Dukascopy有每月Strategy竞赛,有很多公开的策略可参考的。http://www.dukascopy.com/swiss/chinese/forex/jforex/strategy_contest/
有很多的，比如这个帖子里的may.java就是5月第一名http://www.dukascopy.com/swiss/english/forex/jforex/forum/viewtopic.php?f=28&t=8432
http://www.dukascopy.com/wiki/index.php?title=Simple_Strategy 以下是一个简单策略的模版 import java.awt.KeyEventDispatcher; import java.awt.KeyboardFocusManager; import java.awt.event.KeyEvent; import java.text.SimpleDateFormat; import java.util.Calendar; import java.util.Random; import java.util.concurrent.Callable; import com.dukascopy.api.*; public class MyQuickCalStrategy implements IStrategy { //define some constants that we will use private static final String DATE_FORMAT_NOW = "yyyyMMdd_HHmmssSSS"; private static final String BUY = "BUY"; private static final String SELL = "SELL"; //this variable is used for generating random numbers private static Random random = new Random(); private IEngine engine; private IConsole console; private IOrder order; //BUY order variables. Here you can set default parameters for BUY order private Instrument buyInstrument = Instrument.EURUSD; private IEngine.OrderCommand buyComand = IEngine.OrderCommand.BUY; private double buyAmount = 0.1; //SELL order variables. Here you can set default parameters for SELL order private Instrument sellInstrument = Instrument.EURUSD; private IEngine.OrderCommand sellComand = IEngine.OrderCommand.SELL; private double sellAmount = 0.1; public void onStart(final IContext context) throws JFException { this.engine = context.getEngine(); this.console = context.getConsole(); //create keyboard listener KeyboardFocusManager.getCurrentKeyboardFocusManager().addKeyEventDispatcher(new KeyEventDispatcher() { public boolean dispatchKeyEvent(final KeyEvent e) { boolean discardEvent = false; //define input mask. KeyEvent.CTRL_DOWN_MASK stands for button Ctrl is pressed down //66 is index of character "b", "s"=83, "c"=67 and "r"=82 int buyMask = KeyEvent.CTRL_DOWN_MASK + 66; //Ctrl+b int sellMask = KeyEvent.CTRL_DOWN_MASK + 83; //Ctrl+s //check if the input on keyboard is correct for our buyMask if(((e.getModifiersEx()+e.getKeyCode()) == buyMask) && e.paramString().indexOf("KEY_PRESSED")>=0){ //creates "buy" order task and executes it DoOrderTask task = new DoOrderTask(BUY); context.executeTask(task); } //check if the input on keyboard is correct for our selMask if(((e.getModifiersEx()+e.getKeyCode()) == sellMask) && e.paramString().indexOf("KEY_PRESSED")>=0){ //creates "sell" order task and executes it DoOrderTask task = new DoOrderTask(SELL); context.executeTask(task); } return discardEvent; } }); } public void onAccount(IAccount account) throws JFException { } public void onMessage(IMessage message) throws JFException { } public void onStop() throws JFException { //switch off keyboard listener KeyboardFocusManager.setCurrentKeyboardFocusManager(null); } public void onTick(Instrument instrument, ITick tick) throws JFException { } public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException { } private class DoOrderTask implements Callable<Object> { String mode; //constructor, so that we could pass "what to create" public DoOrderTask(String mode) { this.mode = mode; } //This method places an order regardless off passed mode public Object call() { try{ if (mode != null && mode.equals(BUY)){ order = engine.submitOrder(getLabel(), buyInstrument, buyComand, buyAmount); } if (mode != null && mode.equals(SELL)){ order = engine.submitOrder(getLabel(), sellInstrument, sellComand, sellAmount); } }catch(JFException jfe){ console.getOut().println(jfe.getMessage()); } return null; } } //gets unique label for order protected String getLabel() { String label = ""; label = "I" + getCurrentTime() + generateRandom(2); if (order != null && order.getLabel().equals(label)) { label += generateRandom(3); } return label; } //used for order label generation private String getCurrentTime() { Calendar cal = Calendar.getInstance(); SimpleDateFormat sdf = new SimpleDateFormat(DATE_FORMAT_NOW); return sdf.format(cal.getTime()); } //used for order label generation private static int generateRandom(int n){ return Math.abs(random.nextInt(n)) % n; } }
