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sorry someone can help me? remote server did not open positions, but in the test strategy is fine, this is the code
package jforex.strategies.indicators;
import com.dukascopy.api.*;
import com.dukascopy.api.Configurable;
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.OrderCommand;
import com.dukascopy.api.IEngine;
import com.dukascopy.api.IHistory;
import com.dukascopy.api.IIndicators.AppliedPrice;
import com.dukascopy.api.IIndicators;
import com.dukascopy.api.IMessage;
import com.dukascopy.api.IOrder.State;
import com.dukascopy.api.IOrder;
import com.dukascopy.api.IStrategy;
import com.dukascopy.api.ITick;
import com.dukascopy.api.Instrument;
import com.dukascopy.api.JFException;
import com.dukascopy.api.OfferSide;
import com.dukascopy.api.Period;
import java.awt.*;
import java.math.BigDecimal;
import java.math.RoundingMode;
import java.text.DecimalFormat;
import java.text.SimpleDateFormat;
import java.util.*;
public class COIN_FLIP implements IStrategy {
private String StrategyID = "COIN_FLIP";
public Instrument instrument = Instrument.EURJPY;
public Period selectedPeriod = Period.FIFTEEN_MINS;
public boolean Use_CH = true;
public boolean Use_NATR = false;
public boolean Use_TVS = true;
public boolean Use_BB = true;
public boolean Use_MACD = false;
public boolean Use_CCIRSI = true;
public int takeProfit = 70;
public int stopLoss = 40;
public double fixed_Amount = 0;
public double Equity = 40;
public int NATR_Period1 = 21;
public int NATR_Period2 = 30;
public int NATR_emaPeriod = 50;
public AppliedPrice NATR_appliedPrice = AppliedPrice.CLOSE;
public boolean Use_ATR = true;
public int ATR_Period = 15;
public double ATR_base = 0.26;
public Filter filter = Filter.NO_FILTER;
public int MACD_Mode = 0; // 0=filter, 1=signal
public int MACD_trigger = 10;
public int fast_Period = 12;
public IIndicators.MaType fastMA_Type = IIndicators.MaType.DEMA;
public int slow_Period = 26;
public IIndicators.MaType slowMA_Type = IIndicators.MaType.DEMA;
public int sign_Period = 9;
public IIndicators.MaType signMA_Type = IIndicators.MaType.DEMA;
public AppliedPrice MACD_appliedPrice = AppliedPrice.CLOSE;
public boolean OR_Signals = true;
public boolean AND_Signals = false;
private double askPrice;
private double bidPrice;
private static Instrument GlobalInstrument;
private IEngine engine;
private IConsole console;
private IHistory history;
private IIndicators indicators;
private IContext context;
private IAccount account;
private int lcounter = 0;
private double pp = 0.0001;
private double slippage = 0;
private int shift = 1;
private String Run_ID;
private void printMe(String toPrint){console.getOut().println(toPrint);}
private IOrder currentOrder = null;
@Override
public void onStart(IContext context) throws JFException {
engine = context.getEngine();
history = context.getHistory();
console = context.getConsole();
account = context.getAccount();
indicators = context.getIndicators();
Set<Instrument> instruments = new HashSet<Instrument>();
instruments.add(instrument);
context.setSubscribedInstruments(instruments);
Calendar calend = new GregorianCalendar();
Run_ID = String.valueOf(calend.getTimeInMillis()).substring(8);
}
@Override
public void onAccount(IAccount account) throws JFException {
this.account = account;
}
@Override
public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException
{
if (this.instrument != instrument)
return;
OfferSide offerSide = OfferSide.BID;
AppliedPrice appliedPrice = AppliedPrice.CLOSE;
Object[] ichimoku1 = indicators.calculateIndicator(instrument, period,
new OfferSide[]{ OfferSide.BID }, "ICHIMOKU",
new IIndicators.AppliedPrice[]{ IIndicators.AppliedPrice.CLOSE },
new Object[]{ 7,21,49 }, 1);
Object[] ichimoku2 = indicators.calculateIndicator(instrument, period,
new OfferSide[]{ OfferSide.BID }, "ICHIMOKU",
new IIndicators.AppliedPrice[]{ IIndicators.AppliedPrice.CLOSE },
new Object[]{ 7,21,49}, 2);
try
{
if ((period == selectedPeriod) && isNoOpenPosition()) {
boolean CH_Buy = false;
boolean CH_Sell = false;
