Hallo,
Could someone add the condition that the code to run on multiple currencies?
I tried to do it with "SubscribedInstruments" but it would not run.
package jforex;
import java.util.*;
import java.text.*;
import com.dukascopy.api.*;
public class simple implements IStrategy {
private IEngine engine;
private IConsole console;
private IHistory history;
private IContext context;
private IIndicators indicators;
private int counter = 0;
private String slabel = "simple";
private static Random random = new Random();
double[] lastZig = new double[4];
double[] lastZig1 = new double[4];
public double sl = 20; // Loss Limit
public double tp = 20; // Profit Limit
public double amount = 1; // Volumen
// Setting the limits for the zigzag
public Instrument instrumentThis = Instrument.EURUSD;
public Period period1 = Period.ONE_MIN;
public int extDepth = 5;
public int extDeviation = 5;
public int extBackstep = 3;
public OfferSide ZZos = OfferSide.BID;
public int extDepth1 = 14;
public int extDeviation1 = 5;
public int extBackstep1= 3;
public OfferSide ZZos1 = OfferSide.BID;
// Setting the limits for the ma
public double distPriceMA = 200;
public IIndicators.MaType maType = IIndicators.MaType.SMA;
Period MAperiodThis = Period.ONE_HOUR;
public int MAtimePeriod = 200;
public OfferSide MAos = OfferSide.BID;
public IIndicators.AppliedPrice MAappliedPrice = IIndicators.AppliedPrice.CLOSE;
// TS and BE
public double tsStart = 10.0;
public double tssl = 10.0;
public double Breakeven = 8;
public double breakevengain = 1;
public void onStart(IContext context) throws JFException {
this.engine = context.getEngine();
this.console = context.getConsole();
this.history = context.getHistory();
this.context = context;
this.indicators = context.getIndicators();
}
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 {
if(instrument == instrumentThis){
checkTrailingStop(instrumentThis,tick);
CheckBreakeven(tick,slabel);
int[] positions = CountOrders2(instrument,slabel);
if(positions[2]==0){
double pv = instrumentThis.getPipValue();
double[] ma = indicators.ma(instrumentThis, MAperiodThis, MAos, MAappliedPrice, MAtimePeriod, maType, Filter.WEEKENDS, 2, tick.getTime(), 0);
if(ma[1] < tick.getAsk() && tick.getAsk()-ma[1] <= distPriceMA*pv && ma[0] < ma[1]){ // Conditional for BUY
double[] zig = countZigZag(tick);
if(zig[1]-zig[0]>0) zig[0]=tick.getAsk();
else{
zig[3]=zig[2];
zig[2]=zig[1];
zig[1]=zig[0];
zig[0]=tick.getAsk();
}
double[] zig1 = countZigZag1(tick);
if(zig1[1]-zig1[0]>0) zig1[0]=tick.getAsk();
else{
zig1[3]=zig1[2];
zig1[2]=zig1[1];
zig1[1]=zig1[0];
zig1[0]=tick.getAsk();
}
if((zig[0]>zig[2] )||(zig1[0]>zig1[2] && zig1[2]>zig1[3] && zig1[1]>zig1[3]))
{
if((lastZig[3]!=zig[3] && lastZig[2]!=zig[2])||(lastZig1[3]!=zig1[3] && lastZig1[2]!=zig1[2])){
double takeProfit;
if(tp==0) takeProfit = 0;
else takeProfit = tick.getAsk() + pv * tp;
double stopLoss;
if(sl==0) stopLoss = 0;
else stopLoss = tick.getAsk() - pv * sl;
IOrder order = engine.submitOrder(slabel+"Buy"+getLabel(), instrumentThis, IEngine.OrderCommand.BUY, amount, 0, 5,stopLoss,takeProfit);
order.waitForUpdate(2000);
lastZig[3]=zig[3];
lastZig[2]=zig[2];
}
}
}else if(ma[1] > tick.getBid() && ma[1]-tick.getBid() <= distPriceMA*pv && ma[0] > ma[1]){ // Conditional for SELL
double[] zig = countZigZag(tick);
if(zig[1]-zig[0]<0) zig[0]=tick.getBid();
else{
zig[3]=zig[2];
zig[2]=zig[1];
zig[1]=zig[0];
zig[0]=tick.getBid();
}
double[] zig1 = countZigZag1(tick);
if(zig1[1]-zig1[0]<0) zig1[0]=tick.getBid();
else{
zig1[3]=zig1[2];
zig1[2]=zig1[1];
zig1[1]=zig1[0];
zig1[0]=tick.getBid();
}
if((zig[0]<zig[2] )||(zig1[0]<zig1[2] && zig1[2]<zig1[3] && zig1[1]<zig1[3]))
{
if((lastZig[3]!=zig[3] && lastZig[2]!=zig[2])||(lastZig1[3]!=zig1[3] && lastZig1[2]!=zig1[2])){
double takeProfit;
if(tp==0) takeProfit = 0;
else takeProfit = tick.getBid() - pv * tp;
double stopLoss;
if(sl==0) stopLoss = 0;
else stopLoss = tick.getBid() + pv * sl;
IOrder order = engine.submitOrder(slabel+"Sell"+getLabel(), instrumentThis, IEngine.OrderCommand.SELL, amount, 0, 5,stopLoss,takeProfit);
order.waitForUpdate(2000);
lastZig[3]=zig[3];
lastZig[2]=zig[2];
}
}
}
}
}
}
double[] countZigZag(ITick tick) throws JFException {
