Created by Larry Williams, Fractal is a retrospective price pattern that identifies a central high or low point chevron. [Discuss] 💬
// usage IEnumerable<FractalResult> results = quotes.GetFractal(windowSpan);
int - Evaluation window span width (
S). Must be at least 2. Default is 2.
EndType - Determines whether
High/Low are used to find end points. See EndType options below. Default is
The total evaluation window size is
±S from the evaluation date.
Historical quotes requirements
You must have at least
2×S+1 periods of
quotes to cover the warmup periods; however, more is typically provided since this is a chartable candlestick pattern.
quotes is a collection of generic
TQuote historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.
EndType.Close - Chevron point identified from
EndType.HighLow - Chevron point identified from
Low price (default)
- This method returns a time series of all available indicator values for the
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first and last
quotesare unable to be calculated since there’s not enough prior/following data.
👉 Repaint warning: this price pattern uses future bars and will never identify a
fractalin the last
quotes. Fractals are retroactively identified.
DateTime - Date from evaluated
decimal - Value indicates a high point; otherwise
null is returned.
decimal - Value indicates a low point; otherwise
null is returned.
See Utilities and helpers for more information.
This indicator is not chain-enabled and must be generated from
quotes. It cannot be used for further processing by other chain-enabled indicators.