if (Use_CH) {
double tenkansencurr = ((Double)ichimoku1[0]).doubleValue();
double kijunsencurr = ((Double)ichimoku1[1]).doubleValue();
double tenkansenprev = ((Double)ichimoku2[0]).doubleValue();
double kijunsenprev = ((Double)ichimoku2[1]).doubleValue();
double EMA_1 = indicators.ema(instrument, selectedPeriod, offerSide, NATR_appliedPrice, NATR_emaPeriod, shift);
if (EMA_1 < bidBar.getOpen() && (tenkansenprev > kijunsenprev && tenkansencurr < kijunsencurr))
CH_Buy = true;
if (EMA_1 > bidBar.getOpen() && (tenkansenprev < kijunsenprev && tenkansencurr > kijunsencurr))
CH_Sell = true;
}
boolean NATR_Buy = false;
boolean NATR_Sell = false;
if (Use_NATR) {
double NATR_11 = indicators.natr(instrument, selectedPeriod, offerSide, NATR_Period1, shift);
double NATR_12 = indicators.natr(instrument, selectedPeriod, offerSide, NATR_Period1, shift+1);
double NATR_21 = indicators.natr(instrument, selectedPeriod, offerSide, NATR_Period2, shift);
double NATR_22 = indicators.natr(instrument, selectedPeriod, offerSide, NATR_Period2, shift+1);
double EMA_1 = indicators.ema(instrument, selectedPeriod, offerSide, NATR_appliedPrice, NATR_emaPeriod, shift);
double EMA_2 = indicators.ema(instrument, selectedPeriod, offerSide, NATR_appliedPrice, NATR_emaPeriod, shift+1);
if ((NATR_11 > NATR_21 && NATR_12 < NATR_22) ||
(NATR_11 < NATR_21 && NATR_12 > NATR_22)) {
if (EMA_1 < bidBar.getOpen() && EMA_1 > EMA_2)
NATR_Buy = true;
if (EMA_1 > bidBar.getOpen() && EMA_1 < EMA_2)
NATR_Sell = true;
}
}
boolean BB_Buy = false;
boolean BB_Sell = false;
if (Use_BB) {
IBar prevBar = history.getBar(instrument, selectedPeriod, offerSide, 1);
double oc = bidBar.getOpen() - bidBar.getClose();
double co = bidBar.getClose()- bidBar.getOpen();
double hc = bidBar.getHigh() - bidBar.getClose();
double cl = bidBar.getClose()- bidBar.getLow();
askPrice = askBar.getClose();
bidPrice = bidBar.getClose();
double [] atr1 = indicators.atr(instrument, selectedPeriod, offerSide, ATR_Period, filter, 12, prevBar.getTime(), 1);
double sma50 = this.indicators.sma(instrument, Period.ONE_HOUR, OfferSide.BID, IIndicators.AppliedPrice.CLOSE, 80, 0);
double [] rvi = this.indicators.rvi(instrument, Period.ONE_HOUR, OfferSide.BID, 10, 0);
double [] bands = this.indicators.bbands(instrument, period.ONE_HOUR,OfferSide.BID, IIndicators.AppliedPrice.CLOSE,30,0.8,0.8,IIndicators.MaType.DEMA,0);
double openPrice = bidBar.getOpen();
if ((co > ATR_base*atr1[5])&& ( bidPrice < bands[0]+0.004 && bidPrice > bands[0] && bidPrice > sma50 &&bidPrice>openPrice && rvi[1]>0))
BB_Buy = true;
if ((oc > ATR_base*atr1[5])&&( bidPrice> bands[2]-0.004 && bidPrice< bands[2] && bidPrice < sma50 &&bidPrice<openPrice && rvi[1]<0 ))
BB_Sell = true;
}
boolean TVS_Buy=false;
boolean TVS_Sell=false;
if (Use_TVS) {
double openPrice = bidBar.getOpen();
askPrice = askBar.getClose();
bidPrice = bidBar.getClose();
double ema = this.indicators.ema(instrument, period, OfferSide.BID, IIndicators.AppliedPrice.CLOSE, 34, 0);
double tvs = this.indicators.tvs(instrument, period, OfferSide.BID, IIndicators.AppliedPrice.CLOSE, 24, 0);
double tvs1 = this.indicators.tvs(instrument, period, OfferSide.BID, IIndicators.AppliedPrice.CLOSE, 24, 1);
if (bidPrice > ema && tvs > tvs1 && tvs > 0 && tvs1 < 0) TVS_Buy=true;
if (bidPrice < ema && tvs < tvs1 && tvs < 0 && tvs1 > 0) TVS_Sell=true;
}
boolean CCIRSI_Buy=false;
boolean CCIRSI_Sell=false;
if (Use_CCIRSI) {
double cci = this.indicators.cci(instrument, selectedPeriod, OfferSide.BID, 12, 0);
double rsi = indicators.rsi(GlobalInstrument, selectedPeriod, OfferSide.BID, IIndicators.AppliedPrice.CLOSE, 14, 0);
double ema1 = this.indicators.ema(instrument, selectedPeriod, OfferSide.BID, IIndicators.AppliedPrice.CLOSE, 32, 0);
double openPrice = bidBar.getOpen();
askPrice = askBar.getClose();
bidPrice = bidBar.getClose();
if ((bidPrice > ema1)&& (rsi < 50) && (cci < -100)) CCIRSI_Buy=true;
if ((bidPrice < ema1)&& (rsi > 50) && (cci > 100)) CCIRSI_Sell=true;
}
boolean MACD_Buy = false;
boolean MACD_Sell = false;
int LINE = 0;
int SIGN = 1;
int HIST = 2;
