I’ve been coding for MT4 for a while, and the mql4 coding was relatively easy to pick up since there’s so many samples, and good documentation to help you. My next challenge is to code an Indicator for Dukascopy jForex. Since I do not have any previous java knowledge and the documentation is not explaining much, I’ll have to experiment a lot, and see what works.
So far I got started with a simple template provided in the jForex. Just right click on Strategies and open a New Indicator
You will end up with a small sample code, which helps to get a head start..
1. Naming the Indicator
One thing I did not know when I started my very first code for jForex is that the class name of your indicator or strategy MUST match the file name. Otherwise it will not compile without giving you errors.
public class Indicator implements IIndicator {
I will try to make a Simple Moving Average Indicator as my first lesson. So I will name my indicator to myMA
public class myMA implements IIndicator {
2. Defining the parameters
This is what is already defined in the template:
private IndicatorInfo indicatorInfo; private InputParameterInfo[] inputParameterInfos; private OptInputParameterInfo[] optInputParameterInfos; private OutputParameterInfo[] outputParameterInfos; private double[][] inputs = new double[1][]; private int timePeriod = 2; private double[][] outputs = new double[1][];
and since I won’t be needing any more parameters for the Moving Average indicator, I will leave this part untouched and move on to the next part
3. Defining the Indicator info
Moving on to the part with the following code:
public void onStart(IIndicatorContext context) {
This is where I define all setting (inputs and outputs) for the indicator. This is the code you see:
indicatorInfo = new IndicatorInfo("EXAMPIND", "Sums previous values",
"My indicators",
false, false, false, 1, 1, 1);
inputParameterInfos = new InputParameterInfo[] {
new InputParameterInfo("Input data",
InputParameterInfo.Type.DOUBLE)};
optInputParameterInfos = new OptInputParameterInfo[] {
new OptInputParameterInfo("Time period",
OptInputParameterInfo.Type.OTHER,
new IntegerRangeDescription(2, 2, 100, 1))};
outputParameterInfos = new OutputParameterInfo[] {
new OutputParameterInfo("out", OutputParameterInfo.Type.DOUBLE,
OutputParameterInfo.DrawingStyle.LINE)};
Let me explain a bit what these lines of codes do. I searched for the info from different sources and have compiled here my understanding of the code. IndicatorInfo set the following things:
indicatorInfo = new IndicatorInfo("EXAMPIND", "Sums previous values",
"My indicators",false, false, false, 1, 1, 1);
“EXAMPIND” = indicator name – gives a name by which you will be able to call it from strategy (should be simple);
“Sums previous values” = indicator title – gives a title to this indicator – more detailed name which are used in JForex “add indicator” dialog window;
“My indicators” = Indicator groupName – specifies directory where it would be accessible thru JForex in “add indicator” dialog window;
false = overChart – true if indicator should be drawn over candles/ticks on the main chart (e.g. SMA); set it false if you want the indicator to show its values in a separate window;
false = overVolumes – true if indicator should be drawn over volume information;
false = unstablePeriod – true if indicator has unstable period (like EMA or SAR). This will add more candles in every call to stabilize function;
1 = numberOfInputs – number of inputs that user should provide (e.g. price: open or close);
1 = numberOfOptionalInputs – number of optional inputs (e.g. time period for SMA);
1 = numberOfOutputs – number of outputs, that function returns (these are usually the number lines on the chart);
So here is my line of code for the Simple Moving average:
indicatorInfo = new IndicatorInfo("myMA", "Moving Average",
"My indicators",true, false, false, 1, 1, 1);
Notice that I changed the overChart value to be true since the Moving Average needs to draw over the candles.
4. Setting up the inputs and outputs for the indicator (what data goes in and what/how needs to come out)
The next lines will define what will be displayed in the “edit indicator” properties when launching the indicator.
inputParameterInfos = new InputParameterInfo[] {
new InputParameterInfo("Input data", InputParameterInfo.Type.DOUBLE)};
“Input data” = name for the input to display
InputParameterInfo.Type.DOUBLE = type of data
Here are the input data types (InputParameterInfo.Type) that can be used according to Dukascopy documentation:
PRICE = Indicates that this input is price. Price includes open, close, high, low, volume
DOUBLE = Indicates that this input is any double data
BAR = Indicates that this input is IBar array
We just have one data input for the Moving Average, so I’ll just change the name to the following:
inputParameterInfos = new InputParameterInfo[] {
new InputParameterInfo("Price:",
InputParameterInfo.Type.DOUBLE)};
What if you need to define 2 or more input variables?
First, make sure your indicatorInfo in previous code line defines 2 inputs, or the number of inputs you need to define, in this sample it will be 3
indicatorInfo = new IndicatorInfo("EXAMPIND", "Sums previous values",
"My indicators",
false, false, false, 3, 1, 1);
Then just keep adding inputs to this array. In this sample I will add 3 inputs, not that each new InputParameterInfo(..) is separated by commas in a list.
inputParameterInfos = new InputParameterInfo[] {
new InputParameterInfo("Price1:", InputParameterInfo.Type.DOUBLE),
new InputParameterInfo("Price2:", InputParameterInfo.Type.DOUBLE),
new InputParameterInfo("Price3:", InputParameterInfo.Type.DOUBLE)
};
It works identically for the optInputParameterInfos and outputParameterInfos.
