateFormat("dd/MM/yyyy HH:mm:ss");
      dateFormat.setTimeZone(TimeZone.getTimeZone("GMT"));
      
      
      if (ema20pre < ema80pre && ema20current > ema80current) {
        // cross up
        sendMail("Stijgend :" + dateFormat.format(new Date(feedData.getTime())) + "\r\n");
      } else if (ema20pre > ema80pre && ema20current < ema80current) {
        // cross down
        sendMail("Dalend :" + dateFormat.format(new Date(feedData.getTime())) + "\r\n");
      }
    } catch (JFException e) {
      e.printStackTrace();
    }
  }

There are two reasons:
1) Code compares 0th and 2nd bars, while 1st bar can have any value
2) Using 0th bar to detect a cross is unstable because this bar is not finished yet. Final value of the bar is going to be different than value at the beginning.

A more precise way would be to use 2nd and 1st bar to test for cross but this would introduce a delay. So it is a tradeoff between precision and speed.