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DDSJFX-167 Range Bars in Strategy
 Post subject: DDSJFX-167 Range Bars in Strategy Post rating: 0   New post Posted: Sun 09 Jan, 2011, 21:36 

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How do I specify a period for a bar range? I can't find any reference to this in the API?

example:
period == Period.10_PIPS;


 
 Post subject: Re: Range Bars in Strategy Post rating: 0   New post Posted: Mon 10 Jan, 2011, 08:58 
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Hi,
Please take a look at the following JForex Wiki page: https://www.dukascopy.com/wiki/index.php?title=Indicators

Please do not hesitate to contact us if you require any further information.


 
 Post subject: Re: Range Bars in Strategy Post rating: 0   New post Posted: Mon 10 Jan, 2011, 13:52 
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Dear support,

are range bars already supported in indicators?
I did have a look at the current wiki-pages and at the the API 2.6.30 documentation, but could not however find examples on how to use range bars using the API.

Could you please point me to a specific example on how to use a PriceRange in indicators?

Thanks a lot,
RR.


 
 Post subject: Re: Range Bars in Strategy Post rating: 0   New post Posted: Mon 10 Jan, 2011, 18:59 

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Support wrote:
Hi,
Please take a look at the following JForex Wiki page: https://www.dukascopy.com/wiki/index.php ... Indicators

Please do not hesitate to contact us if you require any further information.

.. sorry but I can't find anything on how to specify a bar range in pips in the wiki. Can you be more specific as to the location of this infomation or just provide an example


 
 Post subject: Re: Range Bars in Strategy Post rating: 0   New post Posted: Mon 10 Jan, 2011, 20:55 
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is there a chance that we will see range bars being sent to onBar so that operations can be executed based on them?

I too can't find any information on the wiki site which has been linked.

Thanks,
jForexUser


 
 Post subject: Re: Range Bars in Strategy Post rating: 0   New post Posted: Tue 11 Jan, 2011, 16:09 
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Currently it is not possible to use range bars from a strategy.


 
 Post subject: Re: Range Bars in Strategy Post rating: 0   New post Posted: Wed 12 Jan, 2011, 12:27 
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it would be great, if PriceRanges would be based on the Period object, so they could be used in indicators like any other period and they also would call onBar.


 
 Post subject: Re: Range Bars in Strategy Post rating: 0   New post Posted: Tue 08 Feb, 2011, 22:35 
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Yes, please support range bars to be accessed as a Period. It would help a lot.
Has anybody programmed a work around so far?


 
 Post subject: Re: Range Bars in Strategy Post rating: 0   New post Posted: Tue 15 Feb, 2011, 11:04 
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I guess no one has, but it would be great to see this officially supported by Dukascopy.

Is there any chance of getting range bars working for XAU/USD in JForex?


 
 Post subject: Re: Range Bars in Strategy Post rating: 0   New post Posted: Tue 15 Feb, 2011, 15:37 
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@JForexUser: If it's working for one currency pair, it should work for all.
Range bars are already supported in the charts including for XAU/USD.

Custom periods should be supported in indicators and onBar from next release on.
There is a thread with a post from support showing the upcoming syntax for setting up onBar calls for custom periods.
https://www.dukascopy.com/swiss/english/forex/jforex/forum/viewtopic.php?f=7&t=25806&p=34198&hilit=custom+periods+onBar#p34198

Hopefully this also includes range bars, implemented as special periods.

Best, RR.


 
 Post subject: Re: DDSJFX-167 Range Bars in Strategy Post rating: 0   New post Posted: Tue 22 Mar, 2011, 01:40 

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Hi Support,
I noted in the Api Doc the class "PriceRange". Could you post a complete example that shows the use of PriceRange inside a strategy ?

I found the following code on Jforex WIKI:

    public void onStart(final IContext context) throws JFException {
       context.subscribeToRangeBarFeed(Instrument.EURUSD, OfferSide.BID, PriceRange.valueOf(1),
           new IRangeBarFeedListener() {
                   public void onBar(Instrument instrument, OfferSide offerSide, PriceRange priceRange,IRangeBar bar) {
                       console.getOut().println("On Range Bar " + instrument + " " + " " + offerSide + " " + priceRange + " " + bar);
                   }
          }
       );
    }


Could you explain how to use indicators with PriceRange, (for example how calculate EMA of PriceRange bars) ?

Best regards,
Frank


 

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