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8016 lines (5652 loc) · 329 KB
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/*
* Copyright (c) 2009 Dukascopy (Suisse) SA. All Rights Reserved.
*
* Redistribution and use in source and binary forms, with or without
* modification, are permitted provided that the following conditions are met:
*
* -Redistribution of source code must retain the above copyright notice, this
* list of conditions and the following disclaimer.
*
* -Redistribution in binary form must reproduce the above copyright notice,
* this list of conditions and the following disclaimer in the documentation
* and/or other materials provided with the distribution.
*
* Neither the name of Dukascopy (Suisse) SA or the names of contributors may
* be used to endorse or promote products derived from this software without
* specific prior written permission.
*
* This software is provided "AS IS," without a warranty of any kind. ALL
* EXPRESS OR IMPLIED CONDITIONS, REPRESENTATIONS AND WARRANTIES, INCLUDING
* ANY IMPLIED WARRANTY OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE
* OR NON-INFRINGEMENT, ARE HEREBY EXCLUDED. DUKASCOPY (SUISSE) SA ("DUKASCOPY")
* AND ITS LICENSORS SHALL NOT BE LIABLE FOR ANY DAMAGES SUFFERED BY LICENSEE
* AS A RESULT OF USING, MODIFYING OR DISTRIBUTING THIS SOFTWARE OR ITS
* DERIVATIVES. IN NO EVENT WILL DUKASCOPY OR ITS LICENSORS BE LIABLE FOR ANY LOST
* REVENUE, PROFIT OR DATA, OR FOR DIRECT, INDIRECT, SPECIAL, CONSEQUENTIAL,
* INCIDENTAL OR PUNITIVE DAMAGES, HOWEVER CAUSED AND REGARDLESS OF THE THEORY
* OF LIABILITY, ARISING OUT OF THE USE OF OR INABILITY TO USE THIS SOFTWARE,
* EVEN IF DUKASCOPY HAS BEEN ADVISED OF THE POSSIBILITY OF SUCH DAMAGES.
*/
package singlejartest;
import com.dukascopy.api.*;
import com.dukascopy.api.IEngine.OrderCommand;
import com.dukascopy.api.IIndicators.AppliedPrice;
import com.dukascopy.api.IIndicators.MaType;
import com.dukascopy.connector.engine.MQL4Connector;
import com.dukascopy.connector.engine.MQL4ConnectorIndicator;
import com.dukascopy.converter.lib.TimeWrapperMql;
//////////////////////////////////////////////
//new added
import java.awt.Color;
import com.dukascopy.connector.engine.*;
import com.dukascopy.converter.helpers.*;
import com.dukascopy.converter.helpers.ref.*;
import com.dukascopy.converter.lib.*;
import com.dukascopy.converter.lib.objects.*;
import java.util.*;
//end new added
//////////////////////////////////////////////
public class MA_Play implements IStrategy {
private IEngine engine = null;
private IIndicators indicators = null;
private IConsole console;
private IHistory history;
// public Instrument instrument = Instrument.EURUSD;
//////////////////////////////////////////////
//new added
static String timeZone = "GMT+3";
double MyLotsH = 0;
