Hello support,
I try to calculate zigzag indicator values on Tick Bars. (using TickBarFeedDescriptor).
I try also calculate custom indicator on this feed. But every time I receive empty table with data.
In attachment is strategy which calculate zigzag indicator in two ways and both times return empty table with data.
I use code:
IFeedDescriptor fdZZEntry = new TickBarFeedDescriptor(Instrument.EURUSD, TickBarSize.TWO, OfferSide.ASK);
Object[] ZZwithBreakPeaks = indicators.calculateIndicator(fdZZEntry, new OfferSide[] { OfferSide.ASK }, "ZigZag",
new IIndicators.AppliedPrice[] { IIndicators.AppliedPrice.CLOSE }, new Object[] { 12, 5, 3 }, 100, history.getFeedData(fdZZEntry, 1).getTime(), 0);
double[] ZZwithBreak0 = (double[]) ZZwithBreakPeaks[0];
int len = ZZwithBreak0.length;
console.getOut().println("length of result table1: "+len);
IIndicatorCalculator<Double,double[]> zzc = indicators.zigzag(fdZZEntry, OfferSide.ASK, 12, 5, 3);
double[] zzval = zzc.calculate(100, history.getFeedData(fdZZEntry, 1).getTime(), 0);
int len1 = zzval.length;
console.getOut().println("length of result table2: "+len1);
Please let me know if it is a bug (if yes, when it will be fixed) or if I do something wrong.