Hi!

I would like to implement an indicator (Bollinger's %b) that uses data from another indicator, which so happens to be Bollinger Bands (BBANDS).

So I need to know what the input parameters and output parameters for BBANDS look like.

I have tried this but got en error @calculate (IllegalArgumentException / ClassCastException):

        bbands = context.getIndicatorsProvider().getIndicator("BBANDS");

        ...

        bbands.setOptInputParameter(0, timePeriod);
        bbands.setOptInputParameter(1, nbDevUp);
        bbands.setOptInputParameter(2, nbDevDn);
        //bbands.setOptInputParameter(3, IIndicators.MaType.EMA);
        
        double[] uBB = new double[endIndex + 1 - bbands.getLookback()];
        double[] mBB = new double[endIndex + 1 - bbands.getLookback()];
        double[] lBB = new double[endIndex + 1 - bbands.getLookback()];
        
        bbands.setInputParameter(0, inputs[0]);
        bbands.setOutputParameter(0, uBB);
        bbands.setOutputParameter(1, mBB);
        bbands.setOutputParameter(2, lBB);
        IndicatorResult bbandsResult = bbands.calculate(startIndex, endIndex);

Hi,
Could you please post stack trace to identify where exception appears.

The only thing I can provide is the message that it prints out (I hope that this is the stack trace, otherwise I have no clue what a stack trace is):



The full code is below:

package com.dukascopy.indicators;

import com.dukascopy.api.indicators.*;


public class BOLLB implements IIndicator {
    private IndicatorInfo indicatorInfo;
    private InputParameterInfo[] inputParameterInfos;
    private OptInputParameterInfo[] optInputParameterInfos;
    private OutputParameterInfo[] outputParameterInfos;
    private double[][] inputs = new double[1][];
    private double[][] outputs = new double[1][];
    private int timePeriod = 10;
    private double deviation = 1.5;
    
    private IIndicator bbands;

    public void onStart(IIndicatorContext context) {
        bbands = context.getIndicatorsProvider().getIndicator("BBANDS");
        
        indicatorInfo = new IndicatorInfo("BOLLB", "Bollinger's %b", "My indicators",
              false, false, false, 1, 0, 1);
        inputParameterInfos = new InputParameterInfo[] {new InputParameterInfo("In", InputParameterInfo.Type.DOUBLE)};
        outputParameterInfos = new OutputParameterInfo[] {new OutputParameterInfo("%b", OutputParameterInfo.Type.DOUBLE,
                OutputParameterInfo.DrawingStyle.LINE)};
    }

    public IndicatorResult calculate(int startIndex, int endIndex) {

        if (startIndex - getLookback() < 0) {
            startIndex -= startIndex - getLookback();
        }

        if (startIndex > endIndex) {
            return new IndicatorResult(0, 0);
        }
        
        bbands.setInputParameter(0, inputs[0]);
        bbands.setOptInputParameter(0, timePeriod);
        bbands.setOptInputParameter(1, deviation);
        bbands.setOptInputParameter(2, deviation);
        
        double[] upperBB = new double[endIndex + 1 - bbands.getLookback()];
        double[] middleBB = new double[endIndex + 1 - bbands.getLookback()];
        double[] lowerBB = new double[endIndex + 1 - bbands.getLookback()];
        
        bbands.setOutputParameter(0, upperBB);
        bbands.setOutputParameter(1, middleBB);
        bbands.setOutputParameter(2, lowerBB);
        
        IndicatorResult dbbandsResult = bbands.calculate(startIndex, endIndex);

        int i, k;
        for (i = 0, k = dbbandsResult.getNumberOfElements(); i < k; i++) {
            outputs[0][i] = (inputs[0][i] - lowerBB[i]) / (upperBB[i] - lowerBB[i]);
        }
        return new IndicatorResult(startIndex, i);
    }

    public IndicatorInfo getIndicatorInfo() {
        return indicatorInfo;
    }

    public InputParameterInfo getInputParameterInfo(int index) {
        if (index <= inputParameterInfos.length) {
            return inputParameterInfos[index];
        }
        return null;
    }

    public int getLookback() {
        return bbands.getLookback();
    }

    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) {
    }

    public void setOutputParameter(int index, Object array) {
        outputs[index] = (double[]) array;
    }
}

According to the ta-lib source the bbands function header is:

public RetCode bbands( int startIdx,
      int endIdx,
      double inReal[],
      int optInTimePeriod,
      double optInNbDevUp,
      double optInNbDevDn,
      MAType optInMAType,
      MInteger outBegIdx,
      MInteger outNBElement,
      double outRealUpperBand[],
      double outRealMiddleBand[],
      double outRealLowerBand[] )

Ok I have solved the problem.

Still one thing that is confusing: At 4th position of optInputParameter the Bbands indicator expects "MAType optInMAType";
but when I set IIndicators.MaType.<constant> it says that it cannot cast to integer(?). Instead I have to set IIndicators.MaType.<constant>.ordinal()..