double MyLotsL = 0;
int Move_Av = 0;
int iBoll_B = 0;
// public int[] timeperiod;
int TimePeriodNum = 0;
double ma_pre = 0;
double boll_up_B_pre = 0;
double boll_low_B_pre = 0;
double boll_mid_B_pre = 0;
int MagicNumberOne = 0;
int MagicNumberTwo = 0;
int MagicNumberThree = 0;
int MagicNumberFour = 0;
int MagicNumberFive = 0;
int MagicNumberSix = 0;
int MagicNumberSeven = 0;
int MagicNumberEight = 0;
int MagicNumberNine = 0;
int MagicNumberTen = 0;
int MagicNumberEleven = 0;
int MagicNumberTwelve = 0;
int MagicNumberThirteen = 0;
int MagicNumberFourteen = 0;
int MagicNumberFifteen = 0;
int MagicNumberSixteen = 0;
// public String[] MySymbol;
int symbolNum = 0;
int Freq_Count = 0;
int TwentyS_Freq = 0;
int OneM_Freq = 0;
int ThirtyS_Freq = 0;
int FiveM_Freq = 0;
int ThirtyM_Freq = 0;
public stBuySellPosRecord[] BuySellPosRecord ;
public stOrderRecord[] OrderRecord;
public stBoolCrossRecord[][] BoolCrossRecord;
boolean iddataoptflag = false;
boolean iddatarecovflag = false;
int ChartEvent = 0;
boolean PrintFlag = false;
//public Instrument instrument = Instrument.EURUSD;
public Instrument[] MySymbol;
public Period[] timeperiod;
{ try {
MyLotsH=1;
MyLotsL=1;
Move_Av=3;
iBoll_B=60;
TimePeriodNum=6;
ma_pre = 0.0;
boll_up_B_pre = 0.0;
boll_low_B_pre = 0.0;
boll_mid_B_pre = 0.0;
MagicNumberOne=10;
MagicNumberTwo=20;
MagicNumberThree=30;
MagicNumberFour=40;
MagicNumberFive=50;
MagicNumberSix=60;
MagicNumberSeven=70;
MagicNumberEight=80;
MagicNumberNine=90;
MagicNumberTen=100;
MagicNumberEleven=110;
MagicNumberTwelve=120;
MagicNumberThirteen=130;
MagicNumberFourteen=140;
MagicNumberFifteen=150;
MagicNumberSixteen=160;
//MySymbol = new String[50];
symbolNum = 0;
Freq_Count=0;
TwentyS_Freq=0;
OneM_Freq=0;
ThirtyS_Freq=0;
FiveM_Freq=0;
ThirtyM_Freq=0;
//BuySellPosRecord = new stBuySellPosRecord[50];
//OrderRecord = new stOrderRecord[100];
//BoolCrossRecord = new stBoolCrossRecord[50][16];
BuySellPosRecord = new stBuySellPosRecord[50];
OrderRecord= new stOrderRecord[100];
BoolCrossRecord= new stBoolCrossRecord[50][16];
for(int i = 0; i < 50; i ++)
{
BuySellPosRecord[i] = new stBuySellPosRecord();
BuySellPosRecord[i].NextModifyPos = new int[20];
BuySellPosRecord[i].TradeTimePos = new int[20];
BuySellPosRecord[i].NextModifyValue1 = new double[20];
BuySellPosRecord[i].NextModifyValue2 = new double[20];
for(int j= 0; j < 16;j++)
{
BoolCrossRecord[i][j] = new stBoolCrossRecord();
BoolCrossRecord[i][j].CrossFlag = new int[10];
BoolCrossRecord[i][j].CrossBoolPos = new int[10];
BoolCrossRecord[i][j].CrossStrongWeak = new double[10];
BoolCrossRecord[i][j].CrossTrend = new double [10];
}
}
for(int i = 0; i < 100; i ++)
{
OrderRecord[i] = new stOrderRecord();
}
iddataoptflag=false;
iddatarecovflag=false;
ChartEvent=0;
PrintFlag=false;
MySymbol = new Instrument[50] ;
timeperiod = new Period[16];
