Having studied the anatomy of an empty JForex strategy Part 1 and Part 2it's time to dissect a working one. Recall that the first Interface method which runs at the start of the strategy is onStart. They are global variables within the class. What lines do is to save the IEngineIIndicatorsand IConsole objects for later use.

The last line of onStart, line 45, is merely to print a message on your JForex program console to notify the user that the strategy has started. Once onStart is finished processing, the server is likely to call onTick if a market tick arrives. If it's not during market hours, then there's no tick and some other event might happen instead of onTick. Think of the methods as events rather than a linear process. You program your JForex strategy according to what you want to do with each of the six IStrategy Interface event.

For this particular strategy, the programmer decides to implement their strategy at the tick level. Note that this is a design choice, you can use onBar if you want your strategy to process at the bar level or you can use both onTick and onBar. At a glance, you may notice that the variables ma0 and ma1 play a key role in determining the setup.

To reverse engineer a strategy, it may be easier to work backward from when the order is placed, which is done by engine. Lines check using IF tests lines 56 and 60 to see if either of the variables hold invalid data.

If the data is invalid, the indicator is calculated and the rest of the onTick is skipped with the return statement on line Indicator values can sometimes be invalid zero, negative, or Double. NaNdepending on the particular indicator implementation if there is insufficient data to calculate it or an error occurred, for examples. The EMAs are fetched in lines 57 and 59 using the IIndicators object which was initialized in onStart.

The JForex Wiki provides an explanation of its use. Notice that ma1 is an array, which was declared in line 38 with a size equivalent to the number of all available JForex instruments. In particular, it is used with a special index value as in ma1[instrument. In other words, it is asking for the current instrument's slot in the ma1 array.

The current instrument is the one that is passed into the method in line Moving down the code, another point of interest is line 65, showing the use of instrument. Line 67 checks if the current total number of position is zero. If it is, meaning no opened position, then the strategy proceeds to check the entry signal to enter a trade lines It uses a FOR loop to cycle through all the orders obtained from [ engine.

Once either of the long or short condition, lines 68 and 72, respectively, is met, the strategy submits an order in lines 69 for a short and line 73 for a long. The particulars of submitting market orders is described in the JForex Wiki. When you stop this strategy, onStop lines is called. For this strategy, the programmer loops through all the orders again using engine.

That is it for this trivial strategy. If there is one point that you should remember. Note my use of the many links to the JForex javadoc and JForex Wiki throughout this post. You are likely to find many of your answers from those two sources.

If not, there's always the JForex Support Board. In the next post in January, we will discuss the JForex Historical Tester and what to watch for when running a strategy live. We looked at four of the six methods in the IStrategy Interface in a previous post. The last two methods, onTick and onBar, is where your strategy connect with market data.

Either one, or both, of these methods is where you put your trading algorithm in. Recall that IStrategy Interface is the skeleton of your strategy. And that IContext object is the heart of your strategy. Let me say that again, onTick is called for each and every instrument that your JForex platform is subscribed to.

The standard practice is to filter out ticks for instruments that you don't want with a simple IF-return statement. Take a look at the ITick javadoc entry to see what it offers. In which onBar is called for each and every subsribed instrument and period known to JForex. Similarly, you have to filter out all the unwanted instruments and periods or else there will be expected results from your strategy. Another point to note is jforex api download onBar provides both a IBar askBar and IBar bidBar, representing the ask and bid bars.

What happens when two or more periods overlap as in According to Dukascopy Support in stockbroker internship south africa forum, "They come in a strict order, for example 1min 1min 1min 1min 1min stock market in uplink 1min 1min 1min 1min 1min 5min.

They come in cycles, where pablo ortiz forex periods comes first. As you program your strategy with JForex, you will no doubt come up with questions of your own.

The best place to ask is at the official JForex Support Forum. This is the last of the three essential JForex resources that I alluded to earlier. The discussion so far has been very high level. To show you what you can actually do in an IStrategy, we will dissect a working strategy in the next post. Continuing on from Part 1 of this series: Getting 80 accurate forex signal trading learning JForex programmingnow we're ready to discuss the real thing.

You build JForex strategies by using the IStrategy Interface What is an Interface? Basically, an Interface is a code skeleton with a set of predefined empty methods that you'll need to implement yourself. The six standard methods of the IStrategy Interface are:. Below is an empty IStrategy Interface implementation, also known as a JForex strategy. This code will compile fine in JForex and you can even run it. But it doesn't do anything at all because there is no code to run in each of the methods.

Each of the six methods will just be called and exit immediately. Each of the method breakout trading strategy forex triggered by a specific event.

