Please find comments in the Stochastic indicator source given below. By uncommenting denoted lines in the
calculate method you can also see the values which are used by platform to draw the lines.
package jforex.indicators;
import java.text.DecimalFormat;
import com.dukascopy.api.IConsole;
import com.dukascopy.api.IIndicators;
import com.dukascopy.api.indicators.IIndicator;
import com.dukascopy.api.indicators.IIndicatorContext;
import com.dukascopy.api.indicators.IIndicatorsProvider;
import com.dukascopy.api.indicators.IndicatorInfo;
import com.dukascopy.api.indicators.IndicatorResult;
import com.dukascopy.api.indicators.InputParameterInfo;
import com.dukascopy.api.indicators.IntegerListDescription;
import com.dukascopy.api.indicators.IntegerRangeDescription;
import com.dukascopy.api.indicators.OptInputParameterInfo;
import com.dukascopy.api.indicators.OutputParameterInfo;
public class StochWithInfo implements IIndicator {
private IIndicatorsProvider indicatorsProvider;
private IIndicator slowKMa;
private IIndicator slowDMa;
private int fastKPeriod = 5;
private IndicatorInfo indicatorInfo;
private InputParameterInfo[] inputParameterInfos;
private OutputParameterInfo[] outputParameterInfos;
private OptInputParameterInfo[] optInputParameterInfos;
private double[][][] inputs = new double[1][][];
private double[][] outputs = new double[2][];
private IConsole console;
public void onStart(IIndicatorContext context) {
console = context.getConsole();
indicatorsProvider = context.getIndicatorsProvider();
slowKMa = indicatorsProvider.getIndicator("MA");
slowDMa = indicatorsProvider.getIndicator("MA");
// 4th parameter indicates that the output will be drawn on a separate panel
indicatorInfo = new IndicatorInfo("STOCH", "Stochastic", "Momentum Indicators", false, false, true, 1, 5, 2);
inputParameterInfos = new InputParameterInfo[] { new InputParameterInfo("Price", InputParameterInfo.Type.PRICE) };
int[] maValues = new int[IIndicators.MaType.values().length];
String[] maNames = new String[IIndicators.MaType.values().length];
for (int i = 0; i < maValues.length; i++) {
maValues[i] = i;
maNames[i] = IIndicators.MaType.values()[i].name();
}
optInputParameterInfos = new OptInputParameterInfo[] {
new OptInputParameterInfo("Fast %K Period", OptInputParameterInfo.Type.OTHER, new IntegerRangeDescription(5, 1, 2000, 1)),
new OptInputParameterInfo("Slow %K Period", OptInputParameterInfo.Type.OTHER, new IntegerRangeDescription(3, 1, 2000, 1)),
new OptInputParameterInfo("Slow %K MAType", OptInputParameterInfo.Type.OTHER, new IntegerListDescription(
IIndicators.MaType.SMA.ordinal(), maValues, maNames)),
new OptInputParameterInfo("Slow %D Period", OptInputParameterInfo.Type.OTHER, new IntegerRangeDescription(3, 1, 2000, 1)),
new OptInputParameterInfo("Slow %D MAType", OptInputParameterInfo.Type.OTHER, new IntegerListDescription(
IIndicators.MaType.SMA.ordinal(), maValues, maNames)) };
// this defines two output lines
outputParameterInfos = new OutputParameterInfo[] {
new OutputParameterInfo("Slow %K", OutputParameterInfo.Type.DOUBLE, OutputParameterInfo.DrawingStyle.DASH_LINE),
new OutputParameterInfo("Slow %D", OutputParameterInfo.Type.DOUBLE, OutputParameterInfo.DrawingStyle.DASH_LINE) };
}
public IndicatorResult calculate(int startIndex, int endIndex) {
if (startIndex - getLookback() < 0) {
startIndex -= startIndex - getLookback();
}
if (startIndex > endIndex) {
return new IndicatorResult(0, 0);
}
int maLookback = slowKMa.getLookback() + slowDMa.getLookback();
double[] kInputs = new double[endIndex - startIndex + 1 + maLookback];
int i, j;
double[] dmaOutput;