// timeperiod = new Period[10] ;
} catch(JFException e) {throw new Error(e);}}
//end new added
////////////////////////////////////
///////////////////////////////////////////////////
////////////////////////////
//new added
//MT4函数适配层
public int getsympos(Instrument my_symbol)
{
int SymPos;
for(SymPos = 0; SymPos < symbolNum;SymPos++)
{
if(my_symbol == MySymbol[SymPos])
{
break;
}
}
if(SymPos == symbolNum)
{
// String s = "test!!! = " + my_symbol +":bad:";
// console.getOut().println(s);
// console.getOut().println("getsympos error");
SymPos = -1;
}
return SymPos;
}
public int gettimeperiod(Period my_timeperiod)
{
int timeperiodnum;
for(timeperiodnum = 0; timeperiodnum < TimePeriodNum;timeperiodnum++)
{
if(my_timeperiod == timeperiod[timeperiodnum])
{
break;
}
}
if(timeperiodnum == TimePeriodNum)
{
console.getOut().println("gettimeperiod error");
timeperiodnum = -1;
}
return timeperiodnum;
}
public int iBars(Instrument my_symbol,Period my_timeperiod) throws JFException
{
int SymPos=getsympos(my_symbol);
int timeperiodnum=gettimeperiod(my_timeperiod);
long prevBarTime = history.getPreviousBarStart(my_timeperiod,
history.getLastTick(my_symbol).getTime());
List<IBar> bars = history.getBars(my_symbol, my_timeperiod,
OfferSide.BID, BoolCrossRecord[SymPos][timeperiodnum].startTime, prevBarTime);
int last = bars.size() + 100;
return last;
}
//end new added
////////////////////////////
///////////////////////////////
//new added
public void initsymbol(IContext context)
{
int i;
Set<Instrument> myinstruments = new HashSet<Instrument>();
myinstruments.add(Instrument.EURUSD);
myinstruments.add(Instrument.AUDUSD);
myinstruments.add(Instrument.USDJPY);
myinstruments.add(Instrument.XAUUSD);
myinstruments.add(Instrument.GBPUSD);
myinstruments.add(Instrument.CADCHF);
myinstruments.add(Instrument.EURCAD);
if(true)
{
myinstruments.add(Instrument.GBPAUD);
myinstruments.add(Instrument.AUDJPY);
myinstruments.add(Instrument.EURJPY);
myinstruments.add(Instrument.GBPJPY);
myinstruments.add(Instrument.USDCAD);
myinstruments.add(Instrument.AUDCAD);
myinstruments.add(Instrument.AUDCHF);
myinstruments.add(Instrument.CADJPY);
myinstruments.add(Instrument.EURAUD);
myinstruments.add(Instrument.GBPCHF);
myinstruments.add(Instrument.NZDCAD);
myinstruments.add(Instrument.NZDUSD);
myinstruments.add(Instrument.NZDJPY);
myinstruments.add(Instrument.USDCHF);
myinstruments.add(Instrument.EURGBP);
myinstruments.add(Instrument.EURCHF);
myinstruments.add(Instrument.AUDNZD);
myinstruments.add(Instrument.CHFJPY);
myinstruments.add(Instrument.EURNZD);
myinstruments.add(Instrument.GBPCAD);
myinstruments.add(Instrument.GBPNZD);
myinstruments.add(Instrument.USDSGD);
myinstruments.add(Instrument.USDZAR);
}
context.setSubscribedInstruments(myinstruments);
// wait max 1 second for the instruments to get subscribed
