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clarifications about IndicatorResult |
Tyraslin
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Post subject: clarifications about IndicatorResult |
Post rating: 0
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Posted: Thu 19 Apr, 2012, 17:30
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User rating: 4
Joined: Wed 21 Dec, 2011, 10:21 Posts: 30 Location: France, Sallanches
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Hello, I'm a newbie in JForex programming. I think i need some clarifications about IndicatorResult. In the simple indicator i've made (which calculate the simple derivative on EMA), the indicator only begin to draw a the end of the graph. But i would like to draw the indicator along all the values. I think i've not understood something about the return of IndicatorResult. Here the code: package jforex; import com.dukascopy.api.*; import com.dukascopy.api.indicators.*; import java.awt.Color; import java.text.DecimalFormat;
public class DeriveOnEMA implements IIndicator { private IndicatorInfo indicatorInfo; private InputParameterInfo[] inputParameterInfos; private OptInputParameterInfo[] optInputParameterInfos; private OutputParameterInfo[] outputParameterInfos; private double[][] inputs = new double[1][]; private int[] timePeriod = new int[2]; private double[][] outputs = new double[2][]; private IIndicator ema; private IConsole console; public void onStart(IIndicatorContext context) { console = context.getConsole(); IIndicatorsProvider indicatorsProvider = context.getIndicatorsProvider(); ema = indicatorsProvider.getIndicator("EMA"); indicatorInfo = new IndicatorInfo("DeriveOnEMA", "Shows the derivative of ema", "My indicators", false, false, true, 1, 1, 2); inputParameterInfos = new InputParameterInfo[] {new InputParameterInfo("Input data", InputParameterInfo.Type.DOUBLE)}; optInputParameterInfos = new OptInputParameterInfo[] { new OptInputParameterInfo("Time period EMA1", OptInputParameterInfo.Type.OTHER, new IntegerRangeDescription(5, 2,100 , 1)) }; outputParameterInfos = new OutputParameterInfo[] { new OutputParameterInfo("EMA1", OutputParameterInfo.Type.DOUBLE, OutputParameterInfo.DrawingStyle.NONE, false), new OutputParameterInfo("Derive", OutputParameterInfo.Type.DOUBLE, OutputParameterInfo.DrawingStyle.LINE) }; outputParameterInfos[1].setColor(Color.BLUE); } public IndicatorResult calculate(int startIndex, int endIndex) { //calculating startIndex taking into account lookback value if (startIndex - getLookback() < 0) { startIndex -= startIndex - getLookback(); } ema.setInputParameter(0, inputs[0]); //calculate ema ema.setOptInputParameter(0, timePeriod[0]); ema.setOutputParameter(0, outputs[0]); ema.calculate(startIndex, endIndex); //Calculate simple derivative outputs[1][outputs[0].length-1]=outputs[0][outputs[0].length-2]-outputs[0][outputs[0].length-3]; return new IndicatorResult(startIndex, outputs[0].length); } public IndicatorInfo getIndicatorInfo() { return indicatorInfo; } public InputParameterInfo getInputParameterInfo(int index) { if (index <= inputParameterInfos.length) { return inputParameterInfos[index]; } return null; } public int getLookback() { ema.setOptInputParameter(0, timePeriod[0]); int ema1Lookback = ema.getLookback(); return ema1Lookback; } public int getLookforward() { return 0; } public OptInputParameterInfo getOptInputParameterInfo(int index) { if (index <= optInputParameterInfos.length) { return optInputParameterInfos[index]; } return null; } public OutputParameterInfo getOutputParameterInfo(int index) { if (index <= outputParameterInfos.length) { return outputParameterInfos[index]; } return null; } public void setInputParameter(int index, Object array) { inputs[index] = (double[]) array; } public void setOptInputParameter(int index, Object value) { timePeriod[index] = (Integer) value; } public void setOutputParameter(int index, Object array) { outputs[index] = (double[]) array; } } Somebody would be so kind to explain me where in the mistake ? By advance, thanks.