if (Use_MACD) {
double[] macd1 = indicators.macdExt(instrument, selectedPeriod, offerSide, MACD_appliedPrice, fast_Period, fastMA_Type, slow_Period, slowMA_Type, sign_Period, signMA_Type, shift);
double[] macd2 = indicators.macdExt(instrument, selectedPeriod, offerSide, MACD_appliedPrice, fast_Period, fastMA_Type, slow_Period, slowMA_Type, sign_Period, signMA_Type, shift+1);
switch (MACD_Mode) {
case 0:
if (macd2[LINE] < macd1[LINE] && macd2[SIGN] < macd1[SIGN])
MACD_Buy = true;
if (macd2[LINE] > macd1[LINE] && macd2[SIGN] > macd1[SIGN])
MACD_Sell = true;
break;
case 1:
if (macd1[HIST] > 0 && macd2[HIST] <= 0 && macd1[LINE] < (-MACD_trigger * pp))
MACD_Buy = true;
if (macd1[HIST] < 0 && macd2[HIST] >= 0 && macd1[LINE] > (MACD_trigger * pp))
MACD_Sell = true;
break;
}
}
if (OR_Signals) {
if (CH_Buy || NATR_Buy || BB_Buy || CCIRSI_Buy || MACD_Buy || TVS_Buy )
goLong();
if (CH_Sell ||NATR_Sell || BB_Sell || CCIRSI_Sell || MACD_Sell || TVS_Sell)
goShort();
}
if (AND_Signals) {
if ((CH_Buy || !Use_CH)&&(NATR_Buy || !Use_NATR)&&(BB_Buy || !Use_BB)&&(CCIRSI_Buy || !Use_CCIRSI)&&(MACD_Buy || !Use_MACD)&&(TVS_Buy || !Use_TVS) )
goLong();
if ((CH_Sell || !Use_CH)&&(NATR_Sell || !Use_NATR)&&(BB_Sell || !Use_BB)&&(TVS_Sell || !Use_TVS)&&(CCIRSI_Sell || !Use_CCIRSI)&&(MACD_Sell || !Use_MACD))
goShort();
}
}
} catch (Exception e) {
console.getOut().println("Exception");
console.getOut().println(e.getMessage());
}
}
public void onTick(Instrument instrument, ITick tick) throws JFException {
}
public void onMessage(IMessage message) throws JFException {
// console.getOut().println(message);
IOrder order = message.getOrder();
switch (message.getType()) {
case ORDER_CLOSE_OK:
if (order != null) {
double profitsLoss = order.getProfitLossInPips();
printMe(order.getLabel()+ " : "+ order.getOrderCommand()+ " : "+profitsLoss);
}
}
}
public void onStop() {
}
private boolean isNoOpenPosition() throws JFException {
State state;
for (IOrder order : engine.getOrders(instrument)) {
state = order.getState();
if (state == State.FILLED || state == State.OPENED || state == State.CREATED) {
return false;
}
}
return true;
}
private boolean closeAll() throws JFException {
for (IOrder order : engine.getOrders()) {
engine.getOrder(order.getLabel()).close();
}
return true;
}
private double getAmount() {
double Amount = 0.01;
if (fixed_Amount > 0) Amount = fixed_Amount;
else
if (Equity > 0) Amount = (account.getEquity() / 1000000.0) * Equity;
if (Amount < 0.01) Amount = 0.01;
if (Amount > 20) Amount = (account.getEquity() / 20000000.0) * Equity;
Amount = Math.round(Amount * 1000.0) / 1000.0;
return Amount;
}
public IOrder goShort() throws JFException {
closeAll();
return goShort(this.takeProfit, this.stopLoss);
}
public IOrder goLong() throws JFException {
closeAll();
return goLong(this.takeProfit, this.stopLoss);
}
public IOrder goShort(int takeProfit, int stopLoss) throws JFException {
double amount = getAmount();
if (amount < 0)
return null;
double price = history.getLastTick(instrument).getBid();
double stopLossPrice = price + (instrument.getPipValue() * stopLoss);
double takeProfitPrice = price - (instrument.getPipValue() * takeProfit);
return engine.submitOrder(getLabel(), instrument, OrderCommand.SELL, amount, price, slippage, stopLossPrice,
takeProfitPrice);
}
public IOrder goLong(int takeProfit, int stopLoss) throws JFException {
double amount = getAmount();
if (amount < 0)
return null;
double price = history.getLastTick(instrument).getAsk();
double stopLossPrice = price - (instrument.getPipValue() * stopLoss);
double takeProfitPrice = price + (instrument.getPipValue() * takeProfit);
return engine.submitOrder(getLabel(), instrument, OrderCommand.BUY, amount, price, slippage, stopLossPrice,
takeProfitPrice);
}
private String getLabel() {
Run_ID = new SimpleDateFormat("yyMMddHHmmssSSS").format(new Date());
String label = StrategyID;
label = label + "_" + Run_ID;
label = label + "_" + instrument.name();
label = label + "_" + lcounter++;
return label;
}
}
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