i = 50;
while (!context.getSubscribedInstruments().containsAll(myinstruments) && i>=0) {
try {
console.getOut().println("Instruments not subscribed yet " + i);
Thread.sleep(1000);
} catch (InterruptedException e) {
console.getOut().println(e.getMessage());
}
i--;
}
MySymbol[0] = Instrument.EURUSD;
MySymbol[1] = Instrument.AUDUSD;
MySymbol[2] = Instrument.USDJPY;
MySymbol[3] = Instrument.XAUUSD;
MySymbol[4] = Instrument.GBPUSD;
MySymbol[5] = Instrument.CADCHF;
MySymbol[6] = Instrument.EURCAD;
MySymbol[7] = Instrument.GBPAUD;
MySymbol[8] = Instrument.AUDJPY;
MySymbol[9] = Instrument.EURJPY;
MySymbol[10] = Instrument.GBPJPY;
MySymbol[11] = Instrument.USDCAD;
MySymbol[12] = Instrument.AUDCAD;
MySymbol[13] = Instrument.AUDCHF;
MySymbol[14] = Instrument.CADJPY;
MySymbol[15] = Instrument.EURAUD;
MySymbol[16] = Instrument.GBPCHF;
MySymbol[17] = Instrument.NZDCAD;
MySymbol[18] = Instrument.NZDUSD;
MySymbol[19] = Instrument.NZDJPY;
MySymbol[20] = Instrument.USDCHF;
MySymbol[21] = Instrument.EURGBP;
MySymbol[22] = Instrument.EURCHF;
MySymbol[23] = Instrument.AUDNZD;
MySymbol[24] = Instrument.CHFJPY;
MySymbol[25] = Instrument.EURNZD;
MySymbol[26] = Instrument.GBPCAD;
MySymbol[27] = Instrument.GBPNZD;
MySymbol[28] = Instrument.USDSGD;
MySymbol[29] = Instrument.USDZAR;
symbolNum = 30;
}
public int MakeMagic(int SymPos,int Magic)
{
int symbolvalue;
symbolvalue = SymPos*1000 + Magic;
return symbolvalue;
}
public void inittiimeperiod()
{
timeperiod[0] = Period.ONE_MIN;
timeperiod[1] = Period.FIVE_MINS;
timeperiod[2] = Period.THIRTY_MINS;
timeperiod[3] = Period.FOUR_HOURS;
timeperiod[4] = Period.DAILY;
timeperiod[5] = Period.WEEKLY;
TimePeriodNum = 6;
}
public void initmagicnumber()
{
MagicNumberOne = 10;
MagicNumberTwo = 20;
MagicNumberThree = 30;
MagicNumberFour = 40;
MagicNumberFive = 50;
MagicNumberSix = 60;
MagicNumberSeven = 70;
MagicNumberEight = 80;
MagicNumberNine = 90;
MagicNumberTen = 100;
MagicNumberEleven = 110;
MagicNumberTwelve = 120;
MagicNumberThirteen = 130;
MagicNumberFourteen = 140;
MagicNumberFifteen = 150;
MagicNumberSixteen = 160;
}
public void InitBuySellPos()throws JFException
{
int SymPos;
int i ;
Instrument my_symbol;
Period my_timeperiod;
for(SymPos = 0; SymPos < symbolNum;SymPos++)
{
my_symbol = MySymbol[SymPos];
for(i = 0; i < 20;i++)
{
BuySellPosRecord[SymPos].NextModifyPos[i] = 1000000000;
}
my_timeperiod = timeperiod[0];
BuySellPosRecord[SymPos].TradeTimePos[0] = iBars(my_symbol,my_timeperiod);
BuySellPosRecord[SymPos].TradeTimePos[1] = iBars(my_symbol,my_timeperiod);
BuySellPosRecord[SymPos].TradeTimePos[2] = iBars(my_symbol,my_timeperiod);
BuySellPosRecord[SymPos].TradeTimePos[3] = iBars(my_symbol,my_timeperiod);
my_timeperiod = timeperiod[1];
BuySellPosRecord[SymPos].TradeTimePos[4] = iBars(my_symbol,my_timeperiod);
