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| how to get the fractal signal? |
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Guest
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| Post subject: how to get the fractal signal? |
Post rating: 0
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Posted: Tue 03 Aug, 2010, 16:36
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User rating: -
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Hi,sir
double [] macd0= indicators.macd(instrument, _currentPeriod, OfferSide.BID, IIndicators.AppliedPrice.MEDIAN_PRICE, 12, 26, 9, 0) ;
double macd=macd0[0]
double[] fr0=indicators.fractal(instrument,_currentPeriod,OfferSide.BID,5,0);
double[] fr1=indicators.fractal(instrument,_currentPeriod,OfferSide.BID,5,1);
double frc0=fr1[0];
double frc1=fr1[1];
_console.getOut().println("MACD="+macd);
_console.getOut().println("frc0="+frc0);
_console.getOut().println("frc1="+frc1);
macd is working but the fractal not worked.
it display NaN. where I do somehting wrong?
how to get the fractal signal ?
many thanks
benjamin
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API Support
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| Post subject: Re: how to get the fractal signal? |
Post rating: 0
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Posted: Wed 04 Aug, 2010, 10:48
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
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Hi, You did everything right, Double.NaN means that there is no value at that point. You need to find candle which has fractal minimum and/or maximum value. Please consider the following code: public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException {
if (instrument.equals(Instrument.EURUSD) && (period.equals(Period.TEN_SECS))){
double [] macd0= indicators.macd(instrument, period, OfferSide.BID, IIndicators.AppliedPrice.MEDIAN_PRICE, 12, 26, 9, 0) ;
double macd=macd0[0];
Double fractalMax = Double.NaN;
Double fractalMin = Double.NaN;
int i =0;
while (fractalMax.isNaN() || (fractalMin.isNaN()) ){
double[] fractal = indicators.fractal(instrument,period,OfferSide.BID,5,i);
if (!Double.isNaN(fractal[0]))
fractalMax = fractal[0];
if (!Double.isNaN(fractal[1]))
fractalMin = fractal[1];
i++;
}
console.getOut().println("MACD=" + macd);
console.getOut().println("Fractal maximum: " + fractalMax + "; Fractal minimum: " + fractalMin);
}
}
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intery
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| Post subject: Re: how to get the fractal signal? |
Post rating: 0
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Posted: Tue 17 Aug, 2010, 16:17
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User rating: 0
Joined: Fri 20 May, 2011, 17:14
Posts: 4
Location: SpainSpain
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Support wrote: Hi, You did everything right, Double.NaN means that there is no value at that point. You need to find candle which has fractal minimum and/or maximum value. Please consider the following code: Double fractalMax = Double.NaN;
Double fractalMin = Double.NaN;
int i =0;
while (fractalMax.isNaN() || (fractalMin.isNaN()) ){
double[] fractal = indicators.fractal(instrument,period,OfferSide.BID,5,i);
if (!Double.isNaN(fractal[0]))
fractalMax = fractal[0];
if (!Double.isNaN(fractal[1]))
fractalMin = fractal[1];
i++;
}
This one show last formed fractal, Is possible to find previous fractals like second or third or earlier with this algorithm, or how to find them? thank you.
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API Support
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| Post subject: Re: how to get the fractal signal? |
Post rating: 0
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Posted: Wed 18 Aug, 2010, 10:01
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
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Yes, it is possible. Use configurable parameter to select the number of fractal values back. Please consider the following code:
Using java Syntax Highlighting
public class FractalTest implements IStrategy {
private IEngine engine ;
private IConsole console ;
private IHistory history ;
private IContext context ;
private IIndicators indicators ;
private IUserInterface userInterface ;
@Configurable ("Number of Fractal values back")
public int valuesBack = 3;
public void onStart (IContext context ) throws JFException {
this. engine = context. getEngine();
this. console = context. getConsole();
this. history = context. getHistory();
this. context = context ;
this. indicators = context. getIndicators();
this. userInterface = context. getUserInterface();
}
public void onAccount (IAccount account ) throws JFException {
}
public void onMessage (IMessage message ) throws JFException {
}
public void onStop () throws JFException {
}
public void onTick (Instrument instrument, ITick tick ) throws JFException {
}
public void onBar (Instrument instrument, Period period, IBar askBar, IBar bidBar ) throws JFException {
if (instrument. equals(Instrument. EURUSD) && (period. equals(Period. TEN_SECS))) {
double[] macd0 = indicators. macd(instrument, period, OfferSide. BID, IIndicators. AppliedPrice. MEDIAN_PRICE, 12, 26, 9, 0 );
double macd = macd0 [0 ];
Double fractalMax = Double. NaN;
Double fractalMin = Double. NaN;
int maxCount = 0;
int minCount = 0;
int shift = 0;
while (maxCount < valuesBack || minCount < valuesBack ) {
double[] fractal = indicators. fractal(instrument, period, OfferSide. BID, 5, shift );
if (!Double. isNaN(fractal [0 ]) && maxCount < valuesBack ) {
fractalMax = fractal [0 ];
maxCount ++;
}
if (!Double. isNaN(fractal [1 ]) && minCount < valuesBack ) {
fractalMin = fractal [1 ];
minCount ++;
}
shift ++;
}
console. getOut(). println("MACD=" + macd );
console. getOut(). println("Fractal maximum: " + fractalMax + "; Fractal minimum: " + fractalMin );
}
}
}
Parsed in 0.029 seconds, using GeSHi 1.0.8.4
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