dmaOutput = new double[endIndex - startIndex + 1 + slowDMa.getLookback()];
for (i = startIndex - maLookback, j = 0; i <= endIndex; i++, j++) {
double highestHigh = inputs[0][2][i], lowestLow = inputs[0][3][i];
for (int k = (fastKPeriod - 1); k > 0; k--) {
highestHigh = inputs[0][2][i - k] > highestHigh ? inputs[0][2][i - k] : highestHigh;
lowestLow = inputs[0][3][i - k] < lowestLow ? inputs[0][3][i - k] : lowestLow;
}
if (highestHigh - lowestLow == 0) {
kInputs[j] = 0;
} else {
kInputs[j] = 100 * ((inputs[0][1][i] - lowestLow) / (highestHigh - lowestLow));
}
}
slowKMa.setInputParameter(0, kInputs);
slowKMa.setOutputParameter(0, dmaOutput);
IndicatorResult kResult = slowKMa.calculate(0, kInputs.length - 1);
if (kResult.getNumberOfElements() == 0) {
return new IndicatorResult(0, 0);
}
slowDMa.setInputParameter(0, dmaOutput);
// outputs[1] denotes the values for D output line
slowDMa.setOutputParameter(0, outputs[1]);
IndicatorResult dResult = slowDMa.calculate(0, kResult.getNumberOfElements() - 1);
if (dResult.getNumberOfElements() == 0) {
return new IndicatorResult(0, 0);
}
// outputs[0] denotes the values for K output line
System.arraycopy(dmaOutput, dResult.getFirstValueIndex(), outputs[0], 0, dResult.getNumberOfElements());
/*
* uncomment to see the outputs values on every calculate call
IndicatorResult newResult = new IndicatorResult(kResult.getFirstValueIndex() + dResult.getFirstValueIndex() + (fastKPeriod - 1), dResult.getNumberOfElements());
console.getOut().println("K line: " + arrayToString(outputs[0]) + " D line: " + arrayToString(outputs[1]) + "; first index="
+ newResult.getFirstValueIndex() + "; elements=" + newResult.getNumberOfElements());
*/
// IndicatorResult tells how much values there are in the outputs and which interval to consider
return new IndicatorResult(kResult.getFirstValueIndex() + dResult.getFirstValueIndex() + (fastKPeriod - 1),
dResult.getNumberOfElements());
}
public static String arrayToString(double[] arr) {
String str = "";
for (int r = 0; r < arr.length; r++) {
str += "[" + r + "] " + (new DecimalFormat("#.#######")).format(arr[r]) + ", ";
}
return str;
}
public IndicatorInfo getIndicatorInfo() {
return indicatorInfo;
}
public InputParameterInfo getInputParameterInfo(int index) {
if (index <= inputParameterInfos.length) {
return inputParameterInfos[index];
}
return null;
}
public int getLookback() {
return slowDMa.getLookback() + slowKMa.getLookback() + (fastKPeriod - 1);
}
public int getLookforward() {
return 0;
}
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;
}
//sets the reference to outputs[0] and outputs[1] such that the platform can fetch the values to draw the lines
public void setOutputParameter(int index, Object array) {
outputs[index] = (double[]) array;
}
public OptInputParameterInfo getOptInputParameterInfo(int index) {
if (index <= optInputParameterInfos.length) {
return optInputParameterInfos[index];
}
return null;
}
public void setOptInputParameter(int index, Object value) {
switch (index) {
case 0:
fastKPeriod = (Integer) value;
break;
case 1:
int slowKPeriod = (Integer) value;
slowKMa.setOptInputParameter(0, slowKPeriod);
break;
case 2:
int slowKMaType = (Integer) value;
slowKMa.setOptInputParameter(1, IIndicators.MaType.values()[slowKMaType].ordinal());
break;
case 3:
int slowDPeriod = (Integer) value;
slowDMa.setOptInputParameter(0, slowDPeriod);
break;
case 4:
int slowDMaType = (Integer) value;
slowDMa.setOptInputParameter(1, IIndicators.MaType.values()[slowDMaType].ordinal());
break;
default:
throw new ArrayIndexOutOfBoundsException(index);
}
}
}
Also see another example in JForex wiki:
https://www.dukascopy.com/wiki/index.php ... _indicator
