Is it possible to get access to orders history(closed orders) from jforex strategy?

Question right in time ... next week will be released new version with lot of cool stuff including access to historical orders.
If you need just get closed orders during strategy run , you can do it right now by catching order_close_ok message ...

Is order history access already available?
How to work with it?

Thanks

It is available.
Please take a look at IHistory interface in the
https://www.dukascopy.com/swiss/english/forex/jforex/tutorial/java_doc/
https://www.dukascopy.com/swiss/english/forex/jforex/tutorial/interfaces/IHistory.htm

The order data returned by getOrdersHistory() and readOrdersHistory() calls contain only Fill time, Order command, Amount and Fill price data. Other methods like getLabel(), getClosePrice, get CloseTime on the returned order returns null.
I need the Label, Close Price and CloseTime data for historical orders to analyze different strategies. How I can get them?
Thank you
Peter

Hi,
at the moment we are not storing orders labels, but we are planing to do this in a near future.
Please consider this sample to see how to get values from getClosePrice and getCloseTime

package jforex;

import java.util.Calendar;
import java.util.List;

import com.dukascopy.api.*;
import com.dukascopy.api.IEngine.OrderCommand;

public class TestStrategy implements IStrategy {
  private IEngine engine;
  private IOrder order;
  private IContext context;
  private IConsole console;

  public void onStart(IContext context) throws JFException {
    this.engine = context.getEngine();
    this.context = context;    
    this.console = context.getConsole();
  }

  public void onAccount(IAccount account) throws JFException {
  }

  public void onMessage(IMessage message) throws JFException {
  }

  public void onStop() throws JFException {
    if(order != null
          && !order.getState().equals ( IOrder.State.CLOSED )
          && !order.getState().equals ( IOrder.State.CANCELED ) ) {
        order.close();
    }
  }

  public void onTick(Instrument instrument, ITick tick) throws JFException {
     if ( instrument == Instrument.EURUSD) {
         if ( order == null ){
           order = engine.submitOrder("Order2", instrument, OrderCommand.SELL, 0.1);
           console.getOut().println("Order placed: "+order.getLabel());        
       }
     }
  }

  public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException {
    if (instrument == Instrument.EURUSD && period == Period.TEN_SECS){
       
       console.getOut().println("Order state: "+order.getState());
       
       Calendar startDate = Calendar.getInstance();
        startDate.roll(10, -1); 
        Calendar endDate = Calendar.getInstance();
        
        console.getOut().print("startDate: "+startDate.getTime());
        console.getOut().println(", endDate: "+endDate.getTime());
        
        List<IOrder> orders = context.getHistory().getOrdersHistory(Instrument.EURUSD, startDate.getTimeInMillis(), endDate.getTimeInMillis());
        if (!orders.isEmpty()){
           console.getOut().println("ClosePrice: "+orders.get(orders.size()-1).getClosePrice()+", closeTime: "+orders.get(orders.size()-1).getCloseTime()); 
        }
    }
  }
}

If you still have questions, please do not hesitate to ask.

Is it possible to retrieve OP_BUYSTOP deleted order details from the order history?

Some information is available. Please check this https://www.dukascopy.com/swiss/docs/interfaces/IHistory.htm
In what kind of information are you interested?

I sent one feature request to [email protected]

Hi Support,
I even have trouble with function IHistory.getOrdersHistory(). The function return always an empty list of orders, even if there are filled orders on the server and the time interval is correct.
I used the following code:

  public void onStart(IContext context) throws JFException {
        this.engine = context.getEngine();
        this.indicators = context.getIndicators();
        this.console = context.getConsole();    
        console.getOut().println("---Started---");
        this.history = context.getHistory();        
        this.context = context;
        this.userInterface = context.getUserInterface();                   
        
        numberOrdersHistory(2010,9,1); 

    }



    //---------------------------------------------------------------------------------------------------------------------------
    //read from server the number of previous orders
    //      
    private int numberOrdersHistory(int year,int month, int day ) throws JFException
    {
     Calendar startDate = Calendar.getInstance();     
     startDate.set(year,month -1,day,0,0,0);     
     Calendar endDate = Calendar.getInstance();     
          
     console.getOut().print("startDate: " + startDate.getTime());
     console.getOut().println(", endDate: " + endDate.getTime());
     
     int numberOrders = 0;
       
     List<IOrder> listOrders = null;
     try{
           listOrders = context.getHistory().getOrdersHistory(myInstrument, startDate.getTimeInMillis(), endDate.getTimeInMillis());

           if(listOrders .isEmpty()) console.getOut().println("LIST ORDERS EMPTY");
           numberOrders =  listaOrdini.size();
           console.getOut().println("NUMBER ORDERS: " + numberOrders );
     }catch (Exception e) {
        console.getErr().println("ERROR: " + e.toString());
        return -1;
     }
     return numberOrders 
    }

It always print:

startDate: ... endDate: ...
LIST ORDERS EMPTY
NUMBER ORDERS: 0


Best regards,
Frank

The line

numberOrders =  listaOrdini .size();

has wrong variable name

the right line is

numberOrders =  listOrders .size();

Best regards,
Frank

Hi,
Please consider the following post: viewtopic.php?p=24812#p24812
Should you have any more questions, please do not hesitate to ask.

