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Change TP and SL simultaneously |
hyperscalper
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Post subject: Change TP and SL simultaneously |
Post rating: 0
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Posted: Mon 01 Oct, 2012, 00:44
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User rating: 98
Joined: Mon 23 Jul, 2012, 02:02 Posts: 656 Location: United States, Durham, NC
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I have a Live open position in a JForex Strategy, with both TP and SL set.
It's been longer than 1 second since the position was opened.
Am I allowed to alter both the TP price, and the SL price simultaneously?
Will this violate the "pacing restrictions".
Or, do I have to change the TP first, and then wait 1 second before changing the SL ?
Thanks!
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API Support
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Post subject: Re: Change TP and SL simultaneously? |
Post rating: 0
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Posted: Mon 01 Oct, 2012, 14:04
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
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Try the following strategy: package jforex.orders;
import com.dukascopy.api.*; import com.dukascopy.api.IEngine.OrderCommand;
public class SLTPmarketOrder implements IStrategy {
IConsole console; IEngine engine; IHistory history; Instrument instrument = Instrument.EURUSD;
@Override public void onStart(IContext context) throws JFException { console = context.getConsole(); engine = context.getEngine(); history = context.getHistory(); IOrder order = engine.submitOrder("order1", instrument, OrderCommand.BUY, 0.001); order.waitForUpdate(2000, IOrder.State.FILLED); double ask = history.getLastTick(instrument).getAsk(); order.setStopLossPrice(ask - instrument.getPipValue() * 10); order.setTakeProfitPrice(ask + instrument.getPipValue() * 10);
}
@Override public void onTick(Instrument instrument, ITick tick) throws JFException { }
@Override public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException {}
@Override public void onMessage(IMessage message) throws JFException { if(message.getOrder() != null){ console.getOut().println(message); } }
@Override public void onAccount(IAccount account) throws JFException {}
@Override public void onStop() throws JFException {} }
Attachments: |
SLTPmarketOrder.java [1.34 KiB]
Downloaded 341 times
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hyperscalper
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Post subject: Re: Change TP and SL simultaneously? |
Post rating: 0
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Posted: Mon 01 Oct, 2012, 18:28
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User rating: 98
Joined: Mon 23 Jul, 2012, 02:02 Posts: 656 Location: United States, Durham, NC
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In initially submitting my Market Orders with Stop Loss and Take Profit, I am just doing this. The TP and SL are assigned at the same time the Market Order is submitted. Later, when I want to move my TP and SL I was just asking whether they could also be assigned in the same call. final public static class SubmitMarketOrderTask implements Callable<Object> { boolean buyFlag = false; IEngine engine = null; Instrument instrument = null; double sizeInMillions = 0.0d; double price = 0.0d; double stopLossPrice = 0.0d; double takeProfitPrice = 0.0d; public SubmitMarketOrderTask(boolean buyFlagArg, IEngine engineArg, Instrument instrumentArg, double sizeInMillionsArg, double priceArg, double stopLossPriceArg, double takeProfitPriceArg) { // constructor buyFlag = buyFlagArg; engine = engineArg; instrument = instrumentArg; sizeInMillions = sizeInMillionsArg; price = priceArg; stopLossPrice = stopLossPriceArg; takeProfitPrice = takeProfitPriceArg; System.out.println("LotSizeMillions: "+sizeInMillions+" Stop: "+stopLossPrice+" Target: "+takeProfitPrice); System.out.println("SubmitMarketOrderTask ctor..."); } public Object call() throws Exception { // returns an IOrder IOrder newOrder = null; try { System.out.println("SubmitMarketOrderTask start..."); if (sizeInMillions>SIZE_LIMIT) { System.out.println("SubmitMarketOrderTask requested size: "+sizeInMillions+" is too large..."); System.out.println("... setting MAX size to: "+SIZE_LIMIT+" and submitting..."); sizeInMillions = SIZE_LIMIT; //return null; } //OrderDelay.waitOrderOpMinDelay(); if (buyFlag) { System.out.println("SubmitMarketOrderTask BUY..."); newOrder = engine.submitOrder(orderLabelPrefix+"_LONG", instrument, IEngine.OrderCommand.BUY, sizeInMillions, price, SLIPPAGE, // 10 pips stopLossPrice, takeProfitPrice); System.out.println(" SubmitMarketOrderTask after BUY..."); } else { // sell System.out.println("SubmitMarketOrderTask SELL..."); newOrder = engine.submitOrder(orderLabelPrefix+"_SHORT", instrument, IEngine.OrderCommand.SELL, sizeInMillions, price, SLIPPAGE, // 10 pips stopLossPrice, takeProfitPrice); System.out.println(" SubmitMarketOrderTask after SELL..."); } if (newOrder==null) { System.out.println(" SubmitMarketOrderTask newOrder is NULL"); } } catch(Exception e) { e.printStackTrace(); throw e; } System.out.println("SubmitMarketOrderTask end..."); return newOrder; } }
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hyperscalper
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Post subject: Re: Change TP and SL simultaneously? |
Post rating: 0
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Posted: Mon 01 Oct, 2012, 18:45
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User rating: 98
Joined: Mon 23 Jul, 2012, 02:02 Posts: 656 Location: United States, Durham, NC
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In other words, are you saying this code will generate an error? That they cannot be changed simultaneously? final public static class AdjustStopLossAndTakeProfitTask implements Callable<Void> { IOrder order = null; double takeProfitPrice = 0.0d; double stopLossPrice = 0.0d; public AdjustStopLossAndTakeProfitTask(IOrder orderArg, double stopLossPriceArg, double takeProfitPriceArg) { // constructor order = orderArg; stopLossPrice = stopLossPriceArg; takeProfitPrice = takeProfitPriceArg; } public Void call() throws Exception { try { order.setStopLossPrice(stopLossPrice); // no delay... order.setTakeProfitPrice(takeProfitPrice); // will generate an error ? } catch(Exception e) { e.printStackTrace(); throw e; } return null; } }
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API Support
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Post subject: Re: Change TP and SL simultaneously? |
Post rating: 0
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Posted: Mon 01 Oct, 2012, 19:35
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
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hyperscalper wrote: In other words, are you saying this code will generate an error? We posted the example so that you can both make sure that it is allows to change SL and TP simultaneously and that it trivial to check that. What makes you think that the snippet you posted will cause an error if our sample which does the same order actions did not? Did you test your example strategy? If you encounter any exception then please post all the relevant messages here.
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API Support
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Post subject: Re: Change TP and SL simultaneously? |
Post rating: 0
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Posted: Mon 01 Oct, 2012, 19:39
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
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hyperscalper wrote: In other words, are you saying this code will generate an error? We posted the example so that you can both make sure that it is allows to change SL and TP simultaneously and that it trivial to check that. What makes you think that the snippet you posted will cause an error if our sample which does the same order actions did not? Did you test your example strategy? If you encounter any exception then please post all the relevant messages here.
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hyperscalper
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Post subject: Re: Change TP and SL simultaneously? |
Post rating: 0
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Posted: Tue 02 Oct, 2012, 01:32
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User rating: 98
Joined: Mon 23 Jul, 2012, 02:02 Posts: 656 Location: United States, Durham, NC
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OK, I'll do it by Trial and Error, as usual.
There is a lack of clarity on limitations on order operations, so I'll just try it and see...
My example submits a Market order and both TP and SL simultaneously. Yours does not.
So I'll try changing SL and TP simultaneously, and report to you the errors I get, if any...
Thanks!
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