Hello,

I've made a strategy using api calls without filter and I want to check this strategy with filters now. I've read wiki and found that I need to use Filter.NO_FILTER and Filter.ALL_FLATS for tests. The problem is values that I see on graph (Historical tester) and on log (double[] output) are very different. I spent a lot of time on testing and found that only Ichimoku indicator works as needed:

double[][] ichimokuFlat = indicators.ichimoku(instrument, activePeriod, OfferSide.BID, 9, 26, 52, indFilter,0,askbar.getTime(),ichiLength);

Is ichimoku call correct? I believe that parameters of candles before/after are switched. Please explain if its correct or wrong.

I couldn't get correct values of macd and dmi at all:

                double macdNoFlat[][] = indicators.macd(instrument,activePeriod,OfferSide.BID,AppliedPrice.CLOSE,12,26,9,indFilter,macdLength-1,askbar.getTime(),1);
                double adxNoFlat[][] = indicators.dmi(instrument,activePeriod,OfferSide.BID,14,indFilter,macdLength-1,askbar.getTime(),1);

Please write sample for correct dmi/macd call.

Please compare the printed the values and the values on the chart's OHLC. Please make sure that the filter property matches the value of your platform preferences.

package jforex.strategies.indicators;

import java.util.Arrays;
import java.util.HashMap;
import java.util.Map;

import com.dukascopy.api.*;
import com.dukascopy.api.IIndicators.AppliedPrice;
import com.dukascopy.api.drawings.IOhlcChartObject;
import com.dukascopy.api.indicators.IIndicator;
import com.dukascopy.api.indicators.OutputParameterInfo;

public class AddToChartIchiMacdAdx2 implements IStrategy {
    private IIndicators indicators;
    private IChart chart;
    private IHistory history;
    private IConsole console;
    private IOhlcChartObject ohlc = null;
    
    @Configurable("")
    public Filter filter = Filter.NO_FILTER;
    @Configurable("")
    public Instrument instrument = Instrument.EURUSD;
    @Configurable("")
    public Period period = Period.TEN_MINS;
    @Configurable("")
    public OfferSide side = OfferSide.BID;
    @Configurable("")
    public int candleCount = 10;

    public void onStart(IContext context) throws JFException {
        this.indicators = context.getIndicators();
        this.chart = context.getChart(Instrument.EURUSD);
        this.history = context.getHistory();
        this.console = context.getConsole();
        
        chart = context.getChart(instrument);
        IBar prevBar = history.getBar(instrument, period, side, 1);

        @SuppressWarnings("serial")
        Map<IIndicator, Object[]> indOptInputMap = new HashMap<IIndicator, Object[]>(){{
            put(indicators.getIndicator("ICHIMOKU"), new Object[]{9, 26, 52});
            put(indicators.getIndicator("MACD"), new Object[]{12, 26, 9});
            put(indicators.getIndicator("ADX"), new Object[]{14});
        }};
        
        for(Map.Entry<IIndicator, Object[]> entry : indOptInputMap.entrySet()){
            IIndicator indicator = entry.getKey();
            Object[] optInputs = entry.getValue();
            
            //0. add to chart
            addToChart(chart, indicator, optInputs);
            
            //1. input related params - for all indicators use close prices and BID side, where applicable
            AppliedPrice [] appliedPrices = new AppliedPrice[indicator.getIndicatorInfo().getNumberOfInputs()];
            Arrays.fill(appliedPrices, AppliedPrice.CLOSE);
            OfferSide [] offerSides = new OfferSide[indicator.getIndicatorInfo().getNumberOfInputs()];
            Arrays.fill(offerSides, OfferSide.BID);
            
            //2. calculation
            Object[] indResult = indicators.calculateIndicator(instrument, period, offerSides, indicator.getIndicatorInfo().getName(), 
                    appliedPrices, optInputs, filter, candleCount, prevBar.getTime(), 0);
            
            //3. process outputs
            print("indicator outputs: ");
            for(int i = 0; i < indicator.getIndicatorInfo().getNumberOfOutputs(); i++){
                OutputParameterInfo outputInfo = indicator.getOutputParameterInfo(i);
                String outputName = outputInfo.getName();
                String shiftInfo = outputInfo.getShift() == 0 ? "" : " (output shifted by " + outputInfo.getShift()+")";
                //note that the last element is the latest value, the 0th - the oldest one
                if(outputInfo.getType() == OutputParameterInfo.Type.DOUBLE){                    
                    print("%s%s=%s", outputName, shiftInfo, arrayToString((double[])indResult[i]));  
                } else if(outputInfo.getType() == OutputParameterInfo.Type.INT){
                    print("%s%s=%s", outputName, shiftInfo, Arrays.asList((int[])indResult[i]));  
                } else {
                    print("%s type is Object - %s, which means that it is custom drawing output or it needs customized processing.", outputName, indResult[i].getClass());
                }
            }
        }

    }
    
    private void addToChart(IChart chart, IIndicator indicator, Object[] optInputs){
        if(chart == null){
            print("chart not opened!");    
            return;
        } 
        if (chart.getSelectedOfferSide() != this.side) {
            print("chart offer side is not " + this.side);
            return;
        }  
        if (chart.getSelectedPeriod() != this.period) {
            print("chart period is not " + this.period);
            return;
        }         

        chart.addIndicator(indicator, optInputs);
        
        for (IChartObject obj : chart.getAll()) {
            if (obj instanceof IOhlcChartObject) {
                ohlc = (IOhlcChartObject) obj;
            }
        }
        if (ohlc == null) {
            ohlc = chart.getChartObjectFactory().createOhlcInformer();
            chart.addToMainChart(ohlc);
        }
        ohlc.setShowIndicatorInfo(true);
    }
    
    private void print(String format, Object...args){
        print(String.format(format, args));
    }

    private void print(Object message) {
        console.getOut().println(message);
    }
    
    public static String arrayToString(double[] arr) {
        String str = "";
        for (int r = 0; r < arr.length; r++) {
            str += String.format("[%s] %.5f; ", r, arr[r]);
        }
        return str;
    }

    public void onAccount(IAccount account) throws JFException {    }
    public void onMessage(IMessage message) throws JFException {    }
    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 {    }
}