Conversion code TrendEnveloppes

Voici une image de l’indicateur : il ressemble (me semble-t-il) au SAR.

Capture-decran-2020-11-05-a-19.04.51.png

package com.dukascopy.indicators;

import com.dukascopy.api.DefaultColors;
import com.dukascopy.api.indicators.DoubleRangeDescription;
import com.dukascopy.api.indicators.IIndicator;
import com.dukascopy.api.indicators.IIndicatorContext;
import com.dukascopy.api.indicators.IndicatorInfo;
import com.dukascopy.api.indicators.IndicatorResult;
import com.dukascopy.api.indicators.InputParameterInfo;
import com.dukascopy.api.indicators.IntegerRangeDescription;
import com.dukascopy.api.indicators.OptInputParameterInfo;
import com.dukascopy.api.indicators.OutputParameterInfo;

public class TrendEnvelopesIndicator1 implements IIndicator {
private IIndicator lwma;

private int timePeriod = 14;
private double deviation = 0.1;

private IndicatorInfo indicatorInfo;
private InputParameterInfo[] inputParameterInfos;
private OutputParameterInfo[] outputParameterInfos;
private OptInputParameterInfo[] optInputParameterInfos;

private final double[][][] inputs = new double[1][][];
private final double[][] outputs = new double[2][];

public void onStart(IIndicatorContext context) {
lwma = context.getIndicatorsProvider().getIndicator("LWMA");

indicatorInfo = new IndicatorInfo("TrendEnvelopes", "Trend Envelope", "Overlap Studies", true, false, true, 1, 2, 2);

inputParameterInfos = new InputParameterInfo[] {
new InputParameterInfo("Price", InputParameterInfo.Type.PRICE)
};

optInputParameterInfos = new OptInputParameterInfo[] {
new OptInputParameterInfo("Time Period", OptInputParameterInfo.Type.OTHER, new IntegerRangeDescription(timePeriod, 2, 500, 1)),
new OptInputParameterInfo("Deviation", OptInputParameterInfo.Type.OTHER, new DoubleRangeDescription(deviation, 0.01, 100, 0.01, 2))
};

outputParameterInfos = new OutputParameterInfo[] {
new OutputParameterInfo("Low Band", OutputParameterInfo.Type.DOUBLE, OutputParameterInfo.DrawingStyle.LINE),
new OutputParameterInfo("High Band", OutputParameterInfo.Type.DOUBLE, OutputParameterInfo.DrawingStyle.LINE)
};

outputParameterInfos[0].setColor(DefaultColors.ROYAL_BLUE);
outputParameterInfos[0].setGapAtNaN(true);
outputParameterInfos[1].setColor(DefaultColors.RED);
outputParameterInfos[1].setGapAtNaN(true);
}

public IndicatorResult calculate(int startIndex, int endIndex) {
if (startIndex - getLookback() < 0) {
startIndex = getLookback();
}
if (startIndex > endIndex) {
return new IndicatorResult(0, 0);
}

double[] dsma = new double[endIndex - startIndex + 1];
lwma.setInputParameter(0, inputs[0][1]);
lwma.setOptInputParameter(0, timePeriod);
lwma.setOutputParameter(0, dsma);
lwma.calculate(startIndex - 1, endIndex - 1);

double[] valuesLow = new double[endIndex - startIndex + 1];
double[] valuesHigh = new double[endIndex - startIndex + 1];
int trend = 0;

for (int i = startIndex, j = 0; i <= endIndex; i++, j++) {
//Inputs: 0 open, 1 close, 2 high, 3 low, 4 volume
valuesLow[j] = (1 - deviation / 100) * dsma[j];
valuesHigh[j] = (1 + deviation / 100) * dsma[j];

if (inputs[0][1][i] > valuesHigh[j]) {
trend = 1;
} else if (inputs[0][1][i] < valuesLow[j]) {
trend = -1;
}

if (trend > 0) {
outputs[1][j] = Double.NaN;
if (j > 0 && valuesLow[j] < valuesLow[j - 1]) {
valuesLow[j] = valuesLow[j - 1];
}
outputs[0][j] = valuesLow[j];
} else {
outputs[0][j] = Double.NaN;
if (j > 0 && valuesHigh[j] > valuesHigh[j - 1]) {
valuesHigh[j] = valuesHigh[j - 1];
}
outputs[1][j] = valuesHigh[j];
}
}

return new IndicatorResult(startIndex, endIndex - startIndex + 1);
}

public IndicatorInfo getIndicatorInfo() {
return indicatorInfo;
}

public InputParameterInfo getInputParameterInfo(int index) {
if (index < inputParameterInfos.length) {
return inputParameterInfos[index];
}
return null;
}

public OptInputParameterInfo getOptInputParameterInfo(int index) {
if (index < optInputParameterInfos.length) {
return optInputParameterInfos[index];
}
return null;
}

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;
}

public void setOutputParameter(int index, Object array) {
switch (index) {
case 0:
outputs[index] = (double[]) array;
break;
case 1:
outputs[index] = (double[]) array;
break;
default:
throw new ArrayIndexOutOfBoundsException(index);
}
}

public void setOptInputParameter(int index, Object value) {
switch (index) {
case 0:
timePeriod = (Integer) value;
lwma.setOptInputParameter(0, timePeriod);
break;
case 1:
deviation = (Double) value;
break;
default:
throw new ArrayIndexOutOfBoundsException(index);
}
}

public int getLookback() {
return lwma.getLookback() + 1;
}

public int getLookforward() {
return 0;
}
}

Bonsoir,

c’est impeccable. Merci et bonne soirée. Par curiosité, cet indicateur se rapproche t il d’un indicateur existant pour PRT ?

merci pour cette information. Juste une remarque : le signal est plus précoce sur IG que sur Dukascopy : copie écran 1 = IG / copie écran 2 = Dukascopy

Capture-decran-2020-11-11-a-11.09.57.png Capture-decran-2020-11-11-a-11.10.10.png