BuySellPosRecord[SymPos].TradeTimePos[5] = iBars(my_symbol,my_timeperiod);
BuySellPosRecord[SymPos].TradeTimePos[6] = iBars(my_symbol,my_timeperiod);
BuySellPosRecord[SymPos].TradeTimePos[7] = iBars(my_symbol,my_timeperiod);
BuySellPosRecord[SymPos].TradeTimePos[12] = iBars(my_symbol,my_timeperiod);
BuySellPosRecord[SymPos].TradeTimePos[13] = iBars(my_symbol,my_timeperiod);
my_timeperiod = timeperiod[2];
BuySellPosRecord[SymPos].TradeTimePos[8] = iBars(my_symbol,my_timeperiod);
BuySellPosRecord[SymPos].TradeTimePos[9] = iBars(my_symbol,my_timeperiod);
BuySellPosRecord[SymPos].TradeTimePos[10] = iBars(my_symbol,my_timeperiod);
BuySellPosRecord[SymPos].TradeTimePos[11] = iBars(my_symbol,my_timeperiod);
BuySellPosRecord[SymPos].TradeTimePos[14] = iBars(my_symbol,my_timeperiod);
BuySellPosRecord[SymPos].TradeTimePos[15] = iBars(my_symbol,my_timeperiod);
}
return;
}
public void InitcrossValue(int SymPos,int timeperiodnum) throws JFException
{
double myma,myboll_up_B,myboll_low_B,myboll_mid_B;
double myma_pre,myboll_up_B_pre,myboll_low_B_pre,myboll_mid_B_pre;
Instrument my_symbol;
Period my_timeperiod;
int crossflag;
int j = 0;
int i;
double[] mybool = new double [10];
my_symbol = MySymbol[SymPos];
my_timeperiod = timeperiod[timeperiodnum];
BoolCrossRecord[SymPos][timeperiodnum].startTime =
history.getPreviousBarStart(my_timeperiod, history.getLastTick(my_symbol).getTime());
for (i = 1; i< 300;i++)
{
crossflag = 0;
myma = indicators.ma(my_symbol, my_timeperiod,
OfferSide.BID, AppliedPrice.CLOSE,
Move_Av, MaType.SMA, i-1);
mybool = indicators.bbands(my_symbol, my_timeperiod, OfferSide.BID, AppliedPrice.CLOSE,
iBoll_B, 2, 2, MaType.SMA, i-1);
myboll_up_B = mybool[0];
myboll_mid_B = mybool[1];
myboll_low_B = mybool[2];
myma_pre = indicators.ma(my_symbol, my_timeperiod, OfferSide.BID, AppliedPrice.CLOSE,
Move_Av, MaType.SMA, i);
mybool = indicators.bbands(my_symbol, my_timeperiod, OfferSide.BID, AppliedPrice.CLOSE,
iBoll_B, 2, 2, MaType.SMA, i);
myboll_up_B_pre = mybool[0];
myboll_mid_B_pre = mybool[1];
myboll_low_B_pre = mybool[2];
if((myma >myboll_up_B) && (myma_pre < myboll_up_B_pre ) )
{
crossflag = 5;
}
if((myma <myboll_up_B) && (myma_pre > myboll_up_B_pre ) )
{
crossflag = 4;
}
if((myma < myboll_low_B) && (myma_pre > myboll_low_B_pre ) )
{
crossflag = -5;
}
if((myma > myboll_low_B) && (myma_pre < myboll_low_B_pre ) )
{
crossflag = -4;
}
if((myma > myboll_mid_B) && (myma_pre < myboll_mid_B_pre ))
{
crossflag = 1;
}
if( (myma < myboll_mid_B) && (myma_pre > myboll_mid_B_pre ))
{
crossflag = -1;
}
if(0 != crossflag)
{
BoolCrossRecord[SymPos][timeperiodnum].CrossFlag[j] = crossflag;
BoolCrossRecord[SymPos][timeperiodnum].CrossBoolPos[j] = iBars(my_symbol,my_timeperiod)-i;
j++;
if (j >= 9)
{
break;
}
}
}
return ;
}
public void InitMA(int SymPos,int timeperiodnum) throws JFException
{
