Dukascopy Support Board • View topic - Stopping the strategy processing further when the markets are closed?

Chrysos

Hi,

How can I stop the strategy processing furrther when the markets are closed? And when are the markets closed? I know weekends but what about Christmas, NYE, Easter, Japanese holidays etc? I need it to return once the markets are closed and VOLUME = 0. Is it valid to just code as directly below or must I also use askBar.getVolume()?

double inVolume = bidBar.getVolume();
        if (inVolume <= 0.0)
            return;

I have these 2 snippets of code. I know the 2nd one (green) works, but I'm not sure the 1st one does. If the strategy encounters volume = 0.0 and O=C=H=L, e.g. 2/02/2018 22:00 87.237 87.237 87.237 87.237 0, it stops due to caught exception.

1.
long timeOfLastTick = myHistory.getLastTick(instrument).getTime();
        if (myIDataService.isOfflineTime(timeOfLastTick))
            return;

2.
        if (!timeAllowsTrades(instrument, bidBar.getTime(), myBeginTime, myEndTime))
            return;
...
private boolean timeAllowsTrades(Instrument instrument, long barTime, int beginHour, int endHour) throws JFException{
        boolean allowsTrades = false;
        Calendar cal = Calendar.getInstance(TimeZone.getTimeZone("GMT"));
        cal.setTimeInMillis(barTime);
        int sysDay  = cal.get(Calendar.DAY_OF_WEEK);
        int sysHour = cal.get(Calendar.HOUR_OF_DAY);
        
        if (sysHour >= beginHour && sysHour < endHour)  
            allowsTrades = true;
        
        if ((sysDay == 6 && sysHour >= 20) || sysDay == 7 || sysDay == 1) // Saturday == 7 || Sunday == 1 
            allowsTrades = false;

        return allowsTrades;
    }

I tried searching wiki, but got no definitive answer.

Thanks,
Chrysos.

API Support

Each instrument can have different market hours. They can also change dynamically.
The methods that you described are valid.
JForex has also a separate method that tells if an istrument is currently tradable - IEngine.isTradable

CriticalSection

Chrysos, in addition to the IEngine.isTradable method linked by API Support above, you might also consider the following sections of the wiki for additional information and context:

Home > Development > Strategy API > Instruments > Instrument tradability
Home > Development > Strategy API > Instruments > Market Hours

Chrysos

Thanks API Support and CriticalSection,

I'm almost thinking to go with

double inVolume = bidBar.getVolume();
        if (inVolume <= 0.0)
            return;

This is because I've noticed some pairs have a low volume when others do not during holiday periods. Also, I've used some methods like isTradable and I get the error

Reason: Strategy <EMT_TEST> is going to be stopped - Max overload period exceeded : 60 seconds

My strategy trades 16 instruments on the 4HR and I had this error a lot, but I changed the code to sleep after subscribing and submitting orders etc.

I suppose I should trade less instruments but that means more than 1 strategy.

Regards,
Chrysos.