package com.dukascopy.visualforex.spaima1976; import java.util.*; import com.dukascopy.api.*; import java.text.SimpleDateFormat; import java.util.Calendar; import java.util.concurrent.CopyOnWriteArrayList; import java.lang.reflect.*; import java.math.BigDecimal; /* * Created by VisualJForex Generator, version 2.35 * Date: 19.10.2016 19:17 */ public class a2001 implements IStrategy { private CopyOnWriteArrayList tradeEventActions = new CopyOnWriteArrayList(); private static final String DATE_FORMAT_NOW = "yyyyMMdd_HHmmss"; private IEngine engine; private IConsole console; private IHistory history; private IContext context; private IIndicators indicators; private IUserInterface userInterface; @Configurable("defaultSlippage:") public int defaultSlippage = 2; @Configurable("defaultTakeProfit:") public int defaultTakeProfit = 1600; @Configurable("defaultPeriod:") public Period defaultPeriod = Period.TEN_MINS; @Configurable("defaultTradeAmount:") public double defaultTradeAmount = 3.0; @Configurable("defaultStopLoss:") public int defaultStopLoss = 1600; @Configurable("defaultInstrument:") public Instrument defaultInstrument = Instrument.EURAUD; private String AccountCurrency = ""; private Period _tempVar189 = Period.FOUR_HOURS; private double _haclose25; private double Leverage; private IOrder _Position_1 = null ; private double _t324; private IOrder _Position_2 = null ; private Period _tempVar124 = Period.ONE_HOUR; private Period _tempVar91 = Period.ONE_HOUR; private int _tempVar93 = 200; private int _tempVar182 = 2; private double _hahigh25; private Period _tempVar99 = Period.ONE_HOUR; private int _tempVar118 = 7; private double _tempVar119 = 1.0; private Period _tempVar95 = Period.ONE_HOUR; private Tick LastTick = null ; private int _tempVar97 = 100; private double _haopen25; private String AccountId = ""; private double Equity; private double UseofLeverage; private List PendingPositions = null ; private double _tempVar111 = 80.0; private double _out14; private int _tempVar101 = 30; private double _tempVar112 = 3.0; private List AllPositions = null ; private int OverWeekendEndLeverage; private int MarginCutLevel; private Candle LastAskCandle = null ; private Period _tempVar190 = Period.ONE_HOUR; private Period _tempVar103 = Period.ONE_HOUR; private int _tempVar105 = 18; private boolean GlobalAccount; private double _halow25; private List OpenPositions = null ; private IMessage LastTradeEvent = null ; private Candle LastBidCandle = null ; 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(); this.userInterface = context.getUserInterface(); subscriptionInstrumentCheck(defaultInstrument); ITick lastITick = context.getHistory().getLastTick(defaultInstrument); LastTick = new Tick(lastITick, defaultInstrument); IBar bidBar = context.getHistory().getBar(defaultInstrument, defaultPeriod, OfferSide.BID, 1); IBar askBar = context.getHistory().getBar(defaultInstrument, defaultPeriod, OfferSide.ASK, 1); LastAskCandle = new Candle(askBar, defaultPeriod, defaultInstrument, OfferSide.ASK); LastBidCandle = new Candle(bidBar, defaultPeriod, defaultInstrument, OfferSide.BID); if (indicators.getIndicator("RSI") == null) { indicators.registerDownloadableIndicator("1286","RSI"); } if (indicators.getIndicator("T3") == null) { indicators.registerDownloadableIndicator("1311","T3"); } if (indicators.getIndicator("HeikinAshiLines") == null) { indicators.registerDownloadableIndicator("6578","HeikinAshiLines"); } subscriptionInstrumentCheck(Instrument.fromString("EUR/AUD")); } public void onAccount(IAccount account) throws JFException { AccountCurrency = account.getCurrency().toString(); Leverage = account.getLeverage(); AccountId= account.getAccountId(); Equity = account.getEquity(); UseofLeverage = account.getUseOfLeverage(); OverWeekendEndLeverage = account.getOverWeekEndLeverage(); MarginCutLevel = account.getMarginCutLevel(); GlobalAccount = account.isGlobal(); } private void updateVariables(Instrument instrument) { try { AllPositions = engine.getOrders(); List listMarket = new