Hi Support,
the code at link "https://www.dukascopy.com/swiss/english/forex/jforex/forum/viewtopic.php?p=24812#p24812" that you show me, doesn't work.
Could you, please, verify it.
I changed the line

//engine.submitOrder("eurusd_order", Instrument.EURUSD, OrderCommand.BUY, 0.01);           

because the server didn't accept order less than 10000

with this one

//engine.submitOrder("eurusd_order", Instrument.EURUSD, OrderCommand.BUY, 0.01);           

then the strategy open a position but the function printOrderHistory doesn't show the order. The output is the following



2010-09-09 17:58:17 Checking USD/CAD:
2010-09-09 17:58:17 Checking USD/CHF:
2010-09-09 17:58:17 Checking GBP/USD:
2010-09-09 17:58:17 Checking AUD/CAD:
2010-09-09 17:58:17 Checking EUR/CHF:
2010-09-09 17:58:17 Checking USD/JPY:
2010-09-09 17:58:17 Checking EUR/USD:
2010-09-09 17:58:17 Checking EUR/CAD:
2010-09-09 17:58:17 startDate: Wed Sep 08 19:58:17 CEST 2010, endDate: Thu Sep 09 19:58:17 CEST 2010
2010-09-09 17:58:17 Strategy "TestStrategy" is started at 2010-09-09 17:58:17.285 GMT on the local computer
2010-09-09 17:58:17 Strategy Disclaimer rev.1 is accepted.
2010-09-09 17:58:17 Starting "TestStrategy" strategy at 2010-09-09 17:58:17.284 GMT on the local computer


Best regards,
Frank

Sorry,
I changed this line

with this one

engine.submitOrder("eurusd_order", Instrument.EURUSD, OrderCommand.BUY, 0.01);           

Best regards,
Frank

Hi,
IHistory.getOrdersHistory() returns closed orders only. Could you please manually open and close an order and rerun the strategy?

I even opened and closed a position, function printOrderHistory does checking but doesn't show order.
It seems that returned list of orders is empty, like in my program.

Best regards,
Frank

Hi,
Please run the following strategy on your computer and then copy and paste strategy output here:

package jforex;

import java.util.Calendar;
import java.util.TimeZone;

import com.dukascopy.api.IAccount;
import com.dukascopy.api.IBar;
import com.dukascopy.api.IConsole;
import com.dukascopy.api.IContext;
import com.dukascopy.api.IEngine;
import com.dukascopy.api.IHistory;
import com.dukascopy.api.IMessage;
import com.dukascopy.api.IStrategy;
import com.dukascopy.api.ITick;
import com.dukascopy.api.Instrument;
import com.dukascopy.api.JFException;
import com.dukascopy.api.Period;
import com.dukascopy.api.IEngine.OrderCommand;
import com.dukascopy.api.IMessage.Type;

public class OrdersHistoryTest implements IStrategy {
   private IEngine engine;
   private IConsole console;
   private IHistory history;
   private IContext context;   
   
   public void onStart(IContext context) throws JFException {
      this.engine = context.getEngine();
      this.console = context.getConsole();
      this.history = context.getHistory();
      this.context = context;      
      
      console.getOut().println("submitting the initial order");
      engine.submitOrder("eurusd_order", Instrument.EURUSD, OrderCommand.BUY, 0.01);      
   }

   public void onAccount(IAccount account) throws JFException {
   }

   public void onMessage(IMessage message) throws JFException {
      if (message.getType() == Type.ORDER_FILL_OK){
         console.getOut().println("order filled successfully: " + message.getOrder().getLabel());
         message.getOrder().close();
      }
      if (message.getType() == Type.ORDER_CLOSE_OK){
         console.getOut().println(message.getOrder().getLabel() + " order closed successfully, printing order history");
         printOrderHistory();
         
         context.stop();
      }         
   }

   public void onStop() throws JFException {
   }

   public void onTick(Instrument instrument, ITick tick) throws JFException {
   }
   
    public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException {
    }
    
    private void printOrderHistory() throws JFException{
       Calendar from = Calendar.getInstance();    
       from.setTimeZone(TimeZone.getTimeZone("GMT"));
        from.roll(Calendar.DAY_OF_YEAR, -1);      
        Calendar to = Calendar.getInstance();
        to.setTimeZone(TimeZone.getTimeZone("GMT"));
             
        console.getOut().println("from: " + from.getTime());
        console.getOut().println("to: " + to.getTime());         
        console.getOut().println("order history: " + history.getOrdersHistory(Instrument.EURUSD, from.getTimeInMillis(), to.getTimeInMillis() ));
     }
}