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API Support
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Post subject: Re: clarifications about IndicatorResult |
Post rating: 0
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Posted: Fri 20 Apr, 2012, 08:12
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
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Your code calculated only one derivative - outputs[1][outputs[0].length-1]. All values of outputs[1] array should have been set. Here is modified code. that computes the derivative. Lookback is extended by 1 because the calculation of derivative requires two ema values. We removed the output of ema because ema and derivative are very different in scale (i.e. 1.3 and 0.001) and therefare cannot be meaningfully displayed together. package jforex; import com.dukascopy.api.*; import com.dukascopy.api.indicators.*; import java.awt.Color; import java.text.DecimalFormat; public class DeriveOnEMA implements IIndicator { private IndicatorInfo indicatorInfo; private InputParameterInfo[] inputParameterInfos; private OptInputParameterInfo[] optInputParameterInfos; private OutputParameterInfo[] outputParameterInfos; private double[][] inputs = new double[1][]; private int[] timePeriod = new int[2]; private double[][] outputs = new double[2][]; private IIndicator ema; private IConsole console; public void onStart(IIndicatorContext context) { console = context.getConsole(); IIndicatorsProvider indicatorsProvider = context.getIndicatorsProvider(); ema = indicatorsProvider.getIndicator("EMA"); indicatorInfo = new IndicatorInfo("DeriveOnEMA2", "Shows the derivative of ema", "My indicators", false, false, true, 1, 1, 2); inputParameterInfos = new InputParameterInfo[] {new InputParameterInfo("Input data", InputParameterInfo.Type.DOUBLE)}; optInputParameterInfos = new OptInputParameterInfo[] { new OptInputParameterInfo("Time period EMA1", OptInputParameterInfo.Type.OTHER, new IntegerRangeDescription(5, 2, 100, 1)) }; outputParameterInfos = new OutputParameterInfo[] { //new OutputParameterInfo("EMA1", OutputParameterInfo.Type.DOUBLE, OutputParameterInfo.DrawingStyle.NONE, false), new OutputParameterInfo("Derive", OutputParameterInfo.Type.DOUBLE, OutputParameterInfo.DrawingStyle.LINE), new OutputParameterInfo("Level", OutputParameterInfo.Type.DOUBLE, OutputParameterInfo.DrawingStyle.LEVEL_DASH_LINE){{ setColor(Color.GRAY); }} }; //outputParameterInfos[1].setColor(Color.BLUE); } public IndicatorResult calculate(int startIndex, int endIndex) { //calculating startIndex taking into account lookback value if (startIndex - getLookback() < 0) { startIndex -= startIndex - getLookback(); } int len = endIndex - startIndex + 1;
double[] emaOut = new double[len + 1]; // len - outputs length; len+1 - length of ema output, one extra value is used to compute derivative ema.setInputParameter(0, inputs[0]); //calculate ema ema.setOptInputParameter(0, timePeriod[0]); ema.setOutputParameter(0, emaOut); ema.calculate(endIndex - 1 - emaOut.length, endIndex); //Calculate simple derivative for(int i = 0; i < len; i++) { outputs[0][i] = emaOut[i+1] - emaOut[i]; outputs[1][i] = 0; }
//outputs[1][outputs[0].length - 1] = outputs[0][outputs[0].length - 2] - outputs[0][outputs[0].length - 3];
return new IndicatorResult(startIndex, len);
} public IndicatorInfo getIndicatorInfo() { return indicatorInfo; } public InputParameterInfo getInputParameterInfo(int index) { if (index <= inputParameterInfos.length) { return inputParameterInfos[index]; } return null; } public int getLookback() { ema.setOptInputParameter(0, timePeriod[0]); int ema1Lookback = ema.getLookback(); return ema1Lookback + 1; } public int getLookforward() { return 0; } public OptInputParameterInfo getOptInputParameterInfo(int index) { if (index <= optInputParameterInfos.length) { return optInputParameterInfos[index]; } return null; } public OutputParameterInfo getOutputParameterInfo(int index) { if (index <= outputParameterInfos.length) { return outputParameterInfos[index]; } return null; } public void setInputParameter(int index, Object array) { inputs[index] = (double[]) array; } public void setOptInputParameter(int index, Object value) { timePeriod[index] = (Integer) value; } public void setOutputParameter(int index, Object array) { outputs[index] = (double[]) array; } }
Attachments: |
DeriveOnEMA.java [4.24 KiB]
Downloaded 316 times
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Tyraslin
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Post subject: Re: clarifications about IndicatorResult |
Post rating: 0
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Posted: Thu 21 Jun, 2012, 16:10
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User rating: 4
Joined: Wed 21 Dec, 2011, 10:21 Posts: 30 Location: France, Sallanches
