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The OCMJEA has 4 parts: MC exam, assignment, essay and training. The training can be taken anytime. Oracle just won't say you have completed the cert until you pass all parts and done the training.
There is NO prerequisites to OCMJEA. However, you ought to have some experience working with and designing Java EE applications and systems. Since the architect cert is not about coding, it does require you to know the various Java EE technologies at a high level. Some at a more detail level. The key is to know the following:
- what the tech is about and which tier (presentation, business, integration, etc) is it used in
- advantages and disadvantages of each so that you can compare such as servlet/JSP vs JSF or stateless EJB vs stateful EJB
- non-functional requirements eg security, availability etc
- design patterns
- 2-tier and n-tier architecture
Depending on where you are, maybe those "approved" courses are offered by vocational training centers. If not, people usually choose the cheapest course. However, doing that may not benefit your needs depending on your background and experience.
Self learning I believe is the best option and do take the time to read and learn those concepts and technologies. Remember architect exam DOES NOT need to go as deep as those developer certs. If you can answer the 5W is good enough, don't necessarily need the How.