double MAThree,MAFive,MAThen,MAThentyOne,MASixty;
double MAThenPre,MAThentyOnePre,MASixtyPre;
double StrongWeak;
Period my_timeperiod;
Instrument my_symbol;
my_symbol = MySymbol[SymPos];
my_timeperiod = timeperiod[timeperiodnum];
MAThree = indicators.ma(my_symbol, my_timeperiod,
OfferSide.BID, AppliedPrice.CLOSE,
3, MaType.SMA, 0);
MAThen = indicators.ma(my_symbol, my_timeperiod,
OfferSide.BID, AppliedPrice.CLOSE,
10, MaType.SMA, 0);
MAThenPre = indicators.ma(my_symbol, my_timeperiod,
OfferSide.BID, AppliedPrice.CLOSE,
10, MaType.SMA, 1);
MAFive = indicators.ma(my_symbol, my_timeperiod,
OfferSide.BID, AppliedPrice.CLOSE,
5, MaType.SMA, 0);
MAThentyOne = indicators.ma(my_symbol, my_timeperiod,
OfferSide.BID, AppliedPrice.CLOSE,
21, MaType.SMA, 0);
MASixty = indicators.ma(my_symbol, my_timeperiod,
OfferSide.BID, AppliedPrice.CLOSE,
60, MaType.SMA, 0);
MAThentyOnePre = indicators.ma(my_symbol, my_timeperiod,
OfferSide.BID, AppliedPrice.CLOSE,
21, MaType.SMA, 1);
MASixtyPre = indicators.ma(my_symbol, my_timeperiod,
OfferSide.BID, AppliedPrice.CLOSE,
60, MaType.SMA, 1);
StrongWeak =0.5;
if((MAThree > MAThen)&&(MAThenPre<MAThen))
{
StrongWeak =0.9;
}
else if ((MAThree < MAThen)&&(MAThenPre>MAThen))
{
StrongWeak =0.1;
}
else
{
StrongWeak =0.5;
}
BoolCrossRecord[SymPos][timeperiodnum].Trend = StrongWeak;
StrongWeak =0.5;
if(MAFive > MAThentyOne)
{
/*多均线多头向上*/
if((MASixty < MAThentyOne)&&(MAThentyOne>MAThentyOnePre)&&(MASixty>MASixtyPre))
{
StrongWeak =0.9;
}
else if ((MASixty >= MAThentyOne) &&(MASixty <MAFive))
{
StrongWeak =0.6;
}
else
{
StrongWeak =0.5;
}
}
else if (MAFive < MAThentyOne)
{
/*多均线多头向下*/
if((MASixty > MAThentyOne)&&(MAThentyOne<MAThentyOnePre)&&(MASixty<MASixtyPre))
{
StrongWeak =0.1;
}
else if ((MASixty <= MAThentyOne) &&(MASixty > MAFive))
{
StrongWeak =0.4;
}
else
{
StrongWeak =0.5;
}
}
else
{
StrongWeak =0.5;
}
BoolCrossRecord[SymPos][timeperiodnum].StrongWeak = StrongWeak;
}
void ChangeCrossValue( int mvalue,double mstrongweak,int SymPos,int timeperiodnum)throws JFException
{
int i;
Period my_timeperiod;
Instrument symbol;
symbol = MySymbol[SymPos];
my_timeperiod = timeperiod[timeperiodnum];
if (mvalue == BoolCrossRecord[SymPos][timeperiodnum].CrossFlag[0])
{
BoolCrossRecord[SymPos][timeperiodnum].CrossFlag[0] = mvalue;
// BoolCrossRecord[SymPos][timeperiodnum].CrossDatetime[0] = TimeCurrent();
BoolCrossRecord[SymPos][timeperiodnum].CrossBoolPos[0] = iBars(symbol,my_timeperiod);
BoolCrossRecord[SymPos][timeperiodnum].CrossStrongWeak[0] = mstrongweak;
return;
}
for (i = 0 ; i <9; i++)
{
BoolCrossRecord[SymPos][timeperiodnum].CrossFlag[9-i] = BoolCrossRecord[SymPos][timeperiodnum].CrossFlag[8-i];
// BoolCrossRecord[SymPos][timeperiodnum].CrossDatetime[9-i] = BoolCrossRecord[SymPos][timeperiodnum].CrossDatetime[8-i];