/** * MA Cross * * @author defc0n1 * @version 0.1 */ package jforex; import java.util.concurrent.TimeUnit; import com.dukascopy.api.*; import com.dukascopy.api.IEngine.OrderCommand; import com.dukascopy.api.IIndicators.AppliedPrice; import com.dukascopy.api.IIndicators.MaType; public class MaCross implements IStrategy { @Configurable("Instrument") public Instrument instrument = Instrument.EURUSD; @Configurable("Amount") public double amount = 0.25; @Configurable("Slippage") public double slippage = 5; @Configurable("Time frame") public Period timeFrame = Period.TEN_MINS; @Configurable("MA1 type") public MaType ma1Type = MaType.SMA; @Configurable("MA1 time period") public int ma1TimePeriod = 20; @Configurable("MA2 type") public MaType ma2Type = MaType.SMA; @Configurable("MA2 time period") public int ma2TimePeriod = 50; @Configurable("MA filter") public Filter maFilter = Filter.WEEKENDS; @Configurable("Offer side") public OfferSide offerSide = OfferSide.ASK; @Configurable("Applied price") public AppliedPrice appliedPrice = AppliedPrice.CLOSE; private IEngine engine; private IConsole console; private IHistory history; private IContext context; private IIndicators indicators; private IUserInterface userInterface; private IOrder order = 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(); } public void onAccount(IAccount account) throws JFException { } public void onMessage(IMessage message) throws JFException { } public void onStop() throws JFException { } public void onTick(Instrument instrument, ITick tick) throws JFException { } public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException { if(!instrument.equals(this.instrument) || period != this.timeFrame) return; double MaFast ; double MaFastprev; double MaFastnext; double MaSlow ; double MaSlowprev ; double MaSlownext; String EntryMa = "false" ; // previous bar int shift2 = 2 ; //actual bar int shift1 = 1 ; //next bar int shift0 = 0 ; MaFast = indicators.ma(this.instrument,this.timeFrame,this.offerSide,this.appliedPrice,this.ma1TimePeriod,this.ma1Type,shift1); MaFastprev= indicators.ma(this.instrument,this.timeFrame,this.offerSide,this.appliedPrice,this.ma1TimePeriod,this.ma1Type,shift2); MaFastnext = indicators.ma(this.instrument,this.timeFrame,this.offerSide,this.appliedPrice,this.ma1TimePeriod,this.ma1Type,shift0); MaSlow = indicators.ma(this.instrument,this.timeFrame,this.offerSide,this.appliedPrice,this.ma2TimePeriod,this.ma2Type,shift1); MaSlowprev = indicators.ma(this.instrument,this.timeFrame,this.offerSide,this.appliedPrice,this.ma2TimePeriod,this.ma2Type,shift2); MaSlownext = indicators.ma(this.instrument,this.timeFrame,this.offerSide,this.appliedPrice,this.ma2TimePeriod,this.ma2Type,shift0); if (MaFast > MaSlow && MaFastprev < MaSlowprev && MaFastnext > MaSlownext) { console.getOut().println("Long Entry"); } else if (MaSlow > MaFast && MaSlowprev < MaFastprev && MaSlownext >MaFastnext){ console.getOut().println("Short Entry"); } } }
官方论坛:http://www.dukascopy.com/swiss/english/forex/jforex/forum/ jorex的WIKI:http://www.dukascopy.com/wiki/index.php?title=Main_Page 如何编一个最简单的策略:http://www.dukascopy.com/wiki/index.php?title=Simple_Strategy 如何在jforex创建和打开一个策略:http://www.dukascopy.com/swiss/chinese/forex/jforex/tutorial/?ibref=1697 dukascopy论坛上各类现成的策略下载（dukascopy正进行每月的交易比赛，奖金丰厚） http://www.dukascopy.com/swiss/english/forex/jforex/forum/viewforum.php?f=21 策略可以直接在官方的服务器上运行，而非本地机子上Strategy running on the Dukascopy http://www.dukascopy.com/swiss/english/forex/jforex/forum/viewtopic.php?f=31&t=23909 MT4/JForex 客户连接（你也可以用MT上的策略在jforex运行) http://www.dukascopy.com/swiss/chinese/forex/jforex/third-party-solutions/mt4-jforex_bridge/ ichart:http://www.dukascopy.com/swiss/docs/interfaces/IChart.htm
http://www.quantisan.com/url]博主用jfo...p://www.quantisan.com/jforex-stopmanager-1-0/, 配合jforex上的stop loss level功能（这个风险管理功能直接放在dukas的服务器上） 就可以制作成一个风险完全可控的低成本的外汇自动交易