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Open trade on tick-by-tick basis |
Praxieyoman
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Post subject: Open trade on tick-by-tick basis |
Post rating: 0
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Posted: Wed 28 Mar, 2012, 17:35
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User rating: 0
Joined: Tue 20 Mar, 2012, 12:49 Posts: 7 Location: Greece, Athens
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.In the following strategy, even after the condtions are met, the trade opens at the end of the bar. I want the trade to open instantly as soon as the conditions are met on a tick-by-tick basis. Please help..
I will be really grateful if you could code it in the strategy. Thanxxx..
Attachments: |
ADXStrat.java [14.12 KiB]
Downloaded 284 times
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astro
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Post subject: Re: Open trade on tick-by-tick basis |
Post rating: 0
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Posted: Wed 28 Mar, 2012, 19:31
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User rating: 4
Joined: Mon 19 Sep, 2011, 09:55 Posts: 29 Location: Germany,
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Obviously, if you want your strategy to work tick-by-tick then you have to check for trade condition in onTick(), instead of onBar(); onBar() is called only when a bar is finished..
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Praxieyoman
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Post subject: Re: Open trade on tick-by-tick basis |
Post rating: 0
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Posted: Wed 28 Mar, 2012, 20:11
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User rating: 0
Joined: Tue 20 Mar, 2012, 12:49 Posts: 7 Location: Greece, Athens
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I am sorry but I am new to java trading.. i don't know how to do it..  But I am still learning.. Can you help or suggest something more?
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astro
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Post subject: Re: Open trade on tick-by-tick basis |
Post rating: 0
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Posted: Wed 28 Mar, 2012, 22:49
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User rating: 4
Joined: Mon 19 Sep, 2011, 09:55 Posts: 29 Location: Germany,
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Changing the frequency (from bar to tick) may make it necessary to alter the whole strategy logic, since as long as a bar is formed its values (high, low, close) may fluctuate a lot and trigger several open/close operations on orders, which may not make a lot of sense with the particular strategy.
So, if you can not code then the whole strategy thing does not make a lot of sense, anyway.
But you can try this: move the code from onBar to onTick (except the first if statement), and substitute history.getStartTimeOfCurrentBar(instrument, selectedPeriod) for every askBar.getTime()
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Praxieyoman
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Post subject: Re: Open trade on tick-by-tick basis |
Post rating: 0
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Posted: Thu 29 Mar, 2012, 14:40
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User rating: 0
Joined: Tue 20 Mar, 2012, 12:49 Posts: 7 Location: Greece, Athens
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I request someone from jforex support to help me.. Thanxxx...
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API Support
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Post subject: Re: Open trade on tick-by-tick basis |
Post rating: 0
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Posted: Thu 29 Mar, 2012, 15:42
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
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Praxieyoman wrote: I request someone from jforex support to help me.. Thanxxx... Please specify what additional assistance do you require?
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