Hello,

I have created a strategy that uses the stochastic indicator. It gets the indicator values in the onBar method filtering by 1 minute period and EURUSD instrument. The indicator works well except that after some hours it begins to return zeros or numbers quite near to zero. This happens for both values returned by the indicator and continues like that until I stop the strategy - e.g. I start the strategy and it works correct for two hours and for the next three hours the indicator returns zeros and I stop the strategy. I've connected using standalone program, not the client. Please, assist me in solving my problem.

Regards,
dspetrov

1) Do you run the strategy in live-mode or back-test it?
2) For more efficient assistance, please provide the relevant code fragments.

It didn't happen again. The only thing that is different now is that I'm using another demo account. I'll provide details in case this start to happen again. Thank you!

The problem I'm going to state now is not the previous problem in the post, but it is similar so I'll put it here. The stochastic indicator returns for both its values NaN in back-test mode. In live mode it works correct. The value of sma indicator that I put here is a normal number. Here are code segments that I use...
Starting the strategy:

testerClient.setInitialDeposit(Currency.getInstance("USD"), 10000000);
testerClient.setDataInterval(ITesterClient.DataLoadingMethod.DIFFERENT_PRICE_TICKS, fromTimeLong, toTimeLong);
testerClient.startStrategy(strategy);

The onBar method:

public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException {
   if (selectedInstrument.equals(instrument) && period.equals(fixedPeriod)) {
      double[] stochastic = indicators.stoch(instrument, period, side, fastKPeriod, slowKPeriod , slowKMaType, slowDPeriod, slowDMaType, shift );
                double sma = indicators.sma(instrument, period, side, IIndicators.AppliedPrice.MEDIAN_PRICE, 10, 4);
      createOrderOnStochastic(instrument, bidBar, stochastic);
   }
}

We did not manage to reproduce the this. We used the following strategy:

I tested again with your strategy and no defining the test time interval - it worked. I investigated further and it turned out that because my test time interval was 14-25 November 2011 the data contained zeros as if testing on non working days. I checked and it seems that the historical data for 14.11 and until 03:00 on 15.11 is missing. Do you have any idea why?

Starting my tests on other time periods works well. Thank you!

We managed to receive values over the particular period, find program using IClient (remember to insert your username and password) and adjusted strategy version in attachments.

I checked your code and compared it to mine. Generally it does the same but there's one difference - I don't have the line that sets the cache directory

client.setCacheDirectory(new File("cache_directory_path"));

When I put it my strategy worked well.

Moreover, I did some modifications to your code to test if it will stop working.
1. I removed the line that sets the cache folder. I run the strategy and it worked correctly.
2. In addition to the removed line, I changed the interval to a wider one - not ending 11/15/2011 03:00:00 but 11/16/2011 03:00:00. I run it and for the time until
11/15/2011 01:00:00 the data wasn't correct and for every hourly bar there were exceptions - "java.lang.Exception: Received candle has older time than pervious candle, ignoring"

This looks to me as two possible reasons:
1) If not setting explicitly the cache folder there are problems with wider intervals, so setting the folder is obligatory.
2) There is some bug.

Do you think it's one of these? Or may it be something else?

Do you mean that you chose the period 11/15/2011 03:00:00 - 11/15/2011 01:00:00? The exception is rather straightforward - the start time is bigger than the end time.
This is just due to the fact that if there have been some prolonged server down times or price feed problems, they may cause the local cache to be incomplete. If this is the case, then by deleting local cache over the particular period and then running your strategy over the period will force the data to be reloaded from the server - it will become complete. The default location of the cache is System.getProperty("java.io.tmpdir") + "/.cache".

No, meant changing the end time of the interval so it becomes 11/14/2011 00:00:00 - 11/16/2011 03:00:00.


So I'll set the cache folder from now on. If there are problems, I'll delete the data stored in it, to get it retrieved again. This way it should work. Thank you!