package jforex.requests; import java.awt.Color; import java.text.SimpleDateFormat; import java.util.Arrays; import java.util.TimeZone; import com.dukascopy.api.IBar; import com.dukascopy.api.IConsole; import com.dukascopy.api.IHistory; import com.dukascopy.api.IIndicators; import com.dukascopy.api.Instrument; import com.dukascopy.api.OfferSide; import com.dukascopy.api.indicators.BooleanOptInputDescription; import com.dukascopy.api.indicators.DoubleRangeDescription; import com.dukascopy.api.indicators.IIndicator; import com.dukascopy.api.indicators.IIndicatorContext; import com.dukascopy.api.indicators.IIndicatorsProvider; import com.dukascopy.api.indicators.IMinMax; import com.dukascopy.api.indicators.IndicatorInfo; import com.dukascopy.api.indicators.IndicatorResult; import com.dukascopy.api.indicators.InputParameterInfo; import com.dukascopy.api.indicators.IntegerListDescription; import com.dukascopy.api.indicators.IntegerRangeDescription; import com.dukascopy.api.indicators.OptInputParameterInfo; import com.dukascopy.api.indicators.OutputParameterInfo; //@RequiresFullAccess public class SAMPLEIndicator_2 implements IIndicator ,IMinMax /*, IDrawingIndicator*/ { private IConsole console; private IndicatorInfo indicatorInfo; private IHistory history; private IIndicatorContext context; private OfferSide offerSide; private IIndicator ma; private InputParameterInfo[] inputParameterInfos; private OptInputParameterInfo[] optInputParameterInfos; private OutputParameterInfo[] outputParameterInfos; private static final String INDI_NAME = "SAMPLE"; private static final int decimalPlaces = 5; private IBar[][] inputs = new IBar[14][]; private double[][] outputs = new double[2][]; private int maType; // optional input parameters private boolean useFixedMinMax = false; private double min = 0; private double max = 100; private double[] minMax = {min, max}; int timePeriod = 2; private double minValue = Double.MAX_VALUE; private double maxValue = Double.MIN_VALUE; enum Instr { AUDUSD, EURUSD, GBPUSD, NZDUSD, USDCHF, USDCAD, USDJPY; Instr() {} Instrument getInstr() { return Instrument.valueOf(this.toString()); } } private IIndicatorsProvider indicatorsProvider; public void onStart(IIndicatorContext context) { this.context = context; this.console = context.getConsole(); indicatorsProvider = context.getIndicatorsProvider(); ma = indicatorsProvider.getIndicator("MA"); Instr[] myInstruments = Instr.values(); // inputs inputParameterInfos = new InputParameterInfo[myInstruments.length*2]; // fill inputs for(int k = 0; k < myInstruments.length; k++) { inputParameterInfos[k] = new InputParameterInfo("Price", InputParameterInfo.Type.BAR); inputParameterInfos[k].setInstrument(myInstruments[k].getInstr()); inputParameterInfos[k].setOfferSide(OfferSide.BID); } for(int k = myInstruments.length, l=0; k < inputParameterInfos.length; k++, l++) { inputParameterInfos[k] = new InputParameterInfo("Price", InputParameterInfo.Type.BAR); inputParameterInfos[k].setInstrument(myInstruments[l].getInstr()); inputParameterInfos[k].setOfferSide(OfferSide.ASK); } int[] maValues = new int[IIndicators.MaType.values().length]; String[] maNames = new String[IIndicators.MaType.values().length]; for (int i = 0; i < maValues.length; i++) { maValues[i] = i; maNames[i] = IIndicators.MaType.values()[i].name(); } // optional parameters optInputParameterInfos = new OptInputParameterInfo[] { new OptInputParameterInfo("Use fixed levels min/max", OptInputParameterInfo.Type.OTHER, new BooleanOptInputDescription(useFixedMinMax)), new OptInputParameterInfo("Limit Max", OptInputParameterInfo.Type.OTHER, new DoubleRangeDescription(minMax[1], 0, 100, 0.002, 3)), new OptInputParameterInfo("Limit Min", OptInputParameterInfo.Type.OTHER, new DoubleRangeDescription(minMax[0], 0, 100, 0.002, 3)), new OptInputParameterInfo("MA type", OptInputParameterInfo.Type.OTHER, new IntegerListDescription(IIndicators.MaType.SMA.ordinal(), maValues, maNames)), new OptInputParameterInfo("MA