Next I check the OptionalInputs, which will be the Time period for the Moving average. In this case I can leave the code untouched as the sample already defines it as a time period.
optInputParameterInfos = new OptInputParameterInfo[] {
new OptInputParameterInfo("Time period",
OptInputParameterInfo.Type.OTHER,
new IntegerRangeDescription(2, 2, 100, 1))};
OptInputParameterInfo.Type can be following:
CURRENCY = Optional input is currency
DEGREE = Optional input is degree
OTHER = Optional input is something other
PERCENT = Optional input is percent
Here is explanation for the IntegerRangeDescription:
public IntegerRangeDescription(int defaultValue,
int min,
int max,
int suggestedIncrement)
defaultValue – default value, that is user if used doesn’t set optional input
min – minimal value
max – maximal value
suggestedIncrement – suggested step to change this input
The following step will be to check the Indicator outputs, which is the following code:
outputParameterInfos = new OutputParameterInfo[] {
new OutputParameterInfo("out",
OutputParameterInfo.Type.DOUBLE,
OutputParameterInfo.DrawingStyle.LINE)};
Where:
“out” = name for the indicator output
OutputParameterInfo.Type.DOUBLE = output type (double in this case)
OutputParameterInfo.DrawingStyle.LINE = drawing style
OutputParameterInfo.Type can be following:
DOUBLE = Output is array of doubles, Double.NaN values means there is no value at that point
INT = Output is array of integers, Integer.MIN_VALUE values means there is no value at that point
OBJECT = Any object, outputs with this type can be only interpreted by strategies or drawn by selfdrawing indicators
OutputParameterInfo.DrawingStyle can be set to following:
ARROW_SYMBOL_DOWN = Draw arrow symbol at non NaN or no Integer.MIN_VALUE values
ARROW_SYMBOL_UP = Draws arrow symbol at non NaN or no Integer.MIN_VALUE values
DASH_LINE = Show output as dashed line
DASHDOT_LINE = Show output as dashed and dotted line
DASHDOTDOT_LINE = Show output as dashed and double dotted line
DOT_LINE = Show output as dotted line
DOTS = Show output as dots
HISTOGRAM = Show output as histogram
LEVEL_DASH_LINE = Show output as dashed level.
LEVEL_DASHDOT_LINE = Show output as dashed and dotted level.
LEVEL_DASHDOTDOT_LINE = Show output as dashed and double dotted level.
LEVEL_DOT_LINE = Show output as dotted level.
LEVEL_LINE = Show output as level.
LINE = Show output as line
NONE = Don’t draw anything
PATTERN_BOOL = If value is not zero, then draw pattern
PATTERN_BULL_BEAR = If value: == 0 – no pattern > 0 – bullish < 0 – bearish
PATTERN_STRENGTH = If value: == 0 – neutral ]0..100] getting bullish ]100..
I’ll just change the output parameter name from “out” to “MA” for this indicator, so it will be following:
outputParameterInfos = new OutputParameterInfo[] {
new OutputParameterInfo("MA",
OutputParameterInfo.Type.DOUBLE,
OutputParameterInfo.DrawingStyle.LINE)};
5. Calculating The indicator Value
The indicator value is calculated in this part of the code:
public IndicatorResult calculate(int startIndex, int endIndex) {
//calculating startIndex taking into account lookback value
if (startIndex - getLookback() < 0) {
startIndex -= startIndex - getLookback();
}
int i, j;
for (i = startIndex, j = 0; i <= endIndex; i++, j++) {
double value = 0;
for (int k = timePeriod; k > 0; k--) {
value += inputs[0][i - k];
}
outputs[0][j] = value;
}
return new IndicatorResult(startIndex, j);
}
The sample code just adds the input values up into one big sum. As you can see it loops though the candles i=startIndex until i<=endIndex and then loops again from k=TimePeriod to k>0 to collect the sum of timePeriod inputs. For moving average, we just need to find the average, meaning we need to divide the value with the number of variables we added together which is the timePeriod. The code will look like this:
public IndicatorResult calculate(int startIndex, int endIndex) {
//calculating startIndex taking into account lookback value
if (startIndex - getLookback() < 0) {
startIndex -= startIndex - getLookback();
}
int i, j;
for (i = startIndex, j = 0; i <= endIndex; i++, j++) {
double value = 0;
for (int k = timePeriod; k > 0; k--) {
value += inputs[0][i - k];
}
outputs[0][j] = value/timePeriod;
}
return new IndicatorResult(startIndex, j);
}
6. Compile & Test
Now we just need to compile the indicator, and put it on the charts. Here is the comparison with the built in SMA indicator. The red line is myMA and the green line is SMA
YES! – I just created my first indicator!
7. Download the sample source code
If you wish to see the full source code of the myMA indicator, you can download it here: myMA.java