Hi Support,
the program that you showed me, produced the first time that I ran it the following output:

00:50:24 Strategy "OrdersHistoryTest" is stopped at 2010-09-16 00:50:24.679 GMT on the local computer
00:50:24 Stopping "OrdersHistoryTest" strategy at 2010-09-16 00:50:24.678 GMT on the local computer
00:50:24 order history: []
00:50:24 to: Thu Sep 16 02:50:24 CEST 2010
00:50:24 from: Wed Sep 15 02:50:24 CEST 2010
00:50:24 eurusd_order order closed successfully, printing order history
00:50:29 Order FILLED at 1.2992 USD (#49621581 SELL 0.01 mil. EUR/USD @ MKT MAX SLIPPAGE 0.0005)  - Position #10248053
00:50:24 order filled successfully: eurusd_order
00:50:29 Order FILLED at 1.2993 USD (#49621580 BUY 0.01 mil. EUR/USD @ MKT MAX SLIPPAGE 0.0005)  - Position #10248053
00:50:23 submitting the initial order
00:50:23 Strategy "OrdersHistoryTest" is started at 2010-09-16 00:50:23.916 GMT on the local computer
00:50:23 Starting "OrdersHistoryTest" strategy at 2010-09-16 00:50:23.915 GMT on the local computer

the order history seems empty, the second time that I run it the following output

00:57:36 Strategy "OrdersHistoryTest" is stopped at 2010-09-16 00:57:36.123 GMT on the local computer
00:57:36 Stopping "OrdersHistoryTest" strategy at 2010-09-16 00:57:36.123 GMT on the local computer
00:57:36 order history: [Fill time: 2010-09-16 00:50:29, order command: BUY, amount: 10000.0, fill price 1.2993, Fill time: 2010-09-16 00:50:29, order command: BUY, amount: 10000.0, fill price 1.2993]
00:57:36 to: Thu Sep 16 02:57:36 CEST 2010
00:57:36 from: Wed Sep 15 02:57:36 CEST 2010
00:57:36 eurusd_order order closed successfully, printing order history
00:57:41 Order FILLED at 1.2992 USD (#49623282 SELL 0.01 mil. EUR/USD @ MKT MAX SLIPPAGE 0.0005)  - Position #10248059
00:57:35 order filled successfully: eurusd_order
00:57:40 Order FILLED at 1.29935 USD (#49623281 BUY 0.01 mil. EUR/USD @ MKT MAX SLIPPAGE 0.0005)  - Position #10248059
00:57:35 submitting the initial order
00:57:35 Strategy "OrdersHistoryTest" is started at 2010-09-16 00:57:35.104 GMT on the local computer
00:57:35 Starting "OrdersHistoryTest" strategy at 2010-09-16 00:57:35.094 GMT on the local computer

now it shows the time of first order, and the third time that I ran it the output is


01:08:09 Strategy "OrdersHistoryTest" is stopped at 2010-09-16 01:08:09.012 GMT on the local computer
01:08:09 Stopping "OrdersHistoryTest" strategy at 2010-09-16 01:08:09.009 GMT on the local computer
01:08:09 order history: [Fill time: 2010-09-16 00:50:29, order command: BUY, amount: 10000.0, fill price 1.2993, Fill time: 2010-09-16 00:50:29, order command: BUY, amount: 10000.0, fill price 1.2993, Fill time: 2010-09-16 00:57:40, order command: BUY, amount: 10000.0, fill price 1.29935, Fill time: 2010-09-16 00:57:40, order command: BUY, amount: 10000.0, fill price 1.29935]
01:08:09 to: Thu Sep 16 03:08:09 CEST 2010
01:08:09 from: Wed Sep 15 03:08:09 CEST 2010
01:08:09 eurusd_order order closed successfully, printing order history
01:08:14 Order FILLED at 1.2989 USD (#49623570 SELL 0.01 mil. EUR/USD @ MKT MAX SLIPPAGE 0.0005) - Position #10248075
01:08:08 order filled successfully: eurusd_order
01:08:13 Order FILLED at 1.299 USD (#49623569 BUY 0.01 mil. EUR/USD @ MKT MAX SLIPPAGE 0.0005) - Position #10248075
01:08:08 submitting the initial order
01:08:08 Strategy "OrdersHistoryTest" is started at 2010-09-16 01:08:08.230 GMT on the local computer
01:08:08 Starting "OrdersHistoryTest" strategy at 2010-09-16 01:08:08.207 GMT on the local computer


it shows again the first order; in "Portfolio/Trade Log" I can see 6 orders (3 buy and 3 sell) created by strategy.



Best regards,
Frank

Hi,
Thank you for the information, we will investigate the issue.