Live Candle vs Closed Candle Evaluation

This page explains one of the most common first live-trading pitfalls in ta4j: repeated buys (or sells) while the same candle is still open.

Short answer

ta4j evaluates the data that currently exists in your BarSeries.
ta4j does not enforce “closed candles only.”
If you replace the last bar while it is still forming, you are evaluating a live candle.
If you evaluate only after appending a completed bar, you are evaluating a closed candle.

Why repeated entries happen

Repeated entries usually come from one or more integration issues:

Calling strategy.shouldEnter(index) instead of strategy.shouldEnter(index, tradingRecord)
Placing exchange orders but not recording confirmed fills in tradingRecord
Evaluating many times on the same live bar without a de-duplication guard

When this happens, ta4j can keep seeing the entry rule as true and still think no position is open.

Closed-candle mode (simple and stable)

Use this mode if you want less noise and one decision per completed bar:

append only finished bars
evaluate once per new closed bar
pass tradingRecord into shouldEnter/shouldExit

int index = series.getEndIndex(); // latest closed bar
if (strategy.shouldEnter(index, tradingRecord)) {
    submitBuyOrder();
}

Live-candle mode (faster but needs safeguards)

Use this mode if you want intra-candle reactions:

replace/update the last bar as ticks arrive
evaluate on each update
always pass tradingRecord
add de-duplication protection

int lastEntryBarIndex = -1;
while (true) {
    int index = series.getEndIndex();
    if (strategy.shouldEnter(index, tradingRecord) && index != lastEntryBarIndex) {
        submitBuyOrder();
        lastEntryBarIndex = index;
    }
}

Fill synchronization rule

This is critical:

Strategy signal = “should I attempt an order?”
Trading record = “what actually filled?”

After your exchange confirms execution, write it into ta4j (enter/exit or operate(fill)), so strategy state and broker state stay aligned.

if (strategy.shouldEnter(index, tradingRecord)) {
    ExchangeOrder order = submitBuyOrder();
    if (order.isFilled()) {
        tradingRecord.enter(index, fillPrice, fillAmount);
    }
}

If your venue gives partial fills, use TradingRecord.operate(fill) as fills arrive.

Practical checklist before going live

Use shouldEnter(index, tradingRecord) and shouldExit(index, tradingRecord)
Decide explicitly: closed-candle mode or live-candle mode
If live-candle mode: enforce one-entry-per-bar-index or equivalent idempotency key
Update ta4j record only from confirmed fills
Reconcile ta4j state with exchange state after restart