You can jforex api download guess what they are from their name.

JForex API API

This is the first method that is called when you run your strategy. It will run once and only once is it possible to make a binary options hta the start of your strategy. Normally you do your initialization in here. The thing to note for onStart is in line 5 of the code.

The method signature stock option fiscalite onStart is. The object in the parameter and given to you in this method is an IContext object. If IStrategy is the skeleton, then IContext is the heart of the strategy. Please take a look at this javadoc link to IContext to see what this object does. Now is a good time to introduce the second of the three essential resources of a JForex programmer.

The JForex Javadoc is the single most up-to-date API documentation explaining each and every object and methods of the JForex API. Think of it like a reference manual. Note that although it's comprehensive, most of the stock market crash of 1929 causes is very sparse and possibly incomplete.

IContext is a core JForex object to access many important components of the JForex system, such as the ordering engine, charts, console, indicators You get the idea. You typically want to keep a local copy of it as this is the only time in onStart that this object will be passed to you in IStrategy.

As the name suggest, this method is called once you send a stop command to your strategy. You do your program wrap-up such as logging and flushing data here. Not much out of the ordinary with this one. Whereas we know when onStart and onStop will be called, onMessage is an asynchronous method in that you don't know exactly when it will run. This method is called when the Dukascopy server sends your strategy a message.

For example, the server calls onMessage to let you know that your order has been filled. You receive and process the server message by accessing the IMessage object that is passed to you. There is no guarantee that you will receive each and every message sent to your strategy from the server.

Perhaps your strategy process is clogged. Or maybe your internet connection had a hiccup. If your strategy onMessage doesn't get called by the server for whatever reason, the server couldn't care less and won't be checking nor trying again. So don't do anything critical like managing your orders in onMessage! This method is called whenever your account information update is received.

The method provides access to the IAccount objectwhich you use to get your account information. In that case, onAccount is called every 5 seconds by the server at most to avoid flooding your strategy. The IAccount object is not connected live to your account in the server.

It is merely a snapshot of your account. For example, if you keep a local copy of an IAccount object. Do some trading to change your balance. Then ask the same IAccount for account balance information, you will not see a change.

As such, always update your local copy of IAccount within the onAccount method to keep your account information up-to-date for your strategy's use.

GitHub - bdheeman/jforex: Open Indicators / Strategies for JForex

The last two methods that we'll discuss, onTick and onBar, is where the magic happens in a strategy. I am saving the best for last in the next post. The biggest problem I had when learning to program my own trading strategies in JForex is finding where to start learning.

There were few JForex documentation available at the time and I had to teach myself through painstaking trial and error with the help of Dukascopy's technical support. Things have certainly changed for the better as a JForex community is starting to sprout and documentation for it is at least sufficient to get anyone started. This post is the first of a series of quick beginner's guide to learning JForex programming by putting all these resources in a tutorial. JForex is actually not a programming language.

It is an application programming interface API for use with the standard Java programming language. As such, the first step to learning to program in JForex is to learn Java. Luckily, Java is one of the most popular programming languages. So there're plenty of resources on and off the web to learn Java programming. Some examples of free online tutorials are:. If you prefer a book, I would recommend Head First Java, 2nd Edition.

I brushed up on my Java from this book. Don't dwell on Java too much though as you only need to know the basics to get started with JForex. Just read a few chapters to understand the Java syntax and then move on.

JForex API :: Dukascopy Bank SA | Swiss Forex Bank | ECN Broker | Managed accounts | Swiss FX trading platform

You can always refer back to them later. The JForex Wiki is one of the three essential resources for JForex programmers. I will be referring to some specific pages of the Wiki in much of this series of posts. If you haven't done so already, signup for a DEMO account at Dukascopy.

Paul Lam | JForex

Then launch the JForex platform and follow the instructions on the Use in JForex wiki page to assemble your first JForex strategy! So far so good? In the next post in this learning JForex series, we will study the anatomy of a JForex strategy.

Paul Lam Engineering Social Impact. Contact Twitter Github Linkedin Spotify RSS. Posted 20 December in algorithmic-trading.

Posted 14 December in algorithmic-trading. The six standard methods of the IStrategy Interface are: Posted 10 December in algorithmic-trading. JForex is a Java tool JForex is actually not a programming language.

Some examples of free online tutorials are: The Java Tutorials -- This is an official tutorial from the developer of Java themselves. Beginners Java Tutorial -- More geared for the absolute beginners to programming. Diving into JForex The JForex Wiki is one of the three essential resources for JForex programmers. Summary So far so good? Posted 08 December in algorithmic-trading.