The following section contains a detailed description of JForex Strategy API. The API enables the development of custom JForex trading strategies. The trading platform settings do not affect custom strategy. This section describes routines that the user of Strategy API can programmatically automatize, such as:

• submitting and managing various kinds of Orders,
• using built-in Indicators,
• working with Historical Data,
• plotting graphical objects and indicators on a Chart,
• and others, like logging information to Console, Extending User Interface and accessing Account information.

Also, other aspects are touched on which do not directly concern strategy business logic, like Threading and other practices. Essentially a strategy can do whatever Java SE can do. Simple Strategy describes a step-by-step process of creating a simple strategy. SMA Simple describes a simple strategy using an indicator. Each of the aforementioned sections are supplied with examples to help the user create and modify his own custom JForex strategy.

IStrategy interface

Each strategy must implement the IStrategy interface which contains six callback methods:

• onStart is called on strategy start. Here one would normally initialize variables held by IContext , subscribe to feeds (e.g. custom period, range bars, renko bricks, etc.) and do other strategy setup operations.
• onTick is called on every tick of every Instrument that the application is subscribed on, so for working with particular instruments one should consider Tick Filtering. The method receives the latest ITick of the particular Instrument from which the user can retrieve the latest ASK and BID prices, as well as the volumes. Here one would implement a strategy logic which is related to price change.
• onBar is called when a bar is finished for every basic Period and Instrument that application is subscribed on, so for working with particular instruments and periods one should consider Bar Filtering. The method receives the latest BID and ASK IBar of the particular Instrument and Period from which the user can retrieve the open, close, high and low prices, as well as the volume. Here one would implement a strategy logic which is related to time period.
• onMessage is called when a new message is received. Most prominently the method receives an IMessage whenever the order state of any order changes, this way allowing to Manage Order State.
• onAccount is called when an Account Info update is received.
• onStop is called before a strategy is stopped. Here, depending on strategy logic, one would consider closing all active orders, removing created chart objects, disposing any custom GUI objects, etc.