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JFOREX-3431 Chart filter in Standalone API
Beau
 Post subject: JFOREX-3431 Chart filter in Standalone API Post rating: 0   New post Posted: Sat 07 Jan, 2012, 13:07 

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Joined: Fri 30 Dec, 2011, 22:12
Posts: 4
Location: BE
Hello,

The history used to compute indicator values in a strategy seems to reset now and then.

Attached is an example. The blue line is an sma indicator added to the chart. The green line is the value of that same sma in onTick. They should be equal but there's a small difference. I haven't really looked in to that. The red lines are that sma+2 deviations computed with the stdev indicator. i.e. they're 'selfmade' bollingerbands. As you can see, at some point, the sma in onTick makes a jump and the stDev gets really small.

I included the code used to generate that graph. It should be run on EURUSD M15.

This is very basic functionality so I'm assuming I'm doing something wrong. What could be the problem?

cheers,
Beau


Attachments:
strangePlot.java [4.96 KiB]
Downloaded 338 times
graph.tiff [111.4 KiB]
Downloaded 348 times
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Beau
 Post subject: Re: Strange indicator values in strategy Post rating: 0   New post Posted: Sat 07 Jan, 2012, 19:06 

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Joined: Fri 30 Dec, 2011, 22:12
Posts: 4
Location: BE
I found the problem. I'm not filtering flats. The chart does this by default? Can I turn it off for the chart? I'm using the standalone API.

Thanks!
Beau
 
API Support
 Post subject: Re: JFOREX-3431 Chart filter in Standalone API Post rating: 0   New post Posted: Mon 09 Jan, 2012, 14:00 
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Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
Beau wrote:
The chart does this by default?
Yes.
Beau wrote:
Can I turn it off for the chart?
No, not in the current implementation of Standalone API. This will be implemented as soon as available.
 
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