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Sorry to dig up this topic, but in fact i have tried to calculate the SMA of the derivative. It's ok, it works but... It doesnt calculate the last values. I don't know why. There wa ssomething i didn't do, but i dont know what... Here the code: package jforex; import com.dukascopy.api.*; import com.dukascopy.api.indicators.*; import java.awt.Color; import java.text.DecimalFormat; public class SMADeriveOnEMA implements IIndicator { private IndicatorInfo indicatorInfo; private InputParameterInfo[] inputParameterInfos; private OptInputParameterInfo[] optInputParameterInfos; private OutputParameterInfo[] outputParameterInfos; private double[][] inputs = new double[1][]; private int[] timePeriod = new int[2]; private double[][] outputs = new double[2][]; private IIndicator ema; private IIndicator maDerive; private IConsole console; public void onStart(IIndicatorContext context) { console = context.getConsole(); IIndicatorsProvider indicatorsProvider = context.getIndicatorsProvider(); ema = indicatorsProvider.getIndicator("EMA"); maDerive= indicatorsProvider.getIndicator("SMA"); indicatorInfo = new IndicatorInfo("DeriveOnEMA3", "Shows the derivative of ema", "My indicators", false, false, true, 1, 2, 2); inputParameterInfos = new InputParameterInfo[] {new InputParameterInfo("Input data", InputParameterInfo.Type.DOUBLE)}; optInputParameterInfos = new OptInputParameterInfo[] { new OptInputParameterInfo("Time period EMA1", OptInputParameterInfo.Type.OTHER, new IntegerRangeDescription(30, 2, 100, 1)), new OptInputParameterInfo("Period calculation for derive", OptInputParameterInfo.Type.OTHER, new IntegerRangeDescription(5, 2, 100, 1)), }; outputParameterInfos = new OutputParameterInfo[] { new OutputParameterInfo("Derive", OutputParameterInfo.Type.DOUBLE, OutputParameterInfo.DrawingStyle.LINE), new OutputParameterInfo("Level", OutputParameterInfo.Type.DOUBLE, OutputParameterInfo.DrawingStyle.LEVEL_DASH_LINE){{ setColor(Color.GRAY); }} }; } public IndicatorResult calculate(int startIndex, int endIndex) { //calculating startIndex taking into account lookback value if (startIndex - getLookback() < 0) { startIndex -= startIndex - getLookback(); } if (timePeriod[0]<timePeriod[1]) { console.getOut().println("Error: ema cannot be lesser than sma"); return new IndicatorResult(0,0); } int len = endIndex - startIndex + 1;
double[] emaOut = new double[len + 1]; // len - outputs length; len+1 - length of ema output, one extra value is used to compute derivative ema.setInputParameter(0, inputs[0]); //calculate ema ema.setOptInputParameter(0, timePeriod[0]); ema.setOutputParameter(0, emaOut); ema.calculate(endIndex - 1 - emaOut.length, endIndex); double[] arrayDerive= new double[len+1]; for (int i=0;i<len;i++){ arrayDerive[i]=emaOut[i+1] - emaOut[i]; } // int len2= startIndex -= startIndex - maDerive.getLookback(); int len2=startIndex-maDerive.getLookback(); double[] maDeriveOut = new double[len2]; // len - outputs length; len+1 - length of ema output, one extra value is used to compute derivative maDerive.setInputParameter(0, arrayDerive); //calculate ema maDerive.setOptInputParameter(0, timePeriod[1]); maDerive.setOutputParameter(0, outputs[0]); int maDeriveLoockBack=maDerive.getLookback(); maDerive.calculate(maDeriveLoockBack, emaOut.length-1); return new IndicatorResult(startIndex, len);
} public IndicatorInfo getIndicatorInfo() { return indicatorInfo; } public InputParameterInfo getInputParameterInfo(int index) { if (index <= inputParameterInfos.length) { return inputParameterInfos[index]; } return null; } public int getLookback() { ema.setOptInputParameter(0, timePeriod[0]); int ema1Lookback = ema.getLookback(); maDerive.setOptInputParameter(0, timePeriod[1]); int maDeriveLookBack = maDerive.getLookback(); int lookback= 1+Math.max(ema1Lookback, maDeriveLookBack); return lookback; } public int getLookforward() { return 0; } public OptInputParameterInfo getOptInputParameterInfo(int index) { if (index <= optInputParameterInfos.length) { return optInputParameterInfos[index]; } return null; } public OutputParameterInfo getOutputParameterInfo(int index) { if (index <= outputParameterInfos.length) { return outputParameterInfos[index]; } return null; } public void setInputParameter(int index, Object array) { inputs[index] = (double[]) array; } public void setOptInputParameter(int index, Object value) { timePeriod[index] = (Integer) value; } public void setOutputParameter(int index, Object array) { outputs[index] = (double[]) array; } private void printDouble (double d, String s) { console.getOut().println(s+(new DecimalFormat("#.#####")).format(d)); } private void printDouble (double d) { console.getOut().println((new DecimalFormat("#.#####")).format(d)); } }
If you can help me, i'm becoming a little bit crazy with it...
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Tyraslin
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Post subject: Re: clarifications about IndicatorResult |
Post rating: 0
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Posted: Sat 23 Jun, 2012, 08:12
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User rating: 4
Joined: Wed 21 Dec, 2011, 10:21 Posts: 30 Location: France, Sallanches
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Sorry for the inconvenience, but in fact i have resolved my problem.
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