ArrayList(); for (IOrder order: AllPositions) { if (order.getState().equals(IOrder.State.FILLED)){ listMarket.add(order); } } List listPending = new ArrayList(); for (IOrder order: AllPositions) { if (order.getState().equals(IOrder.State.OPENED)){ listPending.add(order); } } OpenPositions = listMarket; PendingPositions = listPending; } catch(JFException e) { e.printStackTrace(); } } public void onMessage(IMessage message) throws JFException { if (message.getOrder() != null) { updateVariables(message.getOrder().getInstrument()); LastTradeEvent = message; for (TradeEventAction event : tradeEventActions) { IOrder order = message.getOrder(); if (order != null && event != null && message.getType().equals(event.getMessageType())&& order.getLabel().equals(event.getPositionLabel())) { Method method; try { method = this.getClass().getDeclaredMethod(event.getNextBlockId(), Integer.class); method.invoke(this, new Integer[] {event.getFlowId()}); } catch (SecurityException e) { e.printStackTrace(); } catch (NoSuchMethodException e) { e.printStackTrace(); } catch (IllegalArgumentException e) { e.printStackTrace(); } catch (IllegalAccessException e) { e.printStackTrace(); } catch (InvocationTargetException e) { e.printStackTrace(); } tradeEventActions.remove(event); } } } } public void onStop() throws JFException { } public void onTick(Instrument instrument, ITick tick) throws JFException { LastTick = new Tick(tick, instrument); updateVariables(instrument); } public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException { LastAskCandle = new Candle(askBar, period, instrument, OfferSide.ASK); LastBidCandle = new Candle(bidBar, period, instrument, OfferSide.BID); updateVariables(instrument); RSI_block_14(1); } public void subscriptionInstrumentCheck(Instrument instrument) { try { if (!context.getSubscribedInstruments().contains(instrument)) { Set instruments = new HashSet(); instruments.add(instrument); context.setSubscribedInstruments(instruments, true); Thread.sleep(100); } } catch (InterruptedException e) { e.printStackTrace(); } } public double round(double price, Instrument instrument) { BigDecimal big = new BigDecimal("" + price); big = big.setScale(instrument.getPipScale() + 1, BigDecimal.ROUND_HALF_UP); return big.doubleValue(); } public ITick getLastTick(Instrument instrument) { try { return (context.getHistory().getTick(instrument, 0)); } catch (JFException e) { e.printStackTrace(); } return null; } private void RSI_block_14(Integer flow) { Instrument argument_1 = defaultInstrument; Period argument_2 = _tempVar103; int argument_3 = 2; int argument_4 = _tempVar105; OfferSide[] offerside = new OfferSide[1]; IIndicators.AppliedPrice[] appliedPrice = new IIndicators.AppliedPrice[1]; offerside[0] = OfferSide.BID; appliedPrice[0] = IIndicators.AppliedPrice.CLOSE; Object[] params = new Object[1]; params[0] = _tempVar105; try { subscriptionInstrumentCheck(argument_1); long time = context.getHistory().getBar(argument_1, argument_2, OfferSide.BID, argument_3).getTime(); Object[] indicatorResult = context.getIndicators().calculateIndicator(argument_1, argument_2, offerside, "RSI", appliedPrice, params, Filter.WEEKENDS, 1, time, 0); if ((new Double(((double [])indicatorResult[0])[0])) == null) { this._out14 = Double.NaN; } else { this._out14 = (((double [])indicatorResult[0])[0]); } HeikinAshiLines_block_25(flow); } catch (JFException e) { e.printStackTrace(); console.getErr().println(e); this._out14 = Double.NaN; } } private void OpenatMarket_block_19(Integer flow) { Instrument argument_1 = defaultInstrument; double argument_2 = defaultTradeAmount; int argument_3 = defaultSlippage; int argument_4 = defaultStopLoss; int argument_5 = defaultTakeProfit; String argument_6 = ""; ITick tick = getLastTick(argument_1); IEngine.OrderCommand command = IEngine.OrderCommand.BUY; double stopLoss = tick.getBid() - argument_1.getPipValue() * argument_4; double takeProfit = round(tick.getBid() + argument_1.getPipValue() * argument_5, argument_1); try { String label = getLabel(); _Position_2 = context.getEngine().submitOrder(label, argument_1, command, argument_2, 0, argument_3, stopLoss, takeProfit, 0, argument_6); } catch (JFException e) { e.printStackTrace(); } } private void OpenatMarket_block_23(Integer flow) { Instrument argument_1 = defaultInstrument; double argument_2 = _tempVar112; int argument_3 = defaultSlippage; int argument_4 = defaultTakeProfit; int argument_5 = defaultTakeProfit; String argument_6 = ""; ITick tick = getLastTick(argument_1); IEngine.OrderCommand command = IEngine.OrderCommand.SELL; double stopLoss = tick.getAsk() + argument_1.getPipValue() * argument_4; double takeProfit = round(tick.getAsk() - argument_1.getPipValue() * argument_5, argument_1); try { String label = getLabel(); _Position_1 = context.getEngine().submitOrder(label, argument_1, command, argument_2, 0, argument_3, stopLoss, takeProfit, 0, argument_6); } catch (JFException e) { e.printStackTrace(); } } private void T3_block_24(Integer flow) { Instrument argument_1 = defaultInstrument; Period argument_2 = _tempVar190; int argument_3 = 0; int argument_4 = _tempVar118; double argument_5 = _tempVar119; OfferSide[] offerside = new OfferSide[1]; IIndicators.AppliedPrice[] appliedPrice = new IIndicators.AppliedPrice[1]; offerside[0] = OfferSide.BID; appliedPrice[0] = IIndicators.AppliedPrice.CLOSE; Object[] params = new Object[2]; params[0] = _tempVar118; params[1] = _tempVar119; try { subscriptionInstrumentCheck(argument_1); long time = context.getHistory().getBar(argument_1, argument_2, OfferSide.BID, argument_3).getTime(); Object[] indicatorResult = context.getIndicators().calculateIndicator(argument_1, argument_2, offerside, "T3", appliedPrice, params, Filter.WEEKENDS, 1, time, 0); if ((new Double(((double [])indicatorResult[0])[0])) == null) { this._t324 = Double.NaN; } else { this._t324 = (((double [])indicatorResult[0])[0]); } If_block_32(flow); } catch (JFException e) { e.printStackTrace(); console.getErr().println(e); this._t324 = Double.NaN; } } private void HeikinAshiLines_block_25(Integer flow) { Instrument argument_1 = defaultInstrument; Period argument_2 = _tempVar124; int argument_3 = 1; OfferSide[] offerside = new OfferSide[1]; IIndicators.AppliedPrice[] appliedPrice = new IIndicators.AppliedPrice[1]; offerside[0] = OfferSide.BID; appliedPrice[0] = IIndicators.AppliedPrice.CLOSE; Object[] params = new Object[0]; try { subscriptionInstrumentCheck(argument_1); long time = context.getHistory().getBar(argument_1, argument_2, OfferSide.BID, argument_3).getTime(); Object[] indicatorResult = context.getIndicators().calculateIndicator(argument_1, argument_2, offerside, "HeikinAshiLines", appliedPrice, params, Filter.WEEKENDS, 1, time, 0); if ((new Double(((double [])indicatorResult[0])[0])) == null) { this._haopen25 = Double.NaN; } else { this._haopen25 = (((double [])indicatorResult[0])[0]); } if ((new Double(((double [])indicatorResult[1])[0])) == null) { this._haclose25 = Double.NaN; } else { this._haclose25 = (((double [])indicatorResult[1])[0]); } if ((new Double(((double [])indicatorResult[2])[0])) == null) { this._hahigh25 = Double.NaN; } else { this._hahigh25 = (((double [])indicatorResult[2])[0]); } if ((new Double(((double [])indicatorResult[3])[0])) == null) { this._halow25 = Double.NaN; } else { this._halow25 = (((double [])indicatorResult[3])[0]); } T3_block_24(flow); } catch (JFException e) { e.printStackTrace(); console.getErr().println(e); this._haopen25 = Double.NaN; this._haclose25 = Double.NaN; this._hahigh25 = Double.NaN; this._halow25 = Double.NaN; } } private void CloseandCancelPosition_block_28(Integer flow) { try { if (_Position_2 != null && (_Position_2.getState() == IOrder.State.OPENED||_Position_2.getState() == IOrder.State.FILLED)){ _Position_2.close(); } } catch (JFException e) { e.printStackTrace(); } } private void CloseandCancelPosition_block_29(Integer flow) { try { if (_Position_1 != null && (_Position_1.getState() == IOrder.State.OPENED||_Position_1.getState() == IOrder.State.FILLED)){ _Position_1.close(); } } catch (JFException