Create powerful trading robots with JForex API

Robots

Morton Glantz, Robert Kissell. Multi-Asset Risk Modeling: Techniques for a Global Economy in an Electronic and Algorithmic Trading Era. Academic Press, Dec 3, 2013, p. 258.

JForex API

consists of

• Strategy API
• Robot development
• Creation of trading tools
• Indicator API
• Indicator development only

Strategy API

• submitting and managing various kinds of orders,
• using built-in indicators
• working with historical data,
• plotting graphical objects and indicators on a chart,
• logging information to console, extending user interface and accessing account information.

IStrategy interface (1)

• onStart is called upon at the strategy start. 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 upon at every tick of every instrument that the application is subscribed on. When working with particular instruments such as these one should consider tick filtering. This method receives the latest ITick of the corresponding instrument from which the user can retrieve the latest BID and ASK prices and volumes.
• onBar is called upon when a bar is finished for every basic period and instrument that application is subscribed on. When working with particular instruments and periods one should consider this bar filtering. This 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.

IStrategy interface (2)

• onMessage is called upon when a new message is received. This method receives an IMessage whenever the state of any order changes, thus allowing the user to manage the order state.
• onAccount is called upon when an the account info update is received.
• onStop is called upon before a strategy is stopped. Depending on the strategy logic, one would consider closing all active orders, removing created chart objects, disposing any custom GUI objects, etc.