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Total marklet depht data not true.
 Post subject: Total marklet depht data not true. Post rating: 0   New post Posted: Tue 05 Jun, 2018, 15:45 

User rating: 4
Joined: Wed 23 May, 2018, 20:08
Posts: 44
Location: FinlandFinland
Hello,

I am using tick.getTotalBidVolume(); & tick.getTotalAskVolume(); as you can see the information Dukascopy servers gives me is not always true, in fact, it is quite often wrong and does not match with the information that JForex Application gives me. Why, please?

Also here is the code for setting my stop losses
  order = engine.submitOrder("EBIN" + System.currentTimeMillis(), Instrument.EURUSD, IEngine.OrderCommand.BUY, 0.1, 0, 10, tick.getAsk() - 10 * Instrument.EURUSD.getPipValue(),
                    tick.getAsk() + 30 * Instrument.EURUSD.getPipValue(), 0, "EBIN");


The stop loss is not always accepted by the server, resulting only in a payment of the spread. What is the cause for this, can you tell me please?
Also, when my strategy should put SELL orders with a STOP LOSS of X, they only result in payment of spread and the servers only accept my LONG positions, resulting in a win, what would have otherwise been a lost. Server-Side-Trickery, I can not blame, but the day I put money on this strategy is not near, because now this is profitable because of a server that does not follow my orders.

EDIT: Sorry for the misleading title, the data is true, but it totally changes from the expected value of "200" to "1".

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 Post subject: Re: Total marklet depht data not true. Post rating: 0   New post Posted: Wed 06 Jun, 2018, 15:38 
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Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
Total Ask/Total Bid volume cannot have such volume. It's more like a volume of one level.
https://www.dukascopy.com/swiss/english/forex/jforex/forum/viewtopic.php?f=65&t=56520
In this topic we already discussed about correct Market Depth comparison. Most likely you use another strategy, which requests totally different data, not related to tick Total Ask/Bid volumes.
Quote:
The stop loss is not always accepted by the server, resulting only in a payment of the spread. What is the cause for this, can you tell me please?

This can be caused by many reasons.
If you will provide your code sample - I can tell more.


 
 Post subject: Re: Total marklet depht data not true. Post rating: 0   New post Posted: Wed 06 Jun, 2018, 15:47 

User rating: 4
Joined: Wed 23 May, 2018, 20:08
Posts: 44
Location: FinlandFinland
    public void onTick(Instrument instrument, ITick tick) throws JFException {
        if (instrument != this.instrument) {
            return;
        }
       
        double A = tick.getTotalAskVolume();
        double B = tick.getTotalBidVolume();
        double C = XXXXXXXXXX
         
        if (XXXXXXX) {
            console.getOut().println(" Total Ask Volume: " + A + " Total Bid Volume: " + B + " BUY ");
            order = engine.submitOrder("EBIN" + System.currentTimeMillis(), Instrument.EURUSD, IEngine.OrderCommand.BUY, 0.1, 0, 10, tick.getAsk() - 10 * Instrument.EURUSD.getPipValue(),
                    tick.getAsk() + 30 * Instrument.EURUSD.getPipValue(), 0, "EBIN");

        } else if (XXXXXXXXXXX) {
            console.getOut().println(" Total Ask Volume: " + A + " Total Bid Volume: " + B + " SELL ");
            order = engine.submitOrder("EBIN" + System.currentTimeMillis(), Instrument.EURUSD, IEngine.OrderCommand.SELL, 0.1, 0, 10, tick.getBid() - 10 * Instrument.EURUSD.getPipValue(),
                    tick.getBid() + 30 * Instrument.EURUSD.getPipValue(), 0, "EBIN");

        }
    }


This data looks normal "Total Bid Volume: 200" etc. until it starts to place bids, then the value shown in console changes to "Total bid Volume: 1 " for example.


 
 Post subject: Re: Total marklet depht data not true. Post rating: 0   New post Posted: Wed 06 Jun, 2018, 16:19 
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Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
Because for short orders Stop-Loss and Take need be set on a opposite logic.
tick.getBid() + 10 * Instrument.EURUSD.getPipValue() //SL
tick.getBid() - 30 * Instrument.EURUSD.getPipValue()  //TP

When you place short orders you hope that price will go down and in this case you will close order. But stop loss this is insurance if price will go up.

https://www.dukascopy.com/wiki/en/development/strategy-api/orders-and-positions/stop-loss
https://www.dukascopy.com/wiki/en/development/strategy-api/orders-and-positions/take-profit

I advise your read more wiki. There is a answers to most of your questions.


 
 Post subject: Re: Total marklet depht data not true. Post rating: 0   New post Posted: Wed 06 Jun, 2018, 16:50 

User rating: 4
Joined: Wed 23 May, 2018, 20:08
Posts: 44
Location: FinlandFinland
Multi-currency issue solved, thank you!


 
 Post subject: Re: Total marklet depht data not true. Post rating: 0   New post Posted: Wed 06 Jun, 2018, 18:45 

User rating: 4
Joined: Wed 23 May, 2018, 20:08
Posts: 44
Location: FinlandFinland
order = engine.submitOrder("EBIN" + System.currentTimeMillis(), Instrument.EURUSD, IEngine.OrderCommand.SELL, 0.1, 0, 10, tick.getBid() + 5 * Instrument.EURUSD.getPipValue(),
                   tick.getBid() -15 * Instrument.EURUSD.getPipValue(), 0, "EBIN");


 console.getOut().println(" Total Ask Volume: " + A + " Total Bid Volume: " + B + " BUY ");
            order = engine.submitOrder("EBIN" + System.currentTimeMillis(), Instrument.EURUSD, IEngine.OrderCommand.BUY, 0.1, 0, 10, tick.getAsk() - 5 * Instrument.EURUSD.getPipValue(),
                   tick.getAsk() + 15 * Instrument.EURUSD.getPipValue(), 0, "EBIN");


I assume this is on OrderCommand.SELL, stop loss +5pips and on ORderCommand.BUY stop loss -5 pips.
The orders just blink and pay the spread.
So this is what I set my orders to but it still does not register it, what is wrong this time? Can you help me, please?

Godspeed,

NightwOwl.


 

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