BoolCrossRecord[SymPos][timeperiodnum].CrossBoolPos[9-i] = BoolCrossRecord[SymPos][timeperiodnum].CrossBoolPos[8-i] ;
BoolCrossRecord[SymPos][timeperiodnum].CrossStrongWeak[9-i] = BoolCrossRecord[SymPos][timeperiodnum].CrossStrongWeak[8-i];
}
BoolCrossRecord[SymPos][timeperiodnum].CrossFlag[0] = mvalue;
//BoolCrossRecord[SymPos][timeperiodnum].CrossDatetime[0] = TimeCurrent();
BoolCrossRecord[SymPos][timeperiodnum].CrossBoolPos[0] = iBars(symbol,my_timeperiod);
BoolCrossRecord[SymPos][timeperiodnum].CrossStrongWeak[0] = mstrongweak;
return;
}
/*非Openday期间不新开单*/
boolean opendaycheck(int SymPos)
{
// int i;
/*
Instrument symbol;
boolean tradetimeflag;
datetime timelocal;
symbol = MySymbol[SymPos];
tradetimeflag = true;
//原则上采用服务器交易时间，为了便于人性化处理，做了一个转换
//OANDA 服务器时间为GMT + 2 ，北京时间为GMT + 8，相差6个小时
timelocal = TimeCurrent() + 5*60*60;
// Print("opendaycheck:" + "timelocal=" + TimeToString(timelocal,TIME_DATE)
// +"timelocal=" + TimeToString(timelocal,TIME_SECONDS));
// Print("opendaycheck:" + "timecur=" + TimeToString(TimeCurrent(),TIME_DATE)
// +"timecur=" + TimeToString(TimeCurrent(),TIME_SECONDS));
//周一早7点前不下单
if (TimeDayOfWeek(timelocal) == 1)
{
if (TimeHour(timelocal) < 7 )
{
tradetimeflag = false;
}
}
//周六凌晨3点后不下单
if (TimeDayOfWeek(timelocal) == 6)
{
if (TimeHour(timelocal) > 3 )
{
tradetimeflag = false;
}
}
//周日不下单
if (TimeDayOfWeek(timelocal) == 0)
{
tradetimeflag = false;
}
return tradetimeflag;
*/
return true;
}
/*欧美交易时间段多以趋势和趋势加强为主，非交易时间多以震荡为主，以此区分一些小周期的交易策略*/
boolean tradetimecheck(int SymPos)
{
// int i;
/*
Instrument symbol;
boolean tradetimeflag ;
datetime timelocal;
symbol = MySymbol[SymPos];
tradetimeflag = false;
//原则上采用服务器交易时间，为了便于人性化处理，做了一个转换
//OANDA 服务器时间为GMT + 2 ，北京时间为GMT + 8，相差6个小时
timelocal = TimeCurrent() + 5*60*60;
//下午3点前不做趋势单，主要针对1分钟线，非欧美时间趋势不明显
if ((TimeHour(timelocal) >= 16 )&& (TimeHour(timelocal) <22 ))
{
tradetimeflag = true;
}
//测试期间全时间段交易
tradetimeflag = true;
return tradetimeflag;
*/
return true;
}
boolean accountcheck()
{
/*
boolean accountflag ;
int leverage ;
accountflag = true;
leverage = AccountLeverage();
if(leverage < 10)
{
Print("Account leverage is to low leverage = ",leverage);
accountflag = false;
}
else
{
//现有杠杆之下至少还能交易两次
if(AccountFreeMargin() < 2*MyLotsH*(100000/leverage))
{
Print("Account Money is not enough free margin = ",AccountFreeMargin() +";Leverage = "+leverage);
accountflag = false;
}
}
return accountflag;
*/
return true;
}
//end new added
//////////////////////////////////////
public void onStart(IContext context) throws JFException {
engine = context.getEngine();
indicators = context.getIndicators();
this.console = context.getConsole();
history = context.getHistory();
//////////////////////////////
//new added
int SymPos;
int timeperiodnum;
Period my_timeperiod;
Instrument my_symbol;
console.getOut().println("this is Started");
initsymbol(context);
initmagicnumber();
