Overview

The following example demonstrates the use of multiple periods in a single indicator. It's a simple indicator that draws lines over the close prices of three different periods: one minute, five minutes and ten minutes. Note that the indicator will not work with periods greater than 1 minute (greater than the smallest period of indicator inputs).

Method onStart

    public void onStart(IIndicatorContext context) {
        indicatorInfo = new IndicatorInfo("MULTIPLEPERIODS", "Multiple period indicator", "", 
            false, false, false, 4, 0, 3);
        //indicator looks way better with setSparceIndicator property set to true  
        indicatorInfo.setSparceIndicator(true);
        inputParameterInfos = new InputParameterInfo[] {
                //main input from chart
                new InputParameterInfo("Main", InputParameterInfo.Type.BAR),
                //additional inputs
                new InputParameterInfo("FirstPeriod", InputParameterInfo.Type.BAR){{
                    setPeriod(Period.ONE_MIN);}},
                new InputParameterInfo("SecondPeriod", InputParameterInfo.Type.BAR){{
                    setPeriod(Period.FIVE_MINS);}},
                new InputParameterInfo("ThirdPeriod", InputParameterInfo.Type.BAR){{
                    setPeriod(Period.TEN_MINS);}}};

        outputParameterInfos = new OutputParameterInfo[] {
                new OutputParameterInfo("First",
                                        OutputParameterInfo.Type.DOUBLE,
                                        OutputParameterInfo.DrawingStyle.LINE),
                new OutputParameterInfo("Second", 
                                        OutputParameterInfo.Type.DOUBLE, 
                                        OutputParameterInfo.DrawingStyle.LINE),
                new OutputParameterInfo("Third", 
                                        OutputParameterInfo.Type.DOUBLE, 
                                        OutputParameterInfo.DrawingStyle.LINE)};
    }

Method calculate

public IndicatorResult calculate(int startIndex, int endIndex) {                            
    //default values for indicator outputs         
    Arrays.fill(outputs[0], Double.NaN);
    Arrays.fill(outputs[1], Double.NaN);
    Arrays.fill(outputs[2], Double.NaN);

    int i;
    for (i = 1; i < inputs.length; i++){
        calculateOutput(i, endIndex - startIndex + 1);
    }                 

    return new IndicatorResult(startIndex, outputs[0].length);
}

Method calculateOutput

private void calculateOutput(int inputIndex, int elements){
    double[] input = new double[inputs[inputIndex].length];

    for (int i = 0; i < inputs[inputIndex].length; i++) {
        IBar bar = inputs[inputIndex][i];
        input[i] = bar.getClose();               
    }                                  

    int j = 0;
    //synchronize additional input with the main input
    for (int i = 0; i < elements; i++) {
        IBar bar = inputs[0][i];
        long barTime = bar.getTime();                      

        while (j < inputs[inputIndex].length && inputs[inputIndex][j].getTime() < barTime) {
            j++;                
        }
        if (j >= inputs[inputIndex].length || inputs[inputIndex][j].getTime() != barTime) {              
            outputs[inputIndex - 1][i] = Double.NaN;
        } else {
            //bar located, set up output
            outputs[inputIndex - 1][i] = inputs[inputIndex][j].getClose();
        }
    }           
}

Download

MultiplePeriodsIndicator.java