Dukascopy
 
 
Wiki JStore Search Login

DDSJFX-440 Tester result getter methods
 Post subject: DDSJFX-440 Tester result getter methods Post rating: 0   New post Posted: Fri 08 Apr, 2011, 13:27 
User avatar

User rating: 0
Joined: Sun 11 Jul, 2010, 13:46
Posts: 9
Location: Hungary
We have only one method to get the results of the test.
ITesterClient.createReport(long processId, java.io.File file);

I think API programmers should implement some of these suggested methods (most off this calculations done becouse of the method above)
It is needed to write easily a tester program that can test strategies in loops and reconfigure the strategies parameters.

My suggestions to create this methods in ITesterClient :
List<String> getOpenOrders(long processId); //all instrument
List<String> getOpenOrders(long processId,Instrument inst);
List<String> getClosedOrders(long processId); //all instrument
List<String> getClosedOrders(long processId,Instrument inst);

retunrns a list of the closed orders with CSV format, one line one trade with the informations separated with comas
(Label, Amount, Direction, Open price, Close price, Profit/Loss, Profit/Loss in pips, Open date, Close date, Comment)
double getProfitLossInAccountCurrency(long processId);
double getSumOfPositiveTrades(long processId);
double getSumOfNegativeTrades(long processId);
double getProfitFactor(long processId); // it is not so importat if we have the two above

int getTotalNumberOfTrades(long processId); // it counts also the cancelled and rejected trades!
int getOpenedTrades(long processId,Instrument inst);
int getOpenedTrades(long processId);  //all instrument
int getClosedTrades(long processId,Instrument inst);
int getClosedTrades(long processId); //all instrument

double getTurnoverInUSD(long processId);
double getCommissionInUSD(long processId);

-----
But its all done I think becouse it is shown on every report just in html format.
//off course we can write a html parser and get the infos from it...

But do much more with this!
I missing these infos:
win%
consecutive wins/loss,
max win/loss (pips/usd)
maximal DD (%/USD)
relative DD (%/USD)
absolute DD (%/USD)

Please implement these methods for the JForex community!
Thanks
Zoltan Humpok


 
 Post subject: Re: DDSJFX-440 Tester result getter methods Post rating: 0   New post Posted: Sun 29 May, 2011, 18:21 

User rating: -
I absolutely agree. This feature would be extremely helpful when testing multiple strategies.


 
 Post subject: DDSJFX-491 JForex Plugin Interface Post rating: 0   New post Posted: Mon 25 Jul, 2011, 08:17 
User avatar

User rating: 0
Joined: Wed 13 Jul, 2011, 09:06
Posts: 8
Location: Australia, Quakers Hill
I would prefer an ability in JForex to register third party classes which gives you access to the IClient interface and allows you to manage complex set of strategies running together.

Currently those interfaces could only be loaded through Strategy implementations which is not the best way e.g. if I want to run 10 strategies but centrally manage them if I run this from inside JForex Client then I don't get access to IClient interface and each strategy runs in the same thread.

Whereas, if I do it from outside (through ClientFactory) then I get access to both IClient and can register each strategy separately but then I am forcing the user to not use the JForex platform and its features.

This kind of extensibility will greatly help.

Regards,
Riz


 
 Post subject: Re: JForex Plugin Interface Post rating: 0   New post Posted: Mon 25 Jul, 2011, 15:54 
User avatar

User rating:
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
Please elaborate why do you need such functionality.


 
 Post subject: Re: JForex Plugin Interface Post rating: 0   New post Posted: Tue 26 Jul, 2011, 04:38 
User avatar

User rating: 0
Joined: Wed 13 Jul, 2011, 09:06
Posts: 8
Location: Australia, Quakers Hill
I will let the image below do most of the talking
Attachment:
Capture.JPG [63.7 KiB]
Downloaded 587 times



As you can see this allows me to activate and de-activate strategies on the fly even during back testing. It allows me to enter strategy parameter values for each currency pair that I can select for each strategy separately.

Also, provides me meta trader like statistics on back testing and live trade performance for each currency pair and for each strategy and in combination as well, see below:
Attachment:
Capture2.JPG [52.62 KiB]
Downloaded 592 times


You so want to click on those tabs, gives you the ability to view charts for each strategy and currency pair combinations.

The only problem currently is that I cannot run this from inside JForex platform because it doesn't give me access to the IClient interface.

Regards,
Riz


 

Jump to:  

  © 1998-2025 Dukascopy® Bank SA
On-line Currency forex trading with Swiss Forex Broker - ECN Forex Brokerage,
Managed Forex Accounts, introducing forex brokers, Currency Forex Data Feed and News
Currency Forex Trading Platform provided on-line by Dukascopy.com