e) { e.printStackTrace(); } } private void If_block_30(Integer flow) { double argument_1 = _halow25; double argument_2 = _t324; if (argument_1< argument_2) { If_block_33(flow); } else if (argument_1> argument_2) { } else if (argument_1== argument_2) { } } private void If_block_31(Integer flow) { double argument_1 = _hahigh25; double argument_2 = _t324; if (argument_1< argument_2) { } else if (argument_1> argument_2) { If_block_34(flow); } else if (argument_1== argument_2) { } } private void If_block_32(Integer flow) { double argument_1 = _out14; double argument_2 = 50.0; if (argument_1< argument_2) { If_block_30(flow); } else if (argument_1> argument_2) { If_block_31(flow); } else if (argument_1== argument_2) { } } private void If_block_33(Integer flow) { int argument_1 = AllPositions.size(); int argument_2 = 1; if (argument_1< argument_2) { OpenatMarket_block_23(flow); } else if (argument_1> argument_2) { } else if (argument_1== argument_2) { CloseandCancelPosition_block_28(flow); } } private void If_block_34(Integer flow) { int argument_1 = AllPositions.size(); int argument_2 = 1; if (argument_1< argument_2) { OpenatMarket_block_19(flow); } else if (argument_1> argument_2) { } else if (argument_1== argument_2) { CloseandCancelPosition_block_29(flow); } } class Candle { IBar bar; Period period; Instrument instrument; OfferSide offerSide; public Candle(IBar bar, Period period, Instrument instrument, OfferSide offerSide) { this.bar = bar; this.period = period; this.instrument = instrument; this.offerSide = offerSide; } public Period getPeriod() { return period; } public void setPeriod(Period period) { this.period = period; } public Instrument getInstrument() { return instrument; } public void setInstrument(Instrument instrument) { this.instrument = instrument; } public OfferSide getOfferSide() { return offerSide; } public void setOfferSide(OfferSide offerSide) { this.offerSide = offerSide; } public IBar getBar() { return bar; } public void setBar(IBar bar) { this.bar = bar; } public long getTime() { return bar.getTime(); } public double getOpen() { return bar.getOpen(); } public double getClose() { return bar.getClose(); } public double getLow() { return bar.getLow(); } public double getHigh() { return bar.getHigh(); } public double getVolume() { return bar.getVolume(); } } class Tick { private ITick tick; private Instrument instrument; public Tick(ITick tick, Instrument instrument){ this.instrument = instrument; this.tick = tick; } public Instrument getInstrument(){ return instrument; } public double getAsk(){ return tick.getAsk(); } public double getBid(){ return tick.getBid(); } public double getAskVolume(){ return tick.getAskVolume(); } public double getBidVolume(){ return tick.getBidVolume(); } public long getTime(){ return tick.getTime(); } public ITick getTick(){ return tick; } } protected String getLabel() { String label; label = "IVF" + getCurrentTime(LastTick.getTime()) + generateRandom(10000) + generateRandom(10000); return label; } private String getCurrentTime(long time) { SimpleDateFormat sdf = new SimpleDateFormat(DATE_FORMAT_NOW); return sdf.format(time); } private static String generateRandom(int n) { int randomNumber = (int) (Math.random() * n); String answer = "" + randomNumber; if (answer.length() > 3) { answer = answer.substring(0, 4); } return answer; } class TradeEventAction { private IMessage.Type messageType; private String nextBlockId = ""; private String positionLabel = ""; private int flowId = 0; public IMessage.Type getMessageType() { return messageType; } public void setMessageType(IMessage.Type messageType) { this.messageType = messageType; } public String getNextBlockId() { return nextBlockId; } public void setNextBlockId(String nextBlockId) { this.nextBlockId = nextBlockId; } public String getPositionLabel() { return positionLabel; } public void setPositionLabel(String positionLabel) { this.positionLabel = positionLabel; } public int getFlowId() { return flowId; } public void setFlowId(int flowId) { this.flowId = flowId; } } }