double[] result = new double[4];
int nrOfBars = Math.max(140, extDepth*50);
double[] zig = indicators.zigzag(instrumentThis, Period.ONE_MIN, ZZos, extDepth, extDeviation, extBackstep, Filter.WEEKENDS, nrOfBars, tick.getTime(), 0);
int licz=0;
int length = zig.length-1;
for(int i = length;i>=0;i--){
if(zig[i] > 0) result[licz++] = zig[i];
if(licz > 3) break;
}
return result;
}
double[] countZigZag1(ITick tick) throws JFException {
double[] result = new double[4];
int nrOfBars = Math.max(140, extDepth1*50);
double[] zig1 = indicators.zigzag(instrumentThis, period1, ZZos1, extDepth1, extDeviation1, extBackstep1, Filter.WEEKENDS, nrOfBars, tick.getTime(), 0);
int licz=0;
int length = zig1.length-1;
for(int i = length;i>=0;i--){
if(zig1[i] > 0) result[licz++] = zig1[i];
if(licz > 3) break;
}
return result;
}
public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException {
}
void checkTrailingStop(Instrument instrument, ITick tick) throws JFException{
if(tsStart != 0){
for(IOrder order : engine.getOrders(instrumentThis)){
if(order.getLabel().substring(0,slabel.length()).equals(slabel) && order.getState() == IOrder.State.FILLED && order.getProfitLossInPips() >= tsStart){
int precision = instrumentThis.getPipScale()+1;
if(order.getOrderCommand() == IEngine.OrderCommand.BUY){
if(order.getStopLossPrice() < NormalizeDouble(tick.getBid() - tssl*instrumentThis.getPipValue(), precision)){
order.setStopLossPrice(NormalizeDouble(tick.getBid() - tssl*instrumentThis.getPipValue(), precision));
//console.getOut().println("Traling Stop for position: "+ order.getLabel());
}
}else if(order.getOrderCommand() == IEngine.OrderCommand.SELL){
if(order.getStopLossPrice() > NormalizeDouble(tick.getBid() + tssl*instrumentThis.getPipValue(), precision) || order.getStopLossPrice()==0){
order.setStopLossPrice(NormalizeDouble(tick.getBid() + tssl*instrumentThis.getPipValue(), precision), OfferSide.BID);
//console.getOut().println("Traling Stop for position: "+ order.getLabel());
}
}
}
}
}
}
void CheckBreakeven(ITick tick, String label) throws JFException{
if(Breakeven==0) return;
for(IOrder order : engine.getOrders(instrumentThis)){
if(order.isLong() && order.getLabel().substring(0,label.length()).equals(label)){
if(order.getProfitLossInPips() >= this.Breakeven){
if(order.getStopLossPrice() < NormalizeDouble(order.getOpenPrice() + this.breakevengain*instrumentThis.getPipValue(), instrumentThis.getPipScale()+1)){
order.setStopLossPrice(NormalizeDouble(order.getOpenPrice() + this.breakevengain*instrumentThis.getPipValue(), instrumentThis.getPipScale()+1));
//console.getOut().println("Breakeven for position: "+ order.getLabel());
}
}
}
if(!order.isLong() && order.getLabel().substring(0,label.length()).equals(label)){
if(order.getProfitLossInPips() >= this.Breakeven){
if(order.getStopLossPrice() > NormalizeDouble(order.getOpenPrice() - this.breakevengain*instrumentThis.getPipValue(), instrumentThis.getPipScale()+1) || order.getStopLossPrice()==0){
order.setStopLossPrice(NormalizeDouble(order.getOpenPrice() - this.breakevengain*instrumentThis.getPipValue(), instrumentThis.getPipScale()+1));
//console.getOut().println("Breakeven for position: "+ order.getLabel());
}
}
}
}
}
int[] CountOrders2(Instrument instrument, String label) throws JFException {
int[] counter1 = new int[3]; //0-BUY 1-SELL 2-BUYSTOP_BYBID 3-SELLSTOP
for (IOrder order : engine.getOrders(instrumentThis)) {
if (order.getLabel().substring(0,label.length()).equals(label)){
if(order.getOrderCommand() == IEngine.OrderCommand.BUY){ counter1[0]++; counter1[2]++;}
else if(order.getOrderCommand() == IEngine.OrderCommand.SELL){ counter1[1]++; counter1[2]++;}
}
}
return counter1;
}
// Get a Unique Label for each position
protected String getLabel() {
String label = ""+(random.nextInt(89)+10);
label = label + (counter++);
label = label.toUpperCase();
return label;
}
void print(String what){
console.getOut().println(what);
}
double NormalizeDouble(double operand, int decimal) {
String model = "0.0";
for(int i=1;i<decimal;i++){
if(i==decimal-1) model += "#";
else model += "0";
}
DecimalFormat applydeci = new DecimalFormat(model);
Double result = new Double(applydeci.format(operand)).doubleValue();
return(result);
}
}
Thanks
