com.dukascopy.api.indicators

Interface IIndicatorCalculator<T,U>

Type Parameters:

T - output for calculation by shift

U - output for calculation by candle or time interval

public interface IIndicatorCalculator<T,U>

The class contains methods for second calculation step for indicator calculation on feed.

Method Summary

Modifier and Type	Method and Description
T	calculate(int shift) The second indicator calculation step on feed for a single feed element by shift
U	calculate(int candlesBefore, long time, int candlesAfter) The second indicator calculation step on feed for the given feed element interval
U	calculate(long from, long to) The second indicator calculation step on feed for the given time interval

Method Detail

calculate

T calculate(int shift)
     throws JFException

The second indicator calculation step on feed for a single feed element by shift

 
 public void onFeedData(IFeedDescriptor feedDescriptor, ITimedData feedData) {
     try{
         double[] macd = indicators.macd(feedDescriptor, AppliedPrice.CLOSE, OfferSide.BID, 12, 26, 9).calculate(1);
         double sma = indicators.sma(feedDescriptor, AppliedPrice.CLOSE, OfferSide.BID, 30).calculate(1);
         console.getOut().format("macdShift: MACD=%.5f MACD Signal=%.5f MACD Hist=%.5f \n smaShift=%.5f\n ",
                 macd[0], macd[1], macd[2], sma
         ).println();
     } catch (JFException e){
         console.getErr().println(e);
     }
 }
 
 

Parameters:

shift - number of candles back in time staring from current bar. 0 - current bar (currently generated from ticks), 1 - previous bar (last formed bar), 2 - current bar minus 2 bars and so on

Returns:

calculation result over a single feed element

Throws:

JFException - when parameters are not valid

calculate

U calculate(long from,
            long to)
     throws JFException

The second indicator calculation step on feed for the given time interval

 
 public void onFeedData(IFeedDescriptor feedDescriptor, ITimedData feedData) {
     try{
         long from = history.getFeedData(feedDescriptor, 2).getTime();
         long to = feedData.getTime();
         double[][] macdTimeInterval = indicators.macd(feedDescriptor, AppliedPrice.CLOSE, OfferSide.BID, 12, 26, 9).calculate(from, to);
         double[] smaTimeInterval = indicators.sma(feedDescriptor, AppliedPrice.CLOSE, OfferSide.BID, 30).calculate(from, to);
         console.getOut().format("macd: MACD=%s MACD Signal=%s MACD Hist=%s \n sma=%s\n ",
                 toString(macdTimeInterval[0]), toString(macdTimeInterval[1]), toString(macdTimeInterval[2]), toString(smaTimeInterval)
         ).println();
     } catch (JFException e){
         console.getErr().println(e);
     }
 }
 
 

Parameters:

from - start of the time interval for which bars or ticks should be loaded. The value must be equal to the exact starting time of the bar for the specified period. Method IHistory.getBarStart(Period, long) returns the starting time of the bar that includes the specified time

to - end time of the time interval for which bars or ticks should be loaded. This is the starting time of the last bar/tick that should be loaded

Returns:

calculation result over the given time interval

Throws:

JFException - when parameters are not valid

calculate

U calculate(int candlesBefore,
            long time,
            int candlesAfter)
     throws JFException

The second indicator calculation step on feed for the given feed element interval

 
 public void onFeedData(IFeedDescriptor feedDescriptor, ITimedData feedData) {
     try{
         double[][] macd = indicators.macd(feedDescriptor, AppliedPrice.CLOSE, OfferSide.BID, 12, 26, 9).calculate(2, feedData.getTime(), 0);
         double[] sma = indicators.sma(feedDescriptor, AppliedPrice.CLOSE, OfferSide.BID, 30).calculate(2, feedData.getTime(), 0);
         console.getOut().format("macd: MACD=%s MACD Signal=%s MACD Hist=%s \n sma=%s\n ",
                 toString(macd[0]), toString(macd[1]), toString(macd[2]), toString(sma)
         ).println();
     } catch (JFException e){
         console.getErr().println(e);
     }
 }
 
 

Parameters:

candlesBefore - how much candles to load before and including the candle with time specified in the time parameter

time - time of the last candle in the period specified with the numberOfCandlesBefore parameter or/and time of the candle prior to the first candle in the period specified with the numberOfCandlesAfter parameter

candlesAfter - how much candles to load after (and not including) the candle with time specified in the time parameter

Returns:

calculation result over the given interval of feed elements

Throws:

JFException - when parameters are not valid