To Jforex Support,

I wanted to code a strategy using Awesome Oscillator. The basic strategy is like this -

If the color of the histogram is GREEN, a BUY position is opened.
If the color of the histogram is RED, a SELL position is opened.

I have coded the whole strategy except for this logical part coz I don't know how to code the condition for 'change of color'.

Please tell me how should I code this strategy.

B_Positive.

See the part which detects the trend change:
https://www.dukascopy.com/wiki/#Create_Alert/Play_sound_on_indicator_trend_change
Here is another example for this:
https://www.dukascopy.com/wiki/#Strategy_Tutorial/Trade_According_to_SMA_Trend

To Jforex Support,

I referred to the links that you provided & tried to code the strategy. I used the awesome oscillator in the logic in the following way -

double[] awesome1 = indicators.awesome(instrument, selectedPeriod1, offerSide, appliedPrice, MAPeriod, MAType1, 1, MAType1, 0);

 if (awesome1[2] > awesome1[1] && awesome1[1] < awesome1[0]) {
            if (order == null || !order.isLong()) {
            closeOrder(order);
            order = submitOrder(OrderCommand.BUY, instrument);
            }
        }
        
        if (awesome1[2] < awesome1[1] && awesome1[1] > awesome1[0]) {
            if (order == null || order.isLong()) {
            closeOrder(order);
            order = submitOrder(OrderCommand.SELL, instrument);
            }  
         }

But I am not getting the expected result. I want to define the awesome oscillator with the time periods of 5 and 34. But in the definition for awesome oscillator, only one time period is included. How should I include the other one? Also, if there is any other mistake, please point it out.


B_Positive

Consider adding logging statements to see what execution paths get taken and why the strategy does not trade by your algorithm, see:
https://www.dukascopy.com/wiki/#IConsole/Logging_values

To Jforex Support,

I changed the definition of the awesome oscillator to the following :

double[] awesome1 = indicators.awesome(Instrument.EURUSD, Period.FIVE_MINS, OfferSide.BID, AppliedPrice.CLOSE, 5, MaType.SMA, 34, MaType.SMA, 0);

Also, I added logging statements to see what execution paths get taken as suggested by you and I got the following results :



I do not understand what this means. Please explain. I have kept the rest of the logic same.

B_Positive.

Please provide full example strategy, explain what results you expect and what you receive instead.

To Jforex Support,

As asked by you, I am attaching the awesome oscillator strategy, its historical testing results, the logging values strategy, the diagram showing what I expect from the awesome oscillator strategy.

The historical testing results show no trade taken.



B_Positive.

You should insert the logging statements inside your strategy such that you see which execution paths get taken and why they don't lead to submitting orders, for instance:

        double[] awesome1 = indicators.awesome(instrument, selectedPeriod, offerSide, appliedPrice, FasterMAPeriod, MAType1, SlowerMAPeriod, MAType1, 0);
        
        console.getOut().format("awesome=%s isBuy? %s isSell? %s is order null? %s is order long? %s", 
                Arrays.toString(awesome1),
                awesome1[2] > awesome1[1] && awesome1[1] < awesome1[0],
                awesome1[2] < awesome1[1] && awesome1[1] > awesome1[0],
                order == null,
                order == null ? "-" : order.isLong()
                ).println();

To Dukascopy Support,

I inserted the logging statements in the loggingvalues strategy as suggested by you but while running the strategy it shows the following error :

2013-04-30 15:22:40 java.util.MissingFormatArgumentException: Format specifier 's' @ jforex.LoggingValues.onStart(LoggingValues.java:32)

Please tell me what this means.

Regards,

B_Positive.

See:
https://www.google.lv/search?q=java.util.missingformatargumentexception+format+specifier+'s'
See more on formatting here:
https://docs.oracle.com/javase/tutorial/java/data/numberformat.html