Time Period", OptInputParameterInfo.Type.OTHER, new IntegerRangeDescription(timePeriod, 2, 100, 1)) }; outputParameterInfos = new OutputParameterInfo[] { new OutputParameterInfo("OUT1", OutputParameterInfo.Type.DOUBLE, OutputParameterInfo.DrawingStyle.LINE), new OutputParameterInfo("MA line", OutputParameterInfo.Type.DOUBLE, OutputParameterInfo.DrawingStyle.LINE) }; // settings color for all outputs outputParameterInfos[0].setColor(Color.green); //Color OUT1 outputParameterInfos[1].setColor(Color.blue); //Color SMA line indicatorInfo = new IndicatorInfo(INDI_NAME, "", "My indicators", false, false, false, inputParameterInfos.length, optInputParameterInfos.length, outputParameterInfos.length); } public IndicatorResult calculate(int startIndex, int endIndex) { if (startIndex > endIndex) { return new IndicatorResult(0, 0); } //calculating startIndex taking into account lookback value if (startIndex - getLookback() < 0) { startIndex = getLookback(); } int i,j; minValue = Double.MAX_VALUE; maxValue = Double.MIN_VALUE; double[] maInput = new double[inputs[0].length]; //changed name from myOutput, to maInput, also reduced code repetition for (j=0; j < inputs[0].length; j++) { maInput[j] = 0; for(int inputIdx=0; inputIdx< Instr.values().length; inputIdx++){ maInput[j]+= (inputs[inputIdx][j].getClose() + inputs[inputIdx+7][j].getClose()); } } ma.setInputParameter(0, maInput); ma.setOptInputParameter(0, timePeriod); ma.setOutputParameter(0, outputs[1]); IndicatorResult maResult = ma.calculate(startIndex,endIndex); //example logging - remove after testing console.getInfo().println(String.format( "output 1 length = %s, contents = %s,\n" + "maInput length = %s, maInput = %s,\n" + "startIndex=%s, endIndex=%s, getLookback()=%s", outputs[1].length, Arrays.toString(outputs[1]), maInput.length, Arrays.toString(maInput), startIndex, endIndex, getLookback())); return new IndicatorResult(startIndex, outputs[0].length); } // end of calculate() //-------------------------------------------------------------------------- public IndicatorInfo getIndicatorInfo() { return indicatorInfo; } public InputParameterInfo getInputParameterInfo(int index) { if (index < inputParameterInfos.length) { return inputParameterInfos[index]; } return null; } public int getLookback() { // ma.setOptInputParameter(0, timePeriod); return timePeriod; } 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] = (IBar[]) array; } public void setOptInputParameter(int index, Object value) { switch (index){ case 0: // using fixed levels min max useFixedMinMax = (Boolean)value; break; case 1: //maxLimit max = (Double)value; minMax[1] = max; break; case 2: //minLimit min = (Double)value; minMax[0] = min; break; case 3: maType = (Integer) value; ma = indicatorsProvider.getIndicator(IIndicators.MaType.values()[maType].name()); break; case 4: //sma period timePeriod = (Integer)value; break; } } //---------------------------------------------------------------------------- public void setOutputParameter(int index, Object array) { outputs[index] = (double[]) array; } //----------------------------------------------------------------------------- public void printErr(Object o) { console.getErr().println(o.toString()); } public String toStr(long time) { SimpleDateFormat sdf = new SimpleDateFormat("yyyy-MM-dd HH:mm:ss") { { setTimeZone(TimeZone.getTimeZone("GMT")); } }; return sdf.format(time); } @Override //----------------------------------------------------------------------------- public double[] getMinMax(int outputIdx, Object values, int firstVisibleValueIndex, int lastVisibleValueIndex) { minValue = Double.MAX_VALUE; maxValue = Double.MIN_VALUE; if (useFixedMinMax) { minMax[0] = min; minMax[1] = max; return minMax; } else { double[] v = (double[])values; for (int i=0; i< v.length; i++) { if(v[i] > 0.00001){ minValue = Math.min(minValue, v[i]); } if(v[i] > 0.00001){ maxValue = Math.max(maxValue, v[i]); } } minMax[0] = minValue; minMax[1] = maxValue; return minMax; } } }