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| Вопрос по фракталам |
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[fxprogrammer]
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| Post subject: Вопрос по фракталам |
Post rating: 0
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Posted: Fri 15 Apr, 2011, 00:16
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User rating: 0
Joined: Tue 09 Sep, 2008, 18:55
Posts: 9
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I write a strategy based on Fractals arrows: @Configurable("Indicators timeframe")
public Period ind_period = Period.ONE_HOUR;
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tperiod = 0;
if (ind_period == Period.ONE_MIN) tperiod = 0;
if (ind_period == Period.FIVE_MINS) tperiod = 1;
if (ind_period == Period.TEN_MINS) tperiod = 2;
if (ind_period == Period.FIFTEEN_MINS) tperiod = 3;
if (ind_period == Period.THIRTY_MINS) tperiod = 4;
if (ind_period == Period.ONE_HOUR) tperiod = 5;
if (ind_period == Period.FOUR_HOURS) tperiod = 6;
if (ind_period == Period.DAILY) tperiod = 7;
if (ind_period == Period.WEEKLY) tperiod = 8;
if (ind_period == Period.MONTHLY) tperiod = 9;
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// fractal calculation
public double GetFractal(Instrument instrument, int mode) throws JFException {
//mode = 1 - upper fractal; mode = 2 - lower fractal;
double tempup = 0, tempdn = 0, fup = 0, fdn = 0;
double[] fractal = indicators.fractal(instrument, ind_period, OfferSide.BID, tperiod, LookBack);
if (!Double.isNaN(fractal[0])) fup = fractal[0];
if (!Double.isNaN(fractal[1])) fdn = fractal[1];
if ( fup != 0 && fdn == 0 && mode == 1) return(fup);
if ( fdn != 0 && fup == 0 && mode == 2) return(fdn);
print("F 0 = " + fractal[0] + " F 1 = " + fractal[1] );
return(0);
}
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// function call
double upfractal = GetFractal(instrument, 1);
double dnfractal = GetFractal(instrument, 2);Please take a look on the attached screen shot. My strategy should respond to arrows only instead of the indicator changes in whole.
| Attachments: |
fractals.PNG [80.73 KiB]
Downloaded 573 times
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API Support
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| Post subject: Re: Вопрос по фракталам |
Post rating: 0
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Posted: Fri 15 Apr, 2011, 16:07
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
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[fxprogrammer]
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| Post subject: Re: Вопрос по фракталам |
Post rating: 0
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Posted: Sun 17 Apr, 2011, 12:41
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User rating: 0
Joined: Tue 09 Sep, 2008, 18:55
Posts: 9
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Of course, I use the Instrument filtration.
I have no problem with receiving fractal signals.
But, look at the attachment, I receive the fractal signal by my strastegy at a place, where indicator doesn't put an arrow. It is very strange.
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API Support
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| Post subject: Re: Вопрос по фракталам |
Post rating: 0
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Posted: Mon 18 Apr, 2011, 07:55
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
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Hi,
Please include the code you use for filtration and a value of the 'LookBack' variable in your post.
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[fxprogrammer]
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| Post subject: Re: Вопрос по фракталам |
Post rating: 0
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Posted: Mon 18 Apr, 2011, 20:59
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User rating: 0
Joined: Tue 09 Sep, 2008, 18:55
Posts: 9
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@Configurable("Instrument")
public Instrument currentInstrument = Instrument.EURUSD;
@Configurable("Fractal look back")
public int LookBack = 2;
@Configurable("Indicators timeframe")
public Period ind_period = Period.ONE_HOUR;
public void onStart(IContext context) throws JFException
{
tperiod = 0;
if (ind_period == Period.ONE_MIN) tperiod = 0;
if (ind_period == Period.FIVE_MINS) tperiod = 1;
if (ind_period == Period.TEN_MINS) tperiod = 2;
if (ind_period == Period.FIFTEEN_MINS) tperiod = 3;
if (ind_period == Period.THIRTY_MINS) tperiod = 4;
if (ind_period == Period.ONE_HOUR) tperiod = 5;
if (ind_period == Period.FOUR_HOURS) tperiod = 6;
if (ind_period == Period.DAILY) tperiod = 7;
if (ind_period == Period.WEEKLY) tperiod = 8;
if (ind_period == Period.MONTHLY) tperiod = 9;
return;
}
public double GetFractal(Instrument instrument, int mode) throws JFException {
//mode = 1 - upper fractal; mode = 2 - lower fractal;
// function returns zero or actual fractal
double tempup = 0, tempdn = 0, fup = 0, fdn = 0;
double[] fractal = indicators.fractal(instrument, ind_period, OfferSide.BID, tperiod, LookBack);
if (!Double.isNaN(fractal[0])) fup = fractal[0];
if (!Double.isNaN(fractal[1])) fdn = fractal[1];
if ( fup != 0 && fdn == 0 && mode == 1) return(fup);
if ( fdn != 0 && fup == 0 && mode == 2) return(fdn);
print("F 0 = " + fractal[0] + " F 1 = " + fractal[1] );
return(0);
}
public void onTick(Instrument instrument, ITick tick) throws JFException {
if (instrument != currentInstrument) {
return;
}
//----------- Fractal -----------
double upfractal = GetFractal(instrument, 1);
double dnfractal = GetFractal(instrument, 2);
if (upfractal != 0) {......}
if (dnfractal != 0) {......}
return;
}
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API Support
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| Post subject: Re: Вопрос по фракталам |
Post rating: 0
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Posted: Tue 19 Apr, 2011, 08:22
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
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Hi, The workspace on your screenshot contains Fractal(3) indicator which means you opened the chart with an incorrect time frame: if (ind_period == Period.FIFTEEN_MINS) tperiod = 3; The following code might be useful: public void onStart(IContext context) throws JFException {
IChart chart = context.getChart(currentInstrument);
chart.addIndicator(indicators.getIndicator("FRACTAL"), new Object[]{tperiod});
...
}
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[fxprogrammer]
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| Post subject: Re: Вопрос по фракталам |
Post rating: 0
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Posted: Tue 19 Apr, 2011, 10:58
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User rating: 0
Joined: Tue 09 Sep, 2008, 18:55
Posts: 9
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"Fractal(3)" at the workspace on my screenshot means that I use parameter Lookback = 3 ("Number of bars on sides" in the indicator settings).
How does it associate with time frame?
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[fxprogrammer]
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| Post subject: Re: Вопрос по фракталам |
Post rating: 0
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Posted: Tue 19 Apr, 2011, 13:44
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User rating: 0
Joined: Tue 09 Sep, 2008, 18:55
Posts: 9
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It seems, I understand....
I'm using this calling of fractal:
double[] fractal(Instrument instrument, Period period, OfferSide side, int timePeriod, int shift)
So, timePeriod in this function is the adjustable parameter of Fractal indicator?
And in my example I should call the indicator:
double[] fractal = indicators.fractal(instrument, ind_period, OfferSide.BID, LookBack, 0);
Is it correct?
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API Support
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| Post subject: Re: Вопрос по фракталам |
Post rating: 0
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Posted: Wed 20 Apr, 2011, 07:36
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
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Hi, That's right, "timePeriod" (or "Number of bars on sides") is Fractal indicator's optional parameter. double[] fractal = indicators.fractal(instrument, ind_period, OfferSide.BID, LookBack, 0);
Calculates fractal values for the current candle.
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