inittiimeperiod();
Freq_Count = 0;
TwentyS_Freq = 0;
OneM_Freq = 0;
ThirtyS_Freq = 0;
FiveM_Freq = 0;
ThirtyM_Freq = 0;
for(SymPos = 0; SymPos < symbolNum;SymPos++)
{
try {Thread.sleep(1000);}
catch (InterruptedException e) {}
for(timeperiodnum = 0; timeperiodnum < TimePeriodNum;timeperiodnum++)
{
my_symbol = MySymbol[SymPos];
my_timeperiod = timeperiod[timeperiodnum];
InitcrossValue(SymPos,timeperiodnum);
InitMA(SymPos,timeperiodnum);
String s;
s = my_symbol+"BoolCrossRecord["+SymPos+"][" +timeperiodnum+"]:"+ BoolCrossRecord[SymPos][timeperiodnum].CrossFlag[0]+":"
+ BoolCrossRecord[SymPos][timeperiodnum].CrossFlag[1]+":"+ BoolCrossRecord[SymPos][timeperiodnum].CrossFlag[2]+":"
+ BoolCrossRecord[SymPos][timeperiodnum].CrossFlag[3]+":"+ BoolCrossRecord[SymPos][timeperiodnum].CrossFlag[4]+":"
+ BoolCrossRecord[SymPos][timeperiodnum].CrossFlag[5]+":"+ BoolCrossRecord[SymPos][timeperiodnum].CrossFlag[6]+":"
+ BoolCrossRecord[SymPos][timeperiodnum].CrossFlag[7]+":"+ BoolCrossRecord[SymPos][timeperiodnum].CrossFlag[8]+":"
+ BoolCrossRecord[SymPos][timeperiodnum].CrossFlag[9];
console.getOut().println(s);
}
}
InitBuySellPos();
//Print("Server name is ", AccountServer());
//Print("Account #",AccountNumber(), " leverage is ", AccountLeverage());
//Print("Account free margin = ",AccountFreeMargin());
return ;
//end new added
////////////////////////////////
}
public void onStop() throws JFException {
/*
for (IOrder order : engine.getOrders()) {
order.close();
}
console.getOut().println("this is Stopped");
*/
return;
}
/////////////////////////////
//new added
public double getMinAmount(Instrument instrument){
switch (instrument){
case XAUUSD : return 0.000001;
case XAGUSD : return 0.00005;
default : return 0.001;
}
}
public boolean OneMOrderCloseStatus(int MagicNumber) throws JFException
{
boolean status;
status = true;
IOrder order = engine.getOrder(String.valueOf( MagicNumber));
if(null == order)
{
status = false;
}
return status;
}
public void calculateindicator(Instrument my_symbol)throws JFException
{
int SymPos;
int timeperiodnum;
Period my_timeperiod;
double ma;
double boll_up_B,boll_low_B,boll_mid_B,bool_length;
double MAThree,MAFive,MAThen,MAThentyOne,MASixty;
double MAThenPre,MAThentyOnePre,MASixtyPre;
double StrongWeak;
double vbid,vask;
double boolindex;
int crossflag;
double[] mybool = new double[10];
SymPos = getsympos(my_symbol);
for(timeperiodnum = 0; timeperiodnum < TimePeriodNum;timeperiodnum++)
{
my_timeperiod = timeperiod[timeperiodnum];
ma = indicators.ma(my_symbol, my_timeperiod,
OfferSide.BID, AppliedPrice.CLOSE,
Move_Av, MaType.SMA, 1);
// ma = Close[0];
mybool = indicators.bbands(my_symbol, my_timeperiod, OfferSide.BID, AppliedPrice.CLOSE,
iBoll_B, 2, 2, MaType.SMA, 1);
boll_up_B = mybool[0];
boll_mid_B = mybool[1];
boll_low_B = mybool[2];