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Manually indicator calculation |
BogdanIvaniuk
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Post subject: Manually indicator calculation |
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Posted: Sun 23 Oct, 2011, 23:02
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User rating: 0
Joined: Sun 23 Oct, 2011, 22:41 Posts: 24 Location: Ukraine,
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Hi all,
Is it possible to calculate indicator for specified array of candles? For example, I want to calculate SMA(30) for close price. Also, I have array[30] of doubles with close prices. Can I calculate indicator value for this array of prices?
Thank you!
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API Support
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Post subject: Re: Manually indicator calculation |
Post rating: 0
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Posted: Mon 24 Oct, 2011, 09:05
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
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BogdanIvaniuk
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Post subject: Re: Manually indicator calculation |
Post rating: 0
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Posted: Mon 24 Oct, 2011, 11:57
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User rating: 0
Joined: Sun 23 Oct, 2011, 22:41 Posts: 24 Location: Ukraine,
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Many thanks for your quick feedback! Also I have one more question... How can I initialize 'context' or 'indicators' variables without connection to Dukascopy server? As I understand, it's possible, because this code don't use online or historical data from the server. IContext context = ???; IIndicators indicators = context.getIndicators(); IIndicator maIndicator = indicators.getIndicator("MA"); maIndicator.setOptInputParameter(0, 3); maIndicator.setOptInputParameter(1, MaType.SMA.ordinal()); double[] priceArr = new double[]{0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 1}; maIndicator.setInputParameter(0, priceArr); double[] resultArr = new double[priceArr.length]; maIndicator.setOutputParameter(0, resultArr); maIndicator.calculate(0, priceArr.length - 1);
Thank you!
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API Support
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Post subject: Re: Manually indicator calculation |
Post rating: 0
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Posted: Mon 24 Oct, 2011, 12:11
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
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BogdanIvaniuk wrote: Also I have one more question... How can I initialize 'context' or 'indicators' variables without connection to Dukascopy server? As I understand, it's possible, because this code don't use online or historical data from the server. It does use historical data from the server, since it's a snippet from a strategy (full source code can be found just below the example) and currently the strategies can be ran only in online mode (also when backtesting in Historical Tester).
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BogdanIvaniuk
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Post subject: Re: Manually indicator calculation |
Post rating: 0
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Posted: Mon 24 Oct, 2011, 12:28
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User rating: 0
Joined: Sun 23 Oct, 2011, 22:41 Posts: 24 Location: Ukraine,
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As I understand, there is no way to calculate indicators on own data (stored in array) without connection to Dukascopy? Am I right? Maybe, exists some way to initialize 'context' variable such as 'IClient client = ClientFactory.getDefaultInstance();' for 'client', but for 'context' by using 'ContextFactory'? It would be very helpful and would simplify the strategy testing process.
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API Support
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Post subject: Re: Manually indicator calculation |
Post rating: 0
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Posted: Mon 24 Oct, 2011, 12:44
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
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BogdanIvaniuk wrote: As I understand, there is no way to calculate indicators on own data (stored in array) without connection to Dukascopy? Am I right? In general - it is not supported. But more in particular - it is theoretically possible with indicators which have published source codes and that don't use IHistory. Indicator sources are available in JForex Standalone API in package com.dukascopy.indicators.
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BogdanIvaniuk
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Post subject: Re: Manually indicator calculation |
Post rating: 0
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Posted: Mon 24 Oct, 2011, 12:51
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User rating: 0
Joined: Sun 23 Oct, 2011, 22:41 Posts: 24 Location: Ukraine,
